Sparsity and adaptivity for the blind separation of partially correlated sources

Blind source separation (BSS) is a very popular technique to analyze multichannel data. In this context, the data are modeled as the linear combination of sources to be retrieved. For that purpose, standard BSS methods all rely on some discrimination principle, whether it is statistical independence or morphological diversity, to distinguish between the sources. However, dealing with real-world data reveals that such assumptions are rarely valid in practice: the signals of interest are more likely partially correlated, which generally hampers the performances of standard BSS methods. In this article, we introduce a novel sparsity-enforcing BSS method coined Adaptive Morphological Component Analysis (AMCA), which is designed to retrieve sparse and partially correlated sources. More precisely, it makes profit of an adaptive re-weighting scheme to favor/penalize samples based on their level of correlation. Extensive numerical experiments have been carried out which show that the proposed method is robust to the partial correlation of sources while standard BSS techniques fail. The AMCA algorithm is evaluated in the field of astrophysics for the separation of physical components from microwave data.Comment: submitted to IEEE Transactions on signal processin

Space-by-time non-negative matrix factorization for single-trial decoding of M/EEG activity

We develop a novel methodology for the single-trial analysis of multichannel time-varying neuroimaging signals. We introduce the space-by-time M/EEG decomposition, based on Non-negative Matrix Factorization (NMF), which describes single-trial M/EEG signals using a set of non-negative spatial and temporal components that are linearly combined with signed scalar activation coefficients. We illustrate the effectiveness of the proposed approach on an EEG dataset recorded during the performance of a visual categorization task. Our method extracts three temporal and two spatial functional components achieving a compact yet full representation of the underlying structure, which validates and summarizes succinctly results from previous studies. Furthermore, we introduce a decoding analysis that allows determining the distinct functional role of each component and relating them to experimental conditions and task parameters. In particular, we demonstrate that the presented stimulus and the task difficulty of each trial can be reliably decoded using specific combinations of components from the identified space-by-time representation. When comparing with a sliding-window linear discriminant algorithm, we show that our approach yields more robust decoding performance across participants. Overall, our findings suggest that the proposed space-by-time decomposition is a meaningful low-dimensional representation that carries the relevant information of single-trial M/EEG signals

A Nonconvex Splitting Method for Symmetric Nonnegative Matrix Factorization: Convergence Analysis and Optimality

Symmetric nonnegative matrix factorization (SymNMF) has important applications in data analytics problems such as document clustering, community detection and image segmentation. In this paper, we propose a novel nonconvex variable splitting method for solving SymNMF. The proposed algorithm is guaranteed to converge to the set of Karush-Kuhn-Tucker (KKT) points of the nonconvex SymNMF problem. Furthermore, it achieves a global sublinear convergence rate. We also show that the algorithm can be efficiently implemented in parallel. Further, sufficient conditions are provided which guarantee the global and local optimality of the obtained solutions. Extensive numerical results performed on both synthetic and real data sets suggest that the proposed algorithm converges quickly to a local minimum solution.Comment: IEEE Transactions on Signal Processing (to appear