1,972 research outputs found
Efficient independent component analysis
Independent component analysis (ICA) has been widely used for blind source
separation in many fields such as brain imaging analysis, signal processing and
telecommunication. Many statistical techniques based on M-estimates have been
proposed for estimating the mixing matrix. Recently, several nonparametric
methods have been developed, but in-depth analysis of asymptotic efficiency has
not been available. We analyze ICA using semiparametric theories and propose a
straightforward estimate based on the efficient score function by using
B-spline approximations. The estimate is asymptotically efficient under
moderate conditions and exhibits better performance than standard ICA methods
in a variety of simulations.Comment: Published at http://dx.doi.org/10.1214/009053606000000939 in the
Annals of Statistics (http://www.imstat.org/aos/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Variational Hamiltonian Monte Carlo via Score Matching
Traditionally, the field of computational Bayesian statistics has been
divided into two main subfields: variational methods and Markov chain Monte
Carlo (MCMC). In recent years, however, several methods have been proposed
based on combining variational Bayesian inference and MCMC simulation in order
to improve their overall accuracy and computational efficiency. This marriage
of fast evaluation and flexible approximation provides a promising means of
designing scalable Bayesian inference methods. In this paper, we explore the
possibility of incorporating variational approximation into a state-of-the-art
MCMC method, Hamiltonian Monte Carlo (HMC), to reduce the required gradient
computation in the simulation of Hamiltonian flow, which is the bottleneck for
many applications of HMC in big data problems. To this end, we use a {\it
free-form} approximation induced by a fast and flexible surrogate function
based on single-hidden layer feedforward neural networks. The surrogate
provides sufficiently accurate approximation while allowing for fast
exploration of parameter space, resulting in an efficient approximate inference
algorithm. We demonstrate the advantages of our method on both synthetic and
real data problems
Minimum Density Hyperplanes
Associating distinct groups of objects (clusters) with contiguous regions of
high probability density (high-density clusters), is central to many
statistical and machine learning approaches to the classification of unlabelled
data. We propose a novel hyperplane classifier for clustering and
semi-supervised classification which is motivated by this objective. The
proposed minimum density hyperplane minimises the integral of the empirical
probability density function along it, thereby avoiding intersection with high
density clusters. We show that the minimum density and the maximum margin
hyperplanes are asymptotically equivalent, thus linking this approach to
maximum margin clustering and semi-supervised support vector classifiers. We
propose a projection pursuit formulation of the associated optimisation problem
which allows us to find minimum density hyperplanes efficiently in practice,
and evaluate its performance on a range of benchmark datasets. The proposed
approach is found to be very competitive with state of the art methods for
clustering and semi-supervised classification
A geometric method for model reduction of biochemical networks with polynomial rate functions
Model reduction of biochemical networks relies on the knowledge of slow and
fast variables. We provide a geometric method, based on the Newton polytope, to
identify slow variables of a biochemical network with polynomial rate
functions. The gist of the method is the notion of tropical equilibration that
provides approximate descriptions of slow invariant manifolds. Compared to
extant numerical algorithms such as the intrinsic low dimensional manifold
method, our approach is symbolic and utilizes orders of magnitude instead of
precise values of the model parameters. Application of this method to a large
collection of biochemical network models supports the idea that the number of
dynamical variables in minimal models of cell physiology can be small, in spite
of the large number of molecular regulatory actors
Sparse Modeling for Image and Vision Processing
In recent years, a large amount of multi-disciplinary research has been
conducted on sparse models and their applications. In statistics and machine
learning, the sparsity principle is used to perform model selection---that is,
automatically selecting a simple model among a large collection of them. In
signal processing, sparse coding consists of representing data with linear
combinations of a few dictionary elements. Subsequently, the corresponding
tools have been widely adopted by several scientific communities such as
neuroscience, bioinformatics, or computer vision. The goal of this monograph is
to offer a self-contained view of sparse modeling for visual recognition and
image processing. More specifically, we focus on applications where the
dictionary is learned and adapted to data, yielding a compact representation
that has been successful in various contexts.Comment: 205 pages, to appear in Foundations and Trends in Computer Graphics
and Visio
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