258 research outputs found
Unsupervised discovery of temporal sequences in high-dimensional datasets, with applications to neuroscience.
Identifying low-dimensional features that describe large-scale neural recordings is a major challenge in neuroscience. Repeated temporal patterns (sequences) are thought to be a salient feature of neural dynamics, but are not succinctly captured by traditional dimensionality reduction techniques. Here, we describe a software toolbox-called seqNMF-with new methods for extracting informative, non-redundant, sequences from high-dimensional neural data, testing the significance of these extracted patterns, and assessing the prevalence of sequential structure in data. We test these methods on simulated data under multiple noise conditions, and on several real neural and behavioral datas. In hippocampal data, seqNMF identifies neural sequences that match those calculated manually by reference to behavioral events. In songbird data, seqNMF discovers neural sequences in untutored birds that lack stereotyped songs. Thus, by identifying temporal structure directly from neural data, seqNMF enables dissection of complex neural circuits without relying on temporal references from stimuli or behavioral outputs
Penalized Orthogonal Iteration for Sparse Estimation of Generalized Eigenvalue Problem
We propose a new algorithm for sparse estimation of eigenvectors in
generalized eigenvalue problems (GEP). The GEP arises in a number of modern
data-analytic situations and statistical methods, including principal component
analysis (PCA), multiclass linear discriminant analysis (LDA), canonical
correlation analysis (CCA), sufficient dimension reduction (SDR) and invariant
co-ordinate selection. We propose to modify the standard generalized orthogonal
iteration with a sparsity-inducing penalty for the eigenvectors. To achieve
this goal, we generalize the equation-solving step of orthogonal iteration to a
penalized convex optimization problem. The resulting algorithm, called
penalized orthogonal iteration, provides accurate estimation of the true
eigenspace, when it is sparse. Also proposed is a computationally more
efficient alternative, which works well for PCA and LDA problems. Numerical
studies reveal that the proposed algorithms are competitive, and that our
tuning procedure works well. We demonstrate applications of the proposed
algorithm to obtain sparse estimates for PCA, multiclass LDA, CCA and SDR.
Supplementary materials are available online
Model Based Principal Component Analysis with Application to Functional Magnetic Resonance Imaging.
Functional Magnetic Resonance Imaging (fMRI) has allowed better understanding
of human brain organization and function by making it possible to record either
autonomous or stimulus induced brain activity. After appropriate preprocessing
fMRI produces a large spatio-temporal data set, which requires sophisticated signal
processing. The aim of the signal processing is usually to produce spatial maps
of statistics that capture the effects of interest, e.g., brain activation, time delay
between stimulation and activation, or connectivity between brain regions.
Two broad signal processing approaches have been pursued; univoxel methods
and multivoxel methods. This proposal will focus on multivoxel methods and review
Principal Component Analysis (PCA), and other closely related methods, and
describe their advantages and disadvantages in fMRI research. These existing multivoxel
methods have in common that they are exploratory, i.e., they are not based on a statistical model.
A crucial observation which is central to this thesis, is that there is in fact an
underlying model behind PCA, which we call noisy PCA (nPCA). In the main part
of this thesis, we use nPCA to develop methods that solve three important problems
in fMRI. 1) We introduce a novel nPCA based spatio-temporal model that combines
the standard univoxel regression model with nPCA and automatically recognizes
the temporal smoothness of the fMRI data. Furthermore, unlike standard univoxel
methods, it can handle non-stationary noise. 2) We introduce a novel sparse variable
PCA (svPCA) method that automatically excludes whole voxel timeseries, and
yields sparse eigenimages. This is achieved by a novel nonlinear penalized likelihood
function which is optimized. An iterative estimation algorithm is proposed
that makes use of geodesic descent methods. 3) We introduce a novel method based
on Stein’s Unbiased Risk Estimator (SURE) and Random Matrix Theory (RMT) to
select the number of principal components for the increasingly important case where
the number of observations is of similar order as the number of variables.Ph.D.Electrical Engineering: SystemsUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttp://deepblue.lib.umich.edu/bitstream/2027.42/57638/2/mulfarss_1.pd
A sparse decomposition of low rank symmetric positive semi-definite matrices
Suppose that is symmetric positive
semidefinite with rank . Our goal is to decompose into
rank-one matrices where the modes
are required to be as sparse as possible. In contrast to eigen decomposition,
these sparse modes are not required to be orthogonal. Such a problem arises in
random field parametrization where is the covariance function and is
intractable to solve in general. In this paper, we partition the indices from 1
to into several patches and propose to quantify the sparseness of a vector
by the number of patches on which it is nonzero, which is called patch-wise
sparseness. Our aim is to find the decomposition which minimizes the total
patch-wise sparseness of the decomposed modes. We propose a
domain-decomposition type method, called intrinsic sparse mode decomposition
(ISMD), which follows the "local-modes-construction + patching-up" procedure.
The key step in the ISMD is to construct local pieces of the intrinsic sparse
modes by a joint diagonalization problem. Thereafter a pivoted Cholesky
decomposition is utilized to glue these local pieces together. Optimal sparse
decomposition, consistency with different domain decomposition and robustness
to small perturbation are proved under the so called regular-sparse assumption
(see Definition 1.2). We provide simulation results to show the efficiency and
robustness of the ISMD. We also compare the ISMD to other existing methods,
e.g., eigen decomposition, pivoted Cholesky decomposition and convex relaxation
of sparse principal component analysis [25] and [40]
Side information in robust principal component analysis: algorithms and applications
Dimensionality reduction and noise removal are fundamental machine learning tasks that are vital to artificial intelligence applications. Principal component analysis has long been utilised in computer vision to achieve the above mentioned goals. Recently, it has been enhanced in terms of robustness to outliers in robust principal component analysis. Both convex and non-convex programs have been developed to solve this new formulation, some with exact convergence guarantees. Its effectiveness can be witnessed in image and video applications ranging from image denoising and alignment to background separation and face recognition. However, robust principal component analysis is by no means perfect. This dissertation identifies its limitations, explores various promising options for improvement and validates the proposed algorithms on both synthetic and real-world datasets.
Common algorithms approximate the NP-hard formulation of robust principal component analysis with convex envelopes. Though under certain assumptions exact recovery can be guaranteed, the relaxation margin is too big to be squandered. In this work, we propose to apply gradient descent on the Burer-Monteiro bilinear matrix factorisation to squeeze this margin given available subspaces. This non-convex approach improves upon conventional convex approaches both in terms of accuracy and speed. On the other hand, oftentimes there is accompanying side information when an observation is made. The ability to assimilate such auxiliary sources of data can ameliorate the recovery process. In this work, we investigate in-depth such possibilities for incorporating side information in restoring the true underlining low-rank component from gross sparse noise. Lastly, tensors, also known as multi-dimensional arrays, represent real-world data more naturally than matrices. It is thus advantageous to adapt robust principal component analysis to tensors. Since there is no exact equivalence between tensor rank and matrix rank, we employ the notions of Tucker rank and CP rank as our optimisation objectives. Overall, this dissertation carefully defines the problems when facing real-world computer vision challenges, extensively and impartially evaluates the state-of-the-art approaches, proposes novel solutions and provides sufficient validations on both simulated data and popular real-world datasets for various mainstream computer vision tasks.Open Acces
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