Joint Tensor Factorization and Outlying Slab Suppression with Applications

We consider factoring low-rank tensors in the presence of outlying slabs. This problem is important in practice, because data collected in many real-world applications, such as speech, fluorescence, and some social network data, fit this paradigm. Prior work tackles this problem by iteratively selecting a fixed number of slabs and fitting, a procedure which may not converge. We formulate this problem from a group-sparsity promoting point of view, and propose an alternating optimization framework to handle the corresponding $\ell_p$ ($0<p\leq 1$) minimization-based low-rank tensor factorization problem. The proposed algorithm features a similar per-iteration complexity as the plain trilinear alternating least squares (TALS) algorithm. Convergence of the proposed algorithm is also easy to analyze under the framework of alternating optimization and its variants. In addition, regularization and constraints can be easily incorporated to make use of \emph{a priori} information on the latent loading factors. Simulations and real data experiments on blind speech separation, fluorescence data analysis, and social network mining are used to showcase the effectiveness of the proposed algorithm

Tensor Decompositions for Signal Processing Applications From Two-way to Multiway Component Analysis

The widespread use of multi-sensor technology and the emergence of big datasets has highlighted the limitations of standard flat-view matrix models and the necessity to move towards more versatile data analysis tools. We show that higher-order tensors (i.e., multiway arrays) enable such a fundamental paradigm shift towards models that are essentially polynomial and whose uniqueness, unlike the matrix methods, is guaranteed under verymild and natural conditions. Benefiting fromthe power ofmultilinear algebra as theirmathematical backbone, data analysis techniques using tensor decompositions are shown to have great flexibility in the choice of constraints that match data properties, and to find more general latent components in the data than matrix-based methods. A comprehensive introduction to tensor decompositions is provided from a signal processing perspective, starting from the algebraic foundations, via basic Canonical Polyadic and Tucker models, through to advanced cause-effect and multi-view data analysis schemes. We show that tensor decompositions enable natural generalizations of some commonly used signal processing paradigms, such as canonical correlation and subspace techniques, signal separation, linear regression, feature extraction and classification. We also cover computational aspects, and point out how ideas from compressed sensing and scientific computing may be used for addressing the otherwise unmanageable storage and manipulation problems associated with big datasets. The concepts are supported by illustrative real world case studies illuminating the benefits of the tensor framework, as efficient and promising tools for modern signal processing, data analysis and machine learning applications; these benefits also extend to vector/matrix data through tensorization. Keywords: ICA, NMF, CPD, Tucker decomposition, HOSVD, tensor networks, Tensor Train

Tensor Analysis and Fusion of Multimodal Brain Images

Current high-throughput data acquisition technologies probe dynamical systems with different imaging modalities, generating massive data sets at different spatial and temporal resolutions posing challenging problems in multimodal data fusion. A case in point is the attempt to parse out the brain structures and networks that underpin human cognitive processes by analysis of different neuroimaging modalities (functional MRI, EEG, NIRS etc.). We emphasize that the multimodal, multi-scale nature of neuroimaging data is well reflected by a multi-way (tensor) structure where the underlying processes can be summarized by a relatively small number of components or "atoms". We introduce Markov-Penrose diagrams - an integration of Bayesian DAG and tensor network notation in order to analyze these models. These diagrams not only clarify matrix and tensor EEG and fMRI time/frequency analysis and inverse problems, but also help understand multimodal fusion via Multiway Partial Least Squares and Coupled Matrix-Tensor Factorization. We show here, for the first time, that Granger causal analysis of brain networks is a tensor regression problem, thus allowing the atomic decomposition of brain networks. Analysis of EEG and fMRI recordings shows the potential of the methods and suggests their use in other scientific domains.Comment: 23 pages, 15 figures, submitted to Proceedings of the IEE

Blind source separation using statistical nonnegative matrix factorization

PhD ThesisBlind Source Separation (BSS) attempts to automatically extract and track a signal of interest in real world scenarios with other signals present. BSS addresses the problem of recovering the original signals from an observed mixture without relying on training knowledge. This research studied three novel approaches for solving the BSS problem based on the extensions of non-negative matrix factorization model and the sparsity regularization methods. 1) A framework of amalgamating pruning and Bayesian regularized cluster nonnegative tensor factorization with Itakura-Saito divergence for separating sources mixed in a stereo channel format: The sparse regularization term was adaptively tuned using a hierarchical Bayesian approach to yield the desired sparse decomposition. The modified Gaussian prior was formulated to express the correlation between different basis vectors. This algorithm automatically detected the optimal number of latent components of the individual source. 2) Factorization for single-channel BSS which decomposes an information-bearing matrix into complex of factor matrices that represent the spectral dictionary and temporal codes: A variational Bayesian approach was developed for computing the sparsity parameters for optimizing the matrix factorization. This approach combined the advantages of both complex matrix factorization (CMF) and variational -sparse analysis. BLIND SOURCE SEPARATION USING STATISTICAL NONNEGATIVE MATRIX FACTORIZATION ii 3) An imitated-stereo mixture model developed by weighting and time-shifting the original single-channel mixture where source signals can be modelled by the AR processes. The proposed mixing mixture is analogous to a stereo signal created by two microphones with one being real and another virtual. The imitated-stereo mixture employed the nonnegative tensor factorization for separating the observed mixture. The separability analysis of the imitated-stereo mixture was derived using Wiener masking. All algorithms were tested with real audio signals. Performance of source separation was assessed by measuring the distortion between original source and the estimated one according to the signal-to-distortion (SDR) ratio. The experimental results demonstrate that the proposed uninformed audio separation algorithms have surpassed among the conventional BSS methods; i.e. IS-cNTF, SNMF and CMF methods, with average SDR improvement in the ranges from 2.6dB to 6.4dB per source.Payap Universit

Simultaneous Source Localization and Polarization Estimation via Non-Orthogonal Joint Diagonalization with Vector-Sensors

Joint estimation of direction-of-arrival (DOA) and polarization with electromagnetic vector-sensors (EMVS) is considered in the framework of complex-valued non-orthogonal joint diagonalization (CNJD). Two new CNJD algorithms are presented, which propose to tackle the high dimensional optimization problem in CNJD via a sequence of simple sub-optimization problems, by using LU or LQ decompositions of the target matrices as well as the Jacobi-type scheme. Furthermore, based on the above CNJD algorithms we present a novel strategy to exploit the multi-dimensional structure present in the second-order statistics of EMVS outputs for simultaneous DOA and polarization estimation. Simulations are provided to compare the proposed strategy with existing tensorial or joint diagonalization based methods

Single-Channel Signal Separation Using Spectral Basis Correlation with Sparse Nonnegative Tensor Factorization

A novel approach for solving the single-channel signal separation is presented the proposed sparse nonnegative tensor factorization under the framework of maximum a posteriori probability and adaptively fine-tuned using the hierarchical Bayesian approach with a new mixing mixture model. The mixing mixture is an analogy of a stereo signal concept given by one real and the other virtual microphones. An “imitated-stereo” mixture model is thus developed by weighting and time-shifting the original single-channel mixture. This leads to an artificial mixing system of dual channels which gives rise to a new form of spectral basis correlation diversity of the sources. Underlying all factorization algorithms is the principal difficulty in estimating the adequate number of latent components for each signal. This paper addresses these issues by developing a framework for pruning unnecessary components and incorporating a modified multivariate rectified Gaussian prior information into the spectral basis features. The parameters of the imitated-stereo model are estimated via the proposed sparse nonnegative tensor factorization with Itakura–Saito divergence. In addition, the separability conditions of the proposed mixture model are derived and demonstrated that the proposed method can separate real-time captured mixtures. Experimental testing on real audio sources has been conducted to verify the capability of the proposed method

Tensor Networks for Dimensionality Reduction and Large-Scale Optimizations. Part 2 Applications and Future Perspectives

Part 2 of this monograph builds on the introduction to tensor networks and their operations presented in Part 1. It focuses on tensor network models for super-compressed higher-order representation of data/parameters and related cost functions, while providing an outline of their applications in machine learning and data analytics. A particular emphasis is on the tensor train (TT) and Hierarchical Tucker (HT) decompositions, and their physically meaningful interpretations which reflect the scalability of the tensor network approach. Through a graphical approach, we also elucidate how, by virtue of the underlying low-rank tensor approximations and sophisticated contractions of core tensors, tensor networks have the ability to perform distributed computations on otherwise prohibitively large volumes of data/parameters, thereby alleviating or even eliminating the curse of dimensionality. The usefulness of this concept is illustrated over a number of applied areas, including generalized regression and classification (support tensor machines, canonical correlation analysis, higher order partial least squares), generalized eigenvalue decomposition, Riemannian optimization, and in the optimization of deep neural networks. Part 1 and Part 2 of this work can be used either as stand-alone separate texts, or indeed as a conjoint comprehensive review of the exciting field of low-rank tensor networks and tensor decompositions.Comment: 232 page

Tensor Networks for Dimensionality Reduction and Large-Scale Optimizations. Part 2 Applications and Future Perspectives

Part 2 of this monograph builds on the introduction to tensor networks and their operations presented in Part 1. It focuses on tensor network models for super-compressed higher-order representation of data/parameters and related cost functions, while providing an outline of their applications in machine learning and data analytics. A particular emphasis is on the tensor train (TT) and Hierarchical Tucker (HT) decompositions, and their physically meaningful interpretations which reflect the scalability of the tensor network approach. Through a graphical approach, we also elucidate how, by virtue of the underlying low-rank tensor approximations and sophisticated contractions of core tensors, tensor networks have the ability to perform distributed computations on otherwise prohibitively large volumes of data/parameters, thereby alleviating or even eliminating the curse of dimensionality. The usefulness of this concept is illustrated over a number of applied areas, including generalized regression and classification (support tensor machines, canonical correlation analysis, higher order partial least squares), generalized eigenvalue decomposition, Riemannian optimization, and in the optimization of deep neural networks. Part 1 and Part 2 of this work can be used either as stand-alone separate texts, or indeed as a conjoint comprehensive review of the exciting field of low-rank tensor networks and tensor decompositions.Comment: 232 page