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19992025
most citedRobust Independent Component Analysis by Iterative Maximization of the Kurtosis Contrast with Algebraic Optimal Step Size

247 citations

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9 papers · 1 filter

math.ST2023

Provable local learning rule by expert aggregation for a Hawkes network

Sophie Jaffard, Samuel Vaiter, Alexandre Muzy +1

We propose a simple network of Hawkes processes as a cognitive model capable of learning to classify objects. Our learning algorithm, named HAN for Hawkes Aggregation of Neurons, i…

math.ST2022★ 4 cited

Model predictivity assessment: incremental test-set selection and accuracy evaluation

Elias Fekhari, Bertrand Iooss, Joseph Muré +2

Unbiased assessment of the predictivity of models learnt by supervised machine-learning methods requires knowledge of the learned function over a reserved test set (not used by the…

math.ST2019★ 17 cited

Cramér-Rao Bounds for Complex-Valued Independent Component Extraction: Determined and Piecewise Determined Mixing Models

Václav Kautský, Zbyněk Koldovský, Petr Tichavský +1

This paper presents Cramér-Rao Lower Bound (CRLB) for the complex-valued Blind Source Extraction (BSE) problem based on the assumption that the target signal is independent of the…

math.ST2018★ 1 cited

Bregman divergences based on optimal design criteria and simplicial measures of dispersion

Luc Pronzato, Henry Wynn, Anatoly Zhigljavsky

In previous work the authors defined the k-th order simplicial distance between probability distributions which arises naturally from a measure of dispersion based on the squared v…

math.ST2018★ 3 cited

Bayesian quadrature and energy minimization for space-filling design

Luc Pronzato, Anatoly Zhigljavsky

A standard objective in computer experiments is to approximate the behaviour of an unknown function on a compact domain from a few evaluations inside the domain. When little is kno…

math.ST2014

An extended Generalised Variance, with Applications

Luc Pronzato, Henry Wynn, Anatoly Zhigljavsky

We consider a measure k of dispersion which extends the notion of Wilk's generalised variance, or entropy, for a d-dimensional distribution, and is based on the mean squared vo…