5 papers
Independent vector analysis -- an introduction for statisticians
Miro Arvila, Klaus Nordhausen, Mika Sipilä +1
Blind source separation (BSS), particularly independent component analysis (ICA), has been widely used in various fields of science such as biomedical signal processing to recover…
Identifiable Autoregressive Variational Autoencoders for Nonlinear and Nonstationary Spatio-Temporal Blind Source Separation
Mika Sipilä, Klaus Nordhausen, Sara Taskinen
The modeling and prediction of multivariate spatio-temporal data involve numerous challenges. Dimension reduction methods can significantly simplify this process, provided that the…
Unsupervised linear discrimination using skewness
Una Radojicic, Klaus Nordhausen, Joni Virta
It is well-known that, in Gaussian two-group separation, the optimally discriminating projection direction can be estimated without any knowledge on the group labels. In this work,…
Invariant Coordinate Selection and Fisher discriminant subspace beyond the case of two groups
Colombe Becquart, Aurore Archimbaud, Anne Ruiz-Gazen +2
Invariant Coordinate Selection (ICS) is a multivariate technique that relies on the simultaneous diagonalization of two scatter matrices. It serves various purposes, including its…
Modelling multivariate spatio-temporal data with identifiable variational autoencoders
Mika Sipilä, Claudia Cappello, Sandra De Iaco +2
Modelling multivariate spatio-temporal data with complex dependency structures is a challenging task but can be simplified by assuming that the original variables are generated fro…