We present a method for simultaneous dimension reduction and metastability analysis of high dimensional time series. The approach is based on the combination of hidden Markov model...
Illia Horenko, Johannes Schmidt-Ehrenberg, Christo...
We consider the dimensionality-reduction problem (finding a subspace approximation of observed data) for contaminated data in the high dimensional regime, where the number of obse...
Principal component analysis (PCA) is a classical data analysis technique that finds linear transformations of data that retain the maximal amount of variance. We study a case whe...
— Many source separation algorithms fail to deliver robust performance in presence of artifacts introduced by cross-channel redundancy, non-homogeneous mixing and highdimensional...
Fuzzy c-varieties (FCV) is one of the clustering algorithms in which the prototypes are multi-dimensional linear varieties. The linear varieties are represented by some local prin...