Linear Independent Component Analysis (ICA) recovers jointly independent source signals from their linear mixtures. To achieve this, classical ICA algorithms attempt to maximize non-Gaussianity, measured by negentropy, which is linked to independence by information theory.
arXiv:2608. 13229v1 Announce Type: cross Abstract: We present the mathematical foundations of linear independent component analysis (ICA) models based on standard literature in a self-contained note.
By Patrick Forr\'e
arXiv:2606. 06104v1 Announce Type: new Abstract: Electroencephalography (EEG) offers noninvasive, millisecond resolution recordings of neuronal activity and is widely used in neuroscience and healthcare.
By Chen Hu, Rui Wang, Jiale Zhou, Jingjun Yi, Shaocheng Jin, Yidong Song, Yefeng Zheng
The paper introduces a geometric framework for measuring how far empirical datasets deviate from the Gaussian family using optimal transport theory. It defines two new quantities—the relative Wasserstein angle and the orthogonal projection distance—based on the cone structure of the relative translation invariant quadratic Wasserstein space, and shows that the usual moment‑matching Gaussian is not generally the $W_2$‑nearest Gaussian. Closed‑form expressions are derived for one‑dimensional and several location–scale families, while a numerical approximation is proposed for higher dimensions, with experiments demonstrating convergence, stability, and the angle’s robustness as a non‑Gaussianity indicator.
By Binshuai Wang, Peng Wei
arXiv:2603.07014v2 Announce Type: replace-cross
Abstract: Regression with distribution-valued responses and Euclidean predictors has gained increasing scientific relevance. While methodology for univ...
By Junyoung Park, Irina Gaynanova
The paper introduces MS‑WDRO, a multi‑source Wasserstein distributionally robust optimization framework for reconstructing complex network topologies from scarce target‑domain data and abundant heterogeneous source data. It fuses sources via a weighted Wasserstein barycenter, builds an ambiguity set around it, and solves a regularized Laplacian estimator using a provably convergent ADMM scheme. The authors provide finite‑sample guarantees, demonstrate that naive aggregation is suboptimal, and show through experiments on synthetic data and the ABIDE I neuroimaging dataset that MS‑WDRO outperforms seven baselines in graph recovery, sample efficiency, and diagnostic utility, especially when target samples are limited.
By Chuansen Peng, Yifan Xia, Jinshan Zhong, Xiaojing Shen