{"title":"傅里叶主成分分析和鲁棒张量分解","authors":"Navin Goyal, S. Vempala, Ying Xiao","doi":"10.1145/2591796.2591875","DOIUrl":null,"url":null,"abstract":"Fourier PCA is Principal Component Analysis of a matrix obtained from higher order derivatives of the logarithm of the Fourier transform of a distribution. To make this algorithmic, we develop a robust tensor decomposition method; this is also of independent interest. Our main application is the first provably polynomial-time algorithm for underdetermined ICA, i.e., learning an n × m matrix A from observations y = Ax where x is drawn from an unknown product distribution with arbitrary non-Gaussian components. The number of component distributions m can be arbitrarily higher than the dimension n and the columns of A only need to satisfy a natural and efficiently verifiable nondegeneracy condition. As a second application, we give an alternative algorithm for learning mixtures of spherical Gaussians with linearly independent means. These results also hold in the presence of Gaussian noise.","PeriodicalId":123501,"journal":{"name":"Proceedings of the forty-sixth annual ACM symposium on Theory of computing","volume":"117 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2013-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"89","resultStr":"{\"title\":\"Fourier PCA and robust tensor decomposition\",\"authors\":\"Navin Goyal, S. Vempala, Ying Xiao\",\"doi\":\"10.1145/2591796.2591875\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Fourier PCA is Principal Component Analysis of a matrix obtained from higher order derivatives of the logarithm of the Fourier transform of a distribution. To make this algorithmic, we develop a robust tensor decomposition method; this is also of independent interest. Our main application is the first provably polynomial-time algorithm for underdetermined ICA, i.e., learning an n × m matrix A from observations y = Ax where x is drawn from an unknown product distribution with arbitrary non-Gaussian components. The number of component distributions m can be arbitrarily higher than the dimension n and the columns of A only need to satisfy a natural and efficiently verifiable nondegeneracy condition. As a second application, we give an alternative algorithm for learning mixtures of spherical Gaussians with linearly independent means. These results also hold in the presence of Gaussian noise.\",\"PeriodicalId\":123501,\"journal\":{\"name\":\"Proceedings of the forty-sixth annual ACM symposium on Theory of computing\",\"volume\":\"117 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2013-06-24\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"89\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Proceedings of the forty-sixth annual ACM symposium on Theory of computing\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1145/2591796.2591875\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the forty-sixth annual ACM symposium on Theory of computing","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1145/2591796.2591875","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Fourier PCA is Principal Component Analysis of a matrix obtained from higher order derivatives of the logarithm of the Fourier transform of a distribution. To make this algorithmic, we develop a robust tensor decomposition method; this is also of independent interest. Our main application is the first provably polynomial-time algorithm for underdetermined ICA, i.e., learning an n × m matrix A from observations y = Ax where x is drawn from an unknown product distribution with arbitrary non-Gaussian components. The number of component distributions m can be arbitrarily higher than the dimension n and the columns of A only need to satisfy a natural and efficiently verifiable nondegeneracy condition. As a second application, we give an alternative algorithm for learning mixtures of spherical Gaussians with linearly independent means. These results also hold in the presence of Gaussian noise.