Abstract--Kurtosis-based Independent Component Analysis (ICA) weakens in wide, balanced mixtures. We also show that purification--selecting m R sign-consistent sources--restores R-independent contrast Ω(1/m), with a simple data-driven heuristic. Synthetic experiments validate the predicted decay, the T crossover, and contrast recovery. Independent Component Analysis (ICA) recovers statistically independent latent sources from linear mixtures and is identifiable whenever at most one source is Gaussian [1]. Excess kurtosis--the standardized fourth cumulant--is a central contrast function [9], and kurtosis-type nonlinearities remain standard in FastICA.

Accurate modeling of nonlinear systems is essential for reliable control, yet conventional identification methods often struggle to capture latent dynamics while maintaining stability. We propose a \textit{stable-by-design LPV neural network-based state-space} (NN-SS) model that simultaneously learns latent states and internal scheduling variables directly from data. The state-transition matrix, generated by a neural network using the learned scheduling variables, is guaranteed to be stable through a Schur-based parameterization. The architecture combines an encoder for initial state estimation with a state-space representer network that constructs the full set of scheduling-dependent system matrices. For training the NN-SS, we develop a framework that integrates multi-step prediction losses with a state-consistency regularization term, ensuring robustness against drift and improving long-horizon prediction accuracy. The proposed NN-SS is evaluated on benchmark nonlinear systems, and the results demonstrate that the model consistently matches or surpasses classical subspace identification methods and recent gradient-based approaches. These findings highlight the potential of stability-constrained neural LPV identification as a scalable and reliable framework for modeling complex nonlinear systems.

The purpose of this paper is twofold. First, we propose a novel algorithm for estimating parameters in one-dimensional Gaussian mixture models (GMMs). The algorithm takes advantage of the Hankel structure inherent in the Fourier data obtained from independent and identically distributed (i.i.d) samples of the mixture. For GMMs with a unified variance, a singular value ratio functional using the Fourier data is introduced and used to resolve the variance and component number simultaneously. The consistency of the estimator is derived. Compared to classic algorithms such as the method of moments and the maximum likelihood method, the proposed algorithm does not require prior knowledge of the number of Gaussian components or good initial guesses. Numerical experiments demonstrate its superior performance in estimation accuracy and computational cost. Second, we reveal that there exists a fundamental limit to the problem of estimating the number of Gaussian components or model order in the mixture model if the number of i.i.d samples is finite. For the case of a single variance, we show that the model order can be successfully estimated only if the minimum separation distance between the component means exceeds a certain threshold value and can fail if below. We derive a lower bound for this threshold value, referred to as the computational resolution limit, in terms of the number of i.i.d samples, the variance, and the number of Gaussian components. Numerical experiments confirm this phase transition phenomenon in estimating the model order. Moreover, we demonstrate that our algorithm achieves better scores in likelihood, AIC, and BIC when compared to the EM algorithm.

Data fusion modeling can identify common features across diverse data sources while accounting for source-specific variability. Here we introduce the concept of a \textit{coupled generator decomposition} and demonstrate how it generalizes sparse principal component analysis (SPCA) for data fusion. Leveraging data from a multisubject, multimodal (electro- and magnetoencephalography (EEG and MEG)) neuroimaging experiment, we demonstrate the efficacy of the framework in identifying common features in response to face perception stimuli, while accommodating modality- and subject-specific variability. Through split-half cross-validation of EEG/MEG trials, we investigate the optimal model order and regularization strengths for models of varying complexity, comparing these to a group-level model assuming shared brain responses to stimuli. Our findings reveal altered $\sim170ms$ fusiform face area activation for scrambled faces, as opposed to real faces, particularly evident in the multimodal, multisubject model. Model parameters were inferred using stochastic optimization in PyTorch, demonstrating comparable performance to conventional quadratic programming inference for SPCA but with considerably faster execution. We provide an easily accessible toolbox for coupled generator decomposition that includes data fusion for SPCA, archetypal analysis and directional archetypal analysis. Overall, our approach offers a promising new avenue for data fusion.

Dynamical systems on hypergraphs can display a rich set of behaviours not observable for systems with pairwise interactions. Given a distributed dynamical system with a putative hypergraph structure, an interesting question is thus how much of this hypergraph structure is actually necessary to faithfully replicate the observed dynamical behaviour. To answer this question, we propose a method to determine the minimum order of a hypergraph necessary to approximate the corresponding dynamics accurately. Specifically, we develop an analytical framework that allows us to determine this order when the type of dynamics is known. We utilize these ideas in conjunction with a hypergraph neural network to directly learn the dynamics itself and the resulting order of the hypergraph from both synthetic and real data sets consisting of observed system trajectories.

A regression model with more parameters than data points in the training data is overparametrized and has the capability to interpolate the training data. Based on the classical bias-variance tradeoff expressions, it is commonly assumed that models which interpolate noisy training data are poor to generalize. In some cases, this is not true. The best models obtained are overparametrized and the testing error exhibits the double descent behavior as the model order increases. In this contribution, we provide some analysis to explain the double descent phenomenon, first reported in the machine learning literature. We focus on interpolating models derived from the minimum norm solution to the classical least-squares problem and also briefly discuss model fitting using ridge regression. We derive a result based on the behavior of the smallest singular value of the regression matrix that explains the peak location and the double descent shape of the testing error as a function of model order.

The model order of a wireless channel plays an important role for a variety of applications in communications engineering, e.g., it represents the number of resolvable incident wavefronts with non-negligible power incident from a transmitter to a receiver. Areas such as direction of arrival estimation leverage the model order to analyze the multipath components of channel state information. In this work, we propose to use a variational autoencoder to group unlabeled channel state information with respect to the model order in the variational autoencoder latent space in an unsupervised manner. We validate our approach with simulated 3GPP channel data. Our results suggest that, in order to learn an appropriate clustering, it is crucial to use a more flexible likelihood model for the variational autoencoder decoder than it is usually the case in standard applications.

Transient recurring phenomena are ubiquitous in many scientific fields like neuroscience and meteorology. Time inhomogenous Vector Autoregressive Models (VAR) may be used to characterize peri-event system dynamics associated with such phenomena, and can be learned by exploiting multi-dimensional data gathering samples of the evolution of the system in multiple time windows comprising, each associated with one occurrence of the transient phenomenon, that we will call "trial". However, optimal VAR model order selection methods, commonly relying on the Akaike or Bayesian Information Criteria (AIC/BIC), are typically not designed for multi-trial data. Here we derive the BIC methods for multi-trial ensemble data which are gathered after the detection of the events. We show using simulated bivariate AR models that the multi-trial BIC is able to recover the real model order. We also demonstrate with simulated transient events and real data that the multi-trial BIC is able to estimate a sufficiently small model order for dynamic system modeling.

We consider the problem of expected risk minimization when the population loss is strongly convex and the target domain of the decision variable is required to be nonnegative, motivated by the settings of maximum likelihood estimation (MLE) and trajectory optimization. We restrict focus to the case that the decision variable belongs to a nonparametric Reproducing Kernel Hilbert Space (RKHS). To solve it, we consider stochastic mirror descent that employs (i) pseudo-gradients and (ii) projections. Compressive projections are executed via kernel orthogonal matching pursuit (KOMP), and overcome the fact that the vanilla RKHS parameterization grows unbounded with time. Moreover, pseudo-gradients are needed, e.g., when stochastic gradients themselves define integrals over unknown quantities that must be evaluated numerically, as in estimating the intensity parameter of an inhomogeneous Poisson Process, and multi-class kernel logistic regression with latent multi-kernels. We establish tradeoffs between accuracy of convergence in mean and the projection budget parameter under constant step-size and compression budget, as well as non-asymptotic bounds on the model complexity. Experiments demonstrate that we achieve state-of-the-art accuracy and complexity tradeoffs for inhomogeneous Poisson Process intensity estimation and multi-class kernel logistic regression.

Non-uniform sampling arises when an experimenter does not have full control over the sampling characteristics of the process under investigation. Moreover, it is introduced intentionally in algorithms such as Bayesian optimization and compressive sensing. We argue that Stochastic Differential Equations (SDEs) are especially well-suited for characterizing second order moments of such time series. We introduce new initial estimates for the numerical optimization of the likelihood, based on incremental estimation and initialization from autoregressive models. Furthermore, we introduce model truncation as a purely data-driven method to reduce the order of the estimated model based on the SDE likelihood. We show the increased accuracy achieved with the new estimator in simulation experiments, covering all challenging circumstances that may be encountered in characterizing a non-uniformly sampled time series. Finally, we apply the new estimator to experimental rainfall variability data.