Arnau Tibau Puig

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—The scalar shrinkage-thresholding operator is a key ingredient in variable selection algorithms arising in wavelet denoising, JPEG2000 image compression and predictive analysis of gene microarray data. In these applications, the decision to select a scalar variable is given as the solution to a scalar sparsity penalized quadratic optimization. In some(More)
We present a novel factor analysis method that can be applied to the discovery of common factors shared among trajectories in multivariate time series data. These factors satisfy a precedence-ordering property: certain factors are recruited only after some other factors are activated. Precedence-ordering arise in applications where variables are activated(More)
Principal Component Analysis (PCA) is a widely applied method for extracting structure from samples of high dimensional biological data. Often there exist misalignments between different samples and this can cause severe problems in PCA if not properly taken into account. For example, subject-dependent temporal differences in gene expression response to a(More)
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