We propose a novel algebraic framework for treating probability distributions
represented by their cumulants such as the mean and covariance matrix. As an
example, we consider the unsupervised learning problem of finding the subspace
on which several probability distributions agree. Instead of minimizing an
objective function involving the estimated cumulants, we show that by treating
the cumulants as elements of the polynomial ring we can directly solve the
problem, at a lower computational cost and with higher accuracy.
We propose a novel technique to assess functional brain connectivity in
EEG/MEG signals. Our method, called Sparsely-Connected Sources Analysis (SCSA),
can overcome the problem of volume conduction by modeling neural data
innovatively with the following ingredients: (a) the EEG is assumed to be a
linear mixture of correlated sources following a multivariate autoregressive
(MVAR) model, (b) the demixing is estimated jointly with the source MVAR
parameters, (c) overfitting is avoided by using the Group Lasso penalty.
After building a classifier with modern tools of machine learning we
typically have a black box at hand that is able to predict well for unseen
data. Thus, we get an answer to the question what is the most likely label of a
given unseen data point. However, most methods will provide no answer why the
model predicted the particular label for a single instance and what features
were most influential for that particular instance. The only method that is
currently able to provide such explanations are decision trees.