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A new efficient algorithm is presented for joint diagonalization of several matrices. The algorithm is based on the Frobenius-norm formulation of the joint diagonalization problem, and addresses diagonalization with a general, non- orthogonal transformation. The iterative scheme of the algorithm is based on a multiplicative update which ensures the invertibility of the diagonalizer. The algorithm's efficiency stems from the special approximation of the cost function resulting in a sparse, block-diagonal Hessian to be used in the computation of the quasi-Newton update step. Extensive numerical simulations illustrate the performance of the algorithm and provide a comparison to other leading diagonalization methods. The results of such comparison demonstrate that the proposed algorithm is a viable alternative to existing state-of-the-art joint diagonalization algorithms. The practical use of our algorithm is shown for blind source separation problems
In this article, we consider high-dimensional data which contains a low-dimensional non-Gaussian structure contaminated with Gaussian noise and propose a new linear method to identify the non-Gaussian subspace. Our method NGCA (Non-Gaussian Component Analysis) is based on a very general semi-parametric framework and has a theoretical guarantee that the estimation error of finding the non-Gaussian components tends to zero at a parametric rate. NGCA can be used not only as preprocessing for ICA, but also for extracting and visualizing more general structures like clusters. A numerical study demonstrates the usefulness of our method
An asymptotic analysis and improvement of AdaBoost in the binary classification case (in Japanese)
(2000)
Recently blind source separation (BSS) methods have been highly successful when applied to biomedical data. This paper reviews the concept of BSS and demonstrates its usefulness in the context of event-related MEG measurements. In a first experiment we apply BSS to artifact identification of raw MEG data and discuss how the quality of the resulting independent component projections can be evaluated. The second part of our study considers averaged data of event-related magnetic fields. Here, it is particularly important to monitor and thus avoid possible overfitting due to limited sample size. A stability assessment of the BSS decomposition allows to solve this task and an additional grouping of the BSS components reveals interesting structure, that could ultimately be used for gaining a better physiological modeling of the data
Noninvasive electroencephalogram (EEG) recordings provide for easy and safe access to human neocortical processes which can be exploited for a brain-computer interface (BCI). At present, however, the use of BCIs is severely limited by low bit-transfer rates. We systematically analyze and develop two recent concepts, both capable of enhancing the information gain from multichannel scalp EEG recordings: 1) the combination of classifiers, each specifically tailored for different physiological phenomena, e.g., slow cortical potential shifts, such as the premovement Bereitschaftspotential or differences in spatio-spectral distributions of brain activity (i.e., focal event-related desynchronizations) and 2) behavioral paradigms inducing the subjects to generate one out of several brain states (multiclass approach) which all bare a distinctive spatio-temporal signature well discriminable in the standard scalp EEG. We derive information-theoretic predictions and demonstrate their relevance in experimental data. We will show that a suitably arranged interaction between these concepts can significantly boost BCI performances
Combined optimization of spatial and temporal filters for improving brain-computer interfacing
(2006)
Brain-computer interface (BCI) systems create a novel communication channel from the brain to an output de ice by bypassing conventional motor output pathways of nerves and muscles. Therefore they could provide a new communication and control option for paralyzed patients. Modern BCI technology is essentially based on techniques for the classification of single-trial brain signals. Here we present a novel technique that allows the simultaneous optimization of a spatial and a spectral filter enhancing discriminability rates of multichannel EEG single-trials. The evaluation of 60 experiments involving 22 different subjects demonstrates the significant superiority of the proposed algorithm over to its classical counterpart: the median classification error rate was decreased by 11%. Apart from the enhanced classification, the spatial and/or the spectral filter that are determined by the algorithm can also be used for further analysis of the data, e.g., for source localization of the respective brain rhythms.
The standard approach to the analysis of genome-wide association studies (GWAS) is based on testing each position in the genome individually for statistical significance of its association with the phenotype under investigation. To improve the analysis of GWAS, we propose a combination of machine learning and statistical testing that takes correlation structures within the set of SNPs under investigation in a mathematically well-controlled manner into account. The novel two-step algorithm, COMBI, first trains a support vector machine to determine a subset of candidate SNPs and then performs hypothesis tests for these SNPs together with an adequate threshold correction. Applying COMBI to data from a WTCCC study (2007) and measuring performance as replication by independent GWAS published within the 2008-2015 period, we show that our method outperforms ordinary raw p-value thresholding as well as other state-of-the-art methods. COMBI presents higher power and precision than the examined alternatives while yielding fewer false (i.e. non-replicated) and more true (i.e. replicated) discoveries when its results are validated on later GWAS studies. More than 80% of the discoveries made by COMBI upon WTCCC data have been validated by independent studies. Implementations of the COMBI method are available as a part of the GWASpi toolbox 2.0.