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- W2894567810 abstract "Learning under nonstationarity can be achieved by decomposing the data into a subspace that is stationary and a nonstationary one [stationary subspace analysis (SSA)]. While SSA has been used in various applications, its robustness and computational efficiency have limits due to the difficulty in optimizing the Kullback-Leibler divergence based objective. In this paper, we contribute by extending SSA twofold: we propose SSA with 1) higher numerical efficiency by defining analytical SSA variants and 2) higher robustness by utilizing the Wasserstein-2 distance (Wasserstein SSA). We show the usefulness of our novel algorithms for toy data demonstrating their mathematical properties and for real-world data 1) allowing better segmentation of time series and 2) brain-computer interfacing, where the Wasserstein-based measure of nonstationarity is used for spatial filter regularization and gives rise to higher decoding performance." @default.
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- W2894567810 date "2018-12-01" @default.
- W2894567810 modified "2023-10-18" @default.
- W2894567810 title "Wasserstein Stationary Subspace Analysis" @default.
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- W2894567810 doi "https://doi.org/10.1109/jstsp.2018.2873987" @default.
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