Generalized power method for sparse principal component analysis

In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant principal component of a data matrix, or more components at once, respectively. While the initial formulations involve nonconvex functions, and are therefore computationally intractable, we rewrite them into the form of an optimization program involving maximization of a convex function on a compact set. The dimension of the search space is decreased enormously if the data matrix has many more columns (variables) than rows. We then propose and analyze a simple gradient method suited for the task. It appears that our algorithm has best convergence properties in the case when either the objective function or the feasible set are strongly convex, which is the case with our single-unit formulations and can be enforced in the block case. Finally, we demonstrate numerically on a set of random and gene expression test problems that our approach outperforms existing algorithms both in quality of the obtained solution and in computational speed. © 2010 Michel Journée, Yurii Nesterov, Peter Richtárik and Rodolphe Sepulchre.

Efficient statistical electromagnetic analysis in reverberant environments

This paper presents a statistical approach to the electromagnetic analysis of a system that lies within a reverberant cavity that has random or uncertain properties. The need to solve Maxwell's equations within the cavity is avoided by employing a relation known as the diffuse field reciprocity principle, which leads directly to the ensemble mean squared response of the system; all that is required is the impedance matrix of the system associated with radiation into infinite space. The general theoretical approach is presented, and the analysis is then applied to a five-cable bundle in a reverberation room © 2013 EMC Europe Foundation.

A differential lyapunov framework for contraction analysis

Lyapunov's second theorem is an essential tool for stability analysis of differential equations. The paper provides an analog theorem for incremental stability analysis by lifting the Lyapunov function to the tangent bundle. The Lyapunov function endows the state-space with a Finsler structure. Incremental stability is inferred from infinitesimal contraction of the Finsler metrics through integration along solutions curves. © 2013 IEEE.