Objective Empirical Mode Decomposition metric

Empirical Mode Decomposition (EMD) is a data driven technique for extraction of oscillatory components from data. Although it has been introduced over 15 years ago, its mathematical foundations are still missing which also implies lack of objective metrics for decomposed set evaluation. Most common technique for assessing results of EMD is their visual inspection, which is very subjective. This article provides objective measures for assessing EMD results based on the original definition of oscillatory components.

Heterogeneous tensor decomposition for clustering via manifold optimization

Tensor clustering is an important tool that exploits intrinsically rich structures in real-world multiarray or Tensor datasets. Often in dealing with those datasets, standard practice is to use subspace clustering that is based on vectorizing multiarray data. However, vectorization of tensorial data does not exploit complete structure information. In this paper, we propose a subspace clustering algorithm without adopting any vectorization process. Our approach is based on a novel heterogeneous Tucker decomposition model taking into account cluster membership information. We propose a new clustering algorithm that alternates between different modes of the proposed heterogeneous tensor model. All but the last mode have closed-form updates. Updating the last mode reduces to optimizing over the multinomial manifold for which we investigate second order Riemannian geometry and propose a trust-region algorithm. Numerical experiments show that our proposed algorithm compete effectively with state-of-the-art clustering algorithms that are based on tensor factorization.