arXiv subjects

Sara Taskinen

Publications and source records attributed to Sara Taskinen.

13 recordsLinked to original sources

arXiv2026

A critical comparison of handling zeros in high-dimensional compositional count data

The growing use of high-throughput sequencing (HTS) has enabled the large-scale production of compositional count data, driving progress in microbiome research. However, such count data are often high-dimensional, over-dispersed, and heavily zero-inflated, and they conflict with the continuity assumptions underlying log-ratio-based compositional data analysis (CoDA), creating substantial methodological challenges. This review provides an overview of zero-handling strategies in compositional data, covering zero-tolerant transformations, imputation approaches for rounded zeros, and statistical models for essential zeros. We specifically highlight the problems that arise when applying the log-ratio framework to sequencing-derived compositional count data, where violations of continuity can induce numerical instabilities and biased statistical inferences. Motivated by these issues, we systematically examine how existing imputation strategies behave when adapted to discrete, zero-inflated count data, including an evaluation of how the discrete, lattice-valued nature of the data affects imputation performance. Overall, this review consolidates scattered methodological developments, clarifies appropriate use cases, and identifies open challenges that motivate future zero-handling frameworks capable of jointly accommodating compositional constraints, zero inflation, and the lattice nature of count data, while also providing a detailed discussion of the comparison results.

stat.OT↗

arXiv2025

Time-aware UNet and super-resolution deep residual networks for spatial downscaling

Satellite data of atmospheric pollutants are often available only at coarse spatial resolution, limiting their applicability in local-scale environmental analysis and decision-making. Spatial downscaling methods aim to transform the coarse satellite data into high-resolution fields. In this work, two widely used deep learning architectures, the super-resolution deep residual network (SRDRN) and the encoder-decoder-based UNet, are considered for spatial downscaling of tropospheric ozone. Both methods are extended with a lightweight temporal module, which encodes observation time using either sinusoidal or radial basis function (RBF) encoding, and fuses the temporal features with the spatial representations in the networks. The proposed time-aware extensions are evaluated against their baseline counterparts in a case study on ozone downscaling over Italy. The results suggest that, while only slightly increasing computational complexity, the temporal modules significantly improve downscaling performance and convergence speed.

cs.CV↗

arXiv2025

Identifiable Autoregressive Variational Autoencoders for Nonlinear and Nonstationary Spatio-Temporal Blind Source Separation

The modeling and prediction of multivariate spatio-temporal data involve numerous challenges. Dimension reduction methods can significantly simplify this process, provided that they account for the complex dependencies between variables and across time and space. Nonlinear blind source separation has emerged as a promising approach, particularly following recent advances in identifiability results. Building on these developments, we introduce the identifiable autoregressive variational autoencoder, which ensures the identifiability of latent components consisting of nonstationary autoregressive processes. The blind source separation efficacy of the proposed method is showcased through a simulation study, where it is compared against state-of-the-art methods, and the spatio-temporal prediction performance is evaluated against several competitors on air pollution and weather datasets.

stat.ML↗

arXiv2025

Independent vector analysis -- an introduction for statisticians

Blind source separation (BSS), particularly independent component analysis (ICA), has been widely used in various fields of science such as biomedical signal processing to recover latent source signals from the observed mixture. While ICA is typically applied to individual datasets, many real-world applications share underlying sources across datasets. Independent vector analysis (IVA) extends ICA to jointly analyze multiple datasets by exploiting statistical dependencies across them. While various IVA methods have been presented in signal processing literature, the statistical properties of methods remains largely unexplored. This article introduces the IVA model, numerous density models used in IVA, and various classical IVA methods to statistics community highlighting the need for further theoretical developments.

stat.ME↗

arXiv2024

Modelling multivariate spatio-temporal data with identifiable variational autoencoders

Modelling multivariate spatio-temporal data with complex dependency structures is a challenging task but can be simplified by assuming that the original variables are generated from independent latent components. If these components are found, they can be modelled univariately. Blind source separation aims to recover the latent components by estimating the unmixing transformation based on the observed data only. The current methods for spatio-temporal blind source separation are restricted to linear unmixing, and nonlinear variants have not been implemented. In this paper, we extend identifiable variational autoencoder to the nonlinear nonstationary spatio-temporal blind source separation setting and demonstrate its performance using comprehensive simulation studies. Additionally, we introduce two alternative methods for the latent dimension estimation, which is a crucial task in order to obtain the correct latent representation. Finally, we illustrate the proposed methods using a meteorological application, where we estimate the latent dimension and the latent components, interpret the components, and show how nonstationarity can be accounted and prediction accuracy can be improved by using the proposed nonlinear blind source separation method as a preprocessing method.

stat.ME↗

arXiv2024

A Comparison of Joint Species Distribution Models for Percent Cover Data

1. Joint species distribution models (JSDMs) have gained considerable traction among ecologists over the past decade, due to their capacity to answer a wide range of questions at both the species- and the community-level. The family of generalized linear latent variable models in particular has proven popular for building JSDMs, being able to handle many response types including presence-absence data, biomass, overdispersed and/or zero-inflated counts. 2. We extend latent variable models to handle percent cover data, with vegetation, sessile invertebrate, and macroalgal cover data representing the prime examples of such data arising in community ecology. 3. Sparsity is a commonly encountered challenge with percent cover data. Responses are typically recorded as percentages covered per plot, though some species may be completely absent or present, i.e., have 0% or 100% cover respectively, rendering the use of beta distribution inadequate. 4. We propose two JSDMs suitable for percent cover data, namely a hurdle beta model and an ordered beta model. We compare the two proposed approaches to a beta distribution for shifted responses, transformed presence-absence data, and an ordinal model for percent cover classes. Results demonstrate the hurdle beta JSDM was generally the most accurate at retrieving the latent variables and predicting ecological percent cover data.

stat.ME↗

arXiv2023

Nonlinear blind source separation exploiting spatial nonstationarity

In spatial blind source separation the observed multivariate random fields are assumed to be mixtures of latent spatially dependent random fields. The objective is to recover latent random fields by estimating the unmixing transformation. Currently, the algorithms for spatial blind source separation can only estimate linear unmixing transformations. Nonlinear blind source separation methods for spatial data are scarce. In this paper we extend an identifiable variational autoencoder that can estimate nonlinear unmixing transformations to spatially dependent data and demonstrate its performance for both stationary and nonstationary spatial data using simulations. In addition, we introduce scaled mean absolute Shapley additive explanations for interpreting the latent components through nonlinear mixing transformation. The spatial identifiable variational autoencoder is applied to a geochemical dataset to find the latent random fields, which are then interpreted by using the scaled mean absolute Shapley additive explanations. Finally, we illustrate how the proposed method can be used as a pre-processing method when making multivariate predictions.

stat.ME↗

arXiv2021

Fast, universal estimation of latent variable models using extended variational approximations

Generalized linear latent variable models (GLLVMs) are a class of methods for analyzing multi-response data which has garnered considerable popularity in recent years, for example, in the analysis of multivariate abundance data in ecology. One of the main features of GLLVMs is their capacity to handle a variety of responses types, such as (overdispersed) counts, binomial responses, (semi-)continuous, and proportions data. On the other hand, the introduction of underlying latent variables presents some major computational challenges, as the resulting marginal likelihood function involves an intractable integral for non-normally distributed responses. This has spurred research into approximation methods to overcome this integral, with a recent and particularly computationally scalable one being that of variational approximations (VA). However, research into the use of VA of GLLVMs and related models has been hampered by the fact that closed-form approximations have only been obtained for certain pairs of response distributions and link functions. In this article, we propose an extended variational approximations (EVA) approach which widens the set of VA-applicable GLLVMs drastically. EVA draws inspiration from the underlying idea of Laplace approximations: by replacing the complete-data likelihood function with its second order Taylor approximation about the mean of the variational distribution, we can obtain a closed-form approximation to the marginal likelihood of the GLLVM for any response type and link function. Through simulation studies and an application to testate amoebae data set in ecology, we demonstrate how EVA results in a universal approach to fitting GLLVMs, which remains competitive in terms of estimation and inferential performance relative to both standard VA and a Laplace approximation approach, while being computationally more scalable than both in practice.

stat.ME↗

arXiv2021

Stationary subspace analysis based on second-order statistics

In stationary subspace analysis (SSA) one assumes that the observable p-variate time series is a linear mixture of a k-variate nonstationary time series and a (p-k)-variate stationary time series. The aim is then to estimate the unmixing matrix which transforms the observed multivariate time series onto stationary and nonstationary components. In the classical approach multivariate data are projected onto stationary and nonstationary subspaces by minimizing a Kullback-Leibler divergence between Gaussian distributions, and the method only detects nonstationarities in the first two moments. In this paper we consider SSA in a more general multivariate time series setting and propose SSA methods which are able to detect nonstationarities in mean, variance and autocorrelation, or in all of them. Simulation studies illustrate the performances of proposed methods, and it is shown that especially the method that detects all three types of nonstationarities performs well in various time series settings. The paper is concluded with an illustrative example.

stat.ME↗

arXiv2018

Extracting conditionally heteroscedastic components using ICA

In the independent component model, the multivariate data is assumed to be a mixture of mutually independent latent components, and in independent component analysis (ICA) the aim is to estimate these latent components. In this paper we study an ICA method which combines the use of linear and quadratic autocorrelations in order to enable efficient estimation of various kinds of stationary time series. Statistical properties of the estimator are studied by finding its limiting distribution under general conditions, and the asymptotic variances are derived in the case of ARMA-GARCH model. We use the asymptotic results and a finite sample simulation study to compare different choices of a weight coefficient. As it is often of interest to identify all those components which exhibit stochastic volatility features we also suggest a test statistic for this problem. We also show that a slightly modified version of principal volatility components (PVC) can be seen as an ICA method. Finally, we apply the estimators in analyzing a data set which consists of time series of exchange rates of seven currencies to US dollar. Supplementary material including proofs of the theorems is available online.

math.ST↗

arXiv2015

The squared symmetric FastICA estimator

In this paper we study the theoretical properties of the deflation-based FastICA method, the original symmetric FastICA method, and a modified symmetric FastICA method, here called the squared symmetric FastICA. This modification is obtained by replacing the absolute values in the FastICA objective function by their squares. In the deflation-based case this replacement has no effect on the estimate since the maximization problem stays the same. However, in the symmetric case a novel estimate with unknown properties is obtained. In the paper we review the classic deflation-based and symmetric FastICA approaches and contrast these with the new squared symmetric version of FastICA. We find the estimating equations and derive the asymptotical properties of the squared symmetric FastICA estimator with an arbitrary choice of nonlinearity. Asymptotic variances of the unmixing matrix estimates are then used to compare their efficiencies for large sample sizes showing that the squared symmetric FastICA estimator outperforms the other two estimators in a wide variety of situations.

math.ST↗

arXiv2014

Fourth Moments and Independent Component Analysis

In independent component analysis it is assumed that the components of the observed random vector are linear combinations of latent independent random variables, and the aim is then to find an estimate for a transformation matrix back to these independent components. In the engineering literature, there are several traditional estimation procedures based on the use of fourth moments, such as FOBI (fourth order blind identification), JADE (joint approximate diagonalization of eigenmatrices), and FastICA, but the statistical properties of these estimates are not well known. In this paper various independent component functionals based on the fourth moments are discussed in detail, starting with the corresponding optimization problems, deriving the estimating equations and estimation algorithms, and finding asymptotic statistical properties of the estimates. Comparisons of the asymptotic variances of the estimates in wide independent component models show that in most cases JADE and the symmetric version of FastICA perform better than their competitors.

math.ST↗

arXiv2014

Separation of uncorrelated stationary time series using autocovariance matrices

Blind source separation (BSS) is a signal processing tool, which is widely used in various fields. Examples include biomedical signal separation, brain imaging and economic time series applications. In BSS, one assumes that the observed $p$ time series are linear combinations of $p$ latent uncorrelated weakly stationary time series. The aim is then to find an estimate for an unmixing matrix, which transforms the observed time series back to uncorrelated latent time series. In SOBI (Second Order Blind Identification) joint diagonalization of the covariance matrix and autocovariance matrices with several lags is used to estimate the unmixing matrix. The rows of an unmixing matrix can be derived either one by one (deflation-based approach) or simultaneously (symmetric approach). The latter of these approaches is well-known especially in signal processing literature, however, the rigorous analysis of its statistical properties has been missing so far. In this paper, we fill this gap and investigate the statistical properties of the symmetric SOBI estimate in detail and find its limiting distribution under general conditions. The asymptotical efficiencies of symmetric SOBI estimate are compared to those of recently introduced deflation-based SOBI estimate under general multivariate MA$(\infty)$ processes. The theory is illustrated by some finite-sample simulation studies as well as a real EEG data example.

math.ST↗