**Independent Component Analysis (ICA)**

In signal processing, independent component analysis (ICA) is a computational method for separating a multivariate signal into additive subcomponents. This is done by assuming that the subcomponents are non-Gaussian signals and that they are statistically independent from each other. ICA is a special case of blind source separation. A common example application is the ‘cocktail party problem’ of listening in on one person’s speech in a noisy room.

➘ “Principal Component Analysis” … **Directed Exploration Learning (DEL)**

We address reinforcement learning problems with finite state and action spaces where the underlying MDP has some known structure that could be potentially exploited to minimize the exploration of suboptimal (state, action) pairs. For any arbitrary structure, we derive problem-specific regret lower bounds satisfied by any learning algorithm. These lower bounds are made explicit for unstructured MDPs and for those whose transition probabilities and average reward function are Lipschitz continuous w.r.t. the state and action. For Lipschitz MDPs, the bounds are shown not to scale with the sizes $S$ and $A$ of the state and action spaces, i.e., they are smaller than $c \log T$ where $T$ is the time horizon and the constant $c$ only depends on the Lipschitz structure, the span of the bias function, and the minimal action sub-optimality gap. This contrasts with unstructured MDPs where the regret lower bound typically scales as $SA \log T$ . We devise DEL (Directed Exploration Learning), an algorithm that matches our regret lower bounds. We further simplify the algorithm for Lipschitz MDPs, and show that the simplified version is still able to efficiently exploit the structure. … **Clustering-Correcting Code**

A new family of codes, called clustering-correcting codes, is presented in this paper. This family of codes is motivated by the special structure of data that is stored in DNA-based storage systems. The data stored in these systems has the form of unordered sequences, also called strands, and every strand is synthesized thousands to millions of times, where some of these copies are read back during sequencing. Due to the unordered structure of the strands, an important task in the decoding process is to place them in their correct order. This is usually accomplished by allocating a part of the strand for an index. However, in the presence of errors in the index field, important information on the order of the strands may be lost. Clustering-correcting codes ensure that if the distance between the index fields of two strands is small, then there will be a large distance between their data fields. It is shown how this property enables to place the strands together in their correct clusters even in the presence of errors. We present lower and upper bounds on the size of clustering-correcting codes and an explicit construction of these codes which uses only a single bit of redundancy. … **Multi-Target Filtering and Tracking (MTFT)**

Defining a multi-target motion model, which is an important step of tracking algorithms, can be very challenging. Using fixed models (as in several generative Bayesian algorithms, such as Kalman filters) can fail to accurately predict sophisticated target motions. On the other hand, sequential learning of the motion model (for example, using recurrent neural networks) can be computationally complex and difficult due to the variable unknown number of targets. In this paper, we propose a multi-target filtering and tracking (MTFT) algorithm which learns the motion model, simultaneously for all targets, from an implicitly represented state map and performs spatio-temporal data prediction. To this end, the multi-target state is modelled over a continuous hypothetical target space, using random finite sets and Gaussian mixture probability hypothesis density formulations. The prediction step is recursively performed using a deep convolutional recurrent neural network with a long short-term memory architecture, which is trained as a regression block, on the fly, over ‘probability density difference’ maps. Our approach is evaluated over widely used pedestrian tracking benchmarks, remarkably outperforming state-of-the-art multi-target filtering algorithms, while giving competitive results when compared with other tracking approaches. …

# If you did not already know

**07**
*Tuesday*
Jan 2020

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