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Marianne Clausel

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Published work

16 published item(s)

preprint2026arXiv

Identifiable Multimodal Causal Representation Learning under Partial Latent Sharing

Causal representation learning (CRL) seeks to uncover meaningful latent variables and their corresponding causal structure from high-dimensional observational data. Although its significance, CRL identifiability remains a crucial property, as it ensures the recovery of the mechanisms behind the data generation process, and hence the interpretability and robustness of the representation. Proving identifiability in CRL is intrinsically difficult, and we address in this work an even more challenging setting: multimodality. We consider multimodal observed data with a latent partially shared structure. Each modality is generated, through non linear mixing functions, from a specific subset of causal latent variables. Under flexible assumptions and without imposing any parametric distribution on the latent variables, we establish component-wise identifiability guarantees for the causal latent representation. Our identifiability results, furthermore, apply to the undercomplete scenario where we have, for each modality, more observed than latent variables. To instantiate our theoretical analysis, we introduce a Wasserstein-based module to recover the partially shared latent structure. Due to its differentiability, the latter can be easily integrated into all types of architecture, only requiring minimal changes. Extensive experiments on synthetic and realistic datasets validate the superiority of our approach over SOTA methods.

preprint2022arXiv

Learning over No-Preferred and Preferred Sequence of Items for Robust Recommendation (Extended Abstract)

This paper is an extended version of [Burashnikova et al., 2021, arXiv: 2012.06910], where we proposed a theoretically supported sequential strategy for training a large-scale Recommender System (RS) over implicit feedback, mainly in the form of clicks. The proposed approach consists in minimizing pairwise ranking loss over blocks of consecutive items constituted by a sequence of non-clicked items followed by a clicked one for each user. We present two variants of this strategy where model parameters are updated using either the momentum method or a gradient-based approach. To prevent updating the parameters for an abnormally high number of clicks over some targeted items (mainly due to bots), we introduce an upper and a lower threshold on the number of updates for each user. These thresholds are estimated over the distribution of the number of blocks in the training set. They affect the decision of RS by shifting the distribution of items that are shown to the users. Furthermore, we provide a convergence analysis of both algorithms and demonstrate their practical efficiency over six large-scale collections with respect to various ranking measures.

preprint2022arXiv

Polarimetric phase retrieval: uniqueness and algorithms

This work introduces a novel Fourier phase retrieval model, called polarimetric phase retrieval that enables a systematic use of polarization information in Fourier phase retrieval problems. We provide a complete characterization of uniqueness properties of this new model by unraveling equivalencies with a peculiar polynomial factorization problem. We introduce two different but complementary categories of reconstruction methods. The first one is algebraic and relies on the use of approximate greatest common divisor computations using Sylvester matrices. The second one carefully adapts existing algorithms for Fourier phase retrieval, namely semidefinite positive relaxation and Wirtinger-Flow, to solve the polarimetric phase retrieval problem. Finally, a set of numerical experiments permits a detailed assessment of the numerical behavior and relative performances of each proposed reconstruction strategy. We further highlight a reconstruction strategy that combines both approaches for scalable, computationally efficient and asymptotically MSE optimal performance.

preprint2021arXiv

Nonlinear Functional Output Regression: a Dictionary Approach

To address functional-output regression, we introduce projection learning (PL), a novel dictionary-based approach that learns to predict a function that is expanded on a dictionary while minimizing an empirical risk based on a functional loss. PL makes it possible to use non orthogonal dictionaries and can then be combined with dictionary learning; it is thus much more flexible than expansion-based approaches relying on vectorial losses. This general method is instantiated with reproducing kernel Hilbert spaces of vector-valued functions as kernel-based projection learning (KPL). For the functional square loss, two closed-form estimators are proposed, one for fully observed output functions and the other for partially observed ones. Both are backed theoretically by an excess risk analysis. Then, in the more general setting of integral losses based on differentiable ground losses, KPL is implemented using first-order optimization for both fully and partially observed output functions. Eventually, several robustness aspects of the proposed algorithms are highlighted on a toy dataset; and a study on two real datasets shows that they are competitive compared to other nonlinear approaches. Notably, using the square loss and a learnt dictionary, KPL enjoys a particularily attractive trade-off between computational cost and performances.

preprint2016arXiv

On a Topic Model for Sentences

Probabilistic topic models are generative models that describe the content of documents by discovering the latent topics underlying them. However, the structure of the textual input, and for instance the grouping of words in coherent text spans such as sentences, contains much information which is generally lost with these models. In this paper, we propose sentenceLDA, an extension of LDA whose goal is to overcome this limitation by incorporating the structure of the text in the generative and inference processes. We illustrate the advantages of sentenceLDA by comparing it with LDA using both intrinsic (perplexity) and extrinsic (text classification) evaluation tasks on different text collections.

preprint2015arXiv

Modélisations de textures par champ gaussien à orientation locale prescrite

This paper presents two new models of oriented texture, based on a new class of Gaussian fields, called locally anisotropic fractional Brownian fields, with prescribed local orientation at any point. These fields are a local version of a specific class of anisotropic self-similar Gaussian fields with stationary increments. The simulation of such textures is obtained using a new algorithm mixing the tangent field formulation with the Cholesky method or the turning band method, this latter method having proved its efficiency for generating stationary anisotropic textures. Numerical experiments show the ability of the method for synthesis of textures with prescribed local orientation.

preprint2015arXiv

Stein estimation of the intensity of a spatial homogeneous Poisson point process

In this paper, we revisit the original ideas of Stein and propose an estimator of the intensity parameter of a homogeneous Poisson point process defined in $\R^d$ and observed in a bounded window. The procedure is based on a new general integration by parts formula for Poisson point processes. We show that our Stein estimator outperforms the maximum likelihood estimator in terms of mean squared error. In particular, we show that in many practical situations we have a gain larger than 30\%.

preprint2014arXiv

Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders

Hermite processes are self--similar processes with stationary increments which appear as limits of normalized sums of random variables with long range dependence. The Hermite process of order $1$ is fractional Brownian motion and the Hermite process of order $2$ is the Rosenblatt process. We consider here the sum of two Hermite processes of order $q\geq 1$ and $q+1$ and of different Hurst parameters. We then study its quadratic variations at different scales. This is akin to a wavelet decomposition. We study both the cases where the Hermite processes are dependent and where they are independent. In the dependent case, we show that the quadratic variation, suitably normalized, converges either to a normal or to a Rosenblatt distribution, whatever the order of the original Hermite processes.

preprint2014arXiv

Data driven sampling of oscillating signals

The reduction of the number of samples is a key issue in signal processing for mobile applications. We investigate the link between the smoothness properties of a signal and the number of samples that can be obtained through a level crossing sampling procedure. The algorithm is analyzed and an upper bound of the number of samples is obtained in the worst case. The theoretical results are illustrated with applications to fractional Brownian motions and the Weierstrass function.

preprint2014arXiv

Large scale reduction principle and application to hypothesis testing

Consider a non--linear function $G(X_t)$ where $X_t$ is a stationary Gaussian sequence with long--range dependence. The usual reduction principle states that the partial sums of $G(X_t)$ behave asymptotically like the partial sums of the first term in the expansion of $G$ in Hermite polynomials. In the context of the wavelet estimation of the long--range dependence parameter, one replaces the partial sums of $G(X_t)$ by the wavelet scalogram, namely the partial sum of squares of the wavelet coefficients. Is there a reduction principle in the wavelet setting, namely is the asymptotic behavior of the scalogram for $G(X_t)$ the same as that for the first term in the expansion of $G$ in Hermite polynomial? The answer is negative in general. This paper provides a minimal growth condition on the scales of the wavelet coefficients which ensures that the reduction principle also holds for the scalogram. The results are applied to testing the hypothesis that the long-range dependence parameter takes a specific value.

preprint2014arXiv

Texture Modeling by Gaussian fields with prescribed local orientation

This paper presents a new framework for oriented texture modeling. We introduce a new class of Gaussian fields, called Locally Anisotropic Fractional Brownian Fields, with prescribed local orientation at any point. These fields are a local version of a specific class of anisotropic self-similar Gaussian fields with stationary increments. The simulation of such textures is obtained using a new algorithm mixing the tangent field formulation and a turning band method, this latter method having proved its efficiency for generating stationary anisotropic textures. Numerical experiments show the ability of the method for synthesis of textures with prescribed local orientation.

preprint2013arXiv

High order chaotic limits of wavelet scalograms under long--range dependence

Let $G$ be a non--linear function of a Gaussian process $\{X_t\}_{t\in\mathbb{Z}}$ with long--range dependence. The resulting process $\{G(X_t)\}_{t\in\mathbb{Z}}$ is not Gaussian when $G$ is not linear. We consider random wavelet coefficients associated with $\{G(X_t)\}_{t\in\mathbb{Z}}$ and the corresponding wavelet scalogram which is the average of squares of wavelet coefficients over locations. We obtain the asymptotic behavior of the scalogram as the number of observations and scales tend to infinity. It is known that when $G$ is a Hermite polynomial of any order, then the limit is either the Gaussian or the Rosenblatt distribution, that is, the limit can be represented by a multiple Wiener-Itô integral of order one or two. We show, however, that there are large classes of functions $G$ which yield a higher order Hermite distribution, that is, the limit can be represented by a a multiple Wiener-Itô integral of order greater than two.

preprint2013arXiv

Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes

We consider stationary processes with long memory which are non-Gaussian and represented as Hermite polynomials of a Gaussian process. We focus on the corresponding wavelet coefficients and study the asymptotic behavior of the sum of their squares since this sum is often used for estimating the long-memory parameter. We show that the limit is not Gaussian but can be expressed using the non-Gaussian Rosenblatt process defined as a Wiener Itô integral of order 2. This happens even if the original process is defined through a Hermite polynomial of order higher than 2.

preprint2012arXiv

Hyperbolic wavelet transform: an efficient tool for multifractal analysis of anisotropic textures

Global and local regularities of functions are analyzed in anisotropic function spaces, under a common framework, that of hyperbolic wavelet bases. Local and directional regularity features are characterized by means of global quantities constructed upon the coefficients of hyperbolic wavelet decompositions. A multifractal analysis is introduced, that jointly accounts for scale invariance and anisotropy. Its properties are studied in depth.

preprint2012arXiv

The Monogenic Synchrosqueezed Wavelet Transform: A tool for the Decomposition/Demodulation of AM-FM images

The synchrosqueezing method aims at decomposing 1D functions as superpositions of a small number of "Intrinsic Modes", supposed to be well separated both in time and frequency. Based on the unidimensional wavelet transform and its reconstruction properties, the synchrosqueezing transform provides a powerful representation of multicomponent signals in the time-frequency plane, together with a reconstruction of each mode. In this paper, a bidimensional version of the synchrosqueezing transform is defined, by considering a well-adapted extension of the concept of analytic signal to images: the monogenic signal. The natural bidimensional counterpart of the notion of Intrinsic Mode is then the concept of "Intrinsic Monogenic Mode" that we define. Thereafter, we investigate the properties of its associated Monogenic Wavelet Decomposition. This leads to a natural bivariate extension of the Synchrosqueezed Wavelet Transform, for decomposing and processing multicomponent images. Numerical tests validate the effectiveness of the method for different examples.

preprint2010arXiv

Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory

We study the asymptotic behavior of wavelet coefficients of random processes with long memory. These processes may be stationary or not and are obtained as the output of non--linear filter with Gaussian input. The wavelet coefficients that appear in the limit are random, typically non--Gaussian and belong to a Wiener chaos. They can be interpreted as wavelet coefficients of a generalized self-similar process.