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Sylvain Chevallier committed Aug 20, 2015
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# MDLA - Multivariate Dictionary Learning Algorithm

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## Dictionary Learning for the multivariate dataset

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![dictionaries](https://github.com/sylvchev/mdla/raw/master/img/multidico.png)

(figure from [Chevallier et al., 2014][CHE14] )
(figure from [Chevallier et al., 2014](#Bibliography) )

To handle timeseries, two major modifications are brought to DLA:
1. extension to **multivariate** samples
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![shift invariance](https://github.com/sylvchev/mdla/raw/master/img/audio4spikegram.png)

(figure from [Smith & Lewicki, 2005][LEW05])
(figure from [Smith & Lewicki, 2005](#Bibliography))

The proposed implementation is an adaptation of the work of the
following authors:
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## Bibliography

[CHE14]: http://dx.doi.org/10.1109/ICASSP.2014.6854993 "Chevallier, S., Barthelemy, Q., & Atif, J. (2014, May). *Subspace metrics for multivariate dictionaries and application to EEG*. In Acoustics, Speech and Signal Processing (ICASSP), 2014 IEEE International Conference on (pp. 7178-7182). IEEE."
- [Chevallier, S., Barthelemy, Q., & Atif, J. (2014). *Subspace metrics for multivariate dictionaries and application to EEG*. In Acoustics, Speech and Signal Processing (ICASSP), IEEE International Conference on (pp. 7178-7182).][CHE14]
- [Smith, E., & Lewicki, M. S. (2005). *Efficient coding of time-relative structure using spikes*. Neural Computation, 17(1), 19-45][LEW05]

[CHE14]: http://dx.doi.org/10.1109/ICASSP.2014.6854993 "Chevallier et
al., 2014"

[LEW05]: http://dl.acm.org/citation.cfm?id=1119614 "Smith &
Lewicki, 2005"

[LEW05]: http://dl.acm.org/citation.cfm?id=1119614 "Smith, E., & Lewicki, M. S. (2005). *Efficient coding of time-relative structure using spikes*. Neural Computation, 17(1), 19-45."

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