A method for sparse and robust independent component analysis

DOI10.1016/J.JMVA.2025.105587MaRDI QIDQ6851264zbMATH OpenFDO

Authors Lauri Heinonen, Joni Virta

Publication date 27 February 2026

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JMVA.2025.105587

zbMATH Keywords

independent component analysisinvariant coordinate selectionLASSOrobustnessscatter matrixsparsity

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07)

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