A new algorithm of non-Gaussian component analysis with radial kernel functions

DOI10.1007/S10463-006-0098-9MaRDI QIDQ878193zbMATH OpenOpenAlexFDO

Authors Motoaki Kawanabe, Masashi Sugiyama, Gilles Blanchard, Klaus-Robert Müller

Publication date 26 April 2007

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-006-0098-9

zbMATH Keywords

Linear dimension reductionNon-Gaussian subspaceProjection pursuitSemiparametric modelStein's identity

Mathematics Subject Classification ID

Nonparametric inference (62G99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate analysis (62H99)

Recommendations

• In search of non-Gaussian components of a high-dimensional distribution
• Independent Component Analysis and Blind Signal Separation
• Non-Gaussian component analysis using entropy methods
• Independent Component Analysis and Blind Signal Separation
• Sparse non Gaussian component analysis by semidefinite programming

Cites work

• 10.1162/153244303768966085
• 10.1162/jmlr.2003.4.7-8.1271
• A Projection Pursuit Algorithm for Exploratory Data Analysis
• Efficient independent component analysis
• Estimation of the mean of a multivariate normal distribution
• scientific article; zbMATH DE number 1950576 (Why is no real title available?)
• scientific article; zbMATH DE number 928746 (Why is no real title available?)
• In search of non-Gaussian components of a high-dimensional distribution
• Independent Component Analysis and Blind Signal Separation
• Independent component analysis, a new concept?
• Kernel methods for measuring independence
• Kernel-Based Nonlinear Blind Source Separation
• Laplacian Eigenmaps for Dimensionality Reduction and Data Representation
• Projection pursuit

Cited in

(11)

• Dimensionality reduction for density ratio estimation in high-dimensional spaces
• Noisy independent factor analysis model for density estimation and classification
• In search of non-Gaussian components of a high-dimensional distribution
• Sparse non Gaussian component analysis by semidefinite programming
• Optimization and testing in linear non‐Gaussian component analysis
• Non-Gaussian component analysis: testing the dimension of the signal subspace
• Non-Gaussian component analysis using entropy methods
• Linear Non-Gaussian Component Analysis Via Maximum Likelihood
• Optimal partition in terms of independent random vectors of any non-Gaussian vector defined by a set of realizations
• Independent Component Analysis and Blind Signal Separation
• How do kernel-based sensor fusion algorithms behave under high-dimensional noise?

Describes a project that uses

Uses Software

• FastICA

This page was built for publication: A new algorithm of non-Gaussian component analysis with radial kernel functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q878193)