On the usage of joint diagonalization in multivariate statistics
From MaRDI portal
blind source separationdimension reductionindependent component analysisinvariant component selectionscatter matricessupervised dimension reduction
Estimation in multivariate analysis (62H12) Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random fields; image analysis (62M40)
Recommendations
Cites work
- A cautionary note on robust covariance plug-in methods
- A fast algorithm for joint diagonalization with non-orthogonal transformations and its application to blind source separation
- A monitoring display of multivariate outliers
- A more efficient second order blind identification method for separation of uncorrelated stationary time series
- A review on dimension reduction
- An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form
- Blind source separation for compositional time series
- Blind source separation for spatial compositional data
- Characteristics of multivariate distributions and the invariant coordinate system
- Classification and Generalized Principal Component Analysis
- Combining eigenvalues and variation of eigenvectors for order determination
- Deflation-based separation of uncorrelated stationary time series
- Dimension estimation in sufficient dimension reduction: a unifying approach
- Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure
- Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation
- Extending Sliced Inverse Regression
- Extracting conditionally heteroskedastic components using independent component analysis
- Fourth moments and independent component analysis
- scientific article; zbMATH DE number 3673370 (Why is no real title available?)
- scientific article; zbMATH DE number 41813 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- scientific article; zbMATH DE number 2146311 (Why is no real title available?)
- scientific article; zbMATH DE number 3376558 (Why is no real title available?)
- ICS for multivariate outlier detection with application to quality control
- Independent Component Analysis for Compositional Data
- Independent component analysis for multivariate functional data
- Independent component analysis for tensor-valued data
- Invariant co-ordinate selection (with discussion)
- Jacobi Angles for Simultaneous Diagonalization
- Modern nonparametric, robust and multivariate methods. Festschrift in honour of Hannu Oja
- Multivariate models and the first four moments
- Multivariate nonparametric methods with R. An approach based on spatial signs and ranks.
- New independent component analysis tools for time series
- Non-Gaussian component analysis: testing the dimension of the signal subspace
- Non-orthogonal joint diagonalization in the least-squares sense with application in blind source separation
- Notion of information and independent component analysis.
- On Directional Regression for Dimension Reduction
- On invariant coordinate system (ICS) functionals
- On order determination by predictor augmentation
- On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
- On robustifying some second order blind source separation methods for nonstationary time series
- On the efficiency of invariant multivariate sign and rank tests
- One-step M-estimates of scatter and the independence property
- Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
- Principal component analysis.
- Projection pursuit
- RELATIONS BETWEEN TWO SETS OF VARIATES
- Robust m-estimators of multivariate location and scatter
- Robust statistics. Theory and methods (with R)
- Save: a method for dimension reduction and graphics in regression
- Separation of uncorrelated stationary time series using autocovariance matrices
- Sliced average variance estimation for multivariate time series
- Sliced Inverse Regression for Dimension Reduction
- Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
- Spatial blind source separation
- Statistical properties of a blind source separation estimator for stationary time series
- Sufficient dimension reduction: methods and applications with R
- Supervised invariant coordinate selection
- Tests of multinormality based on location vectors and scatter matrices
- The use of a common location measure in the invariant coordinate selection and projection pursuit
Cited in
(9)- scientific article; zbMATH DE number 749850 (Why is no real title available?)
- Numerical Considerations and a new implementation for invariant coordinate selection
- Detecting outliers in compositional data using invariant coordinate selection
- Independent vector analysis -- an introduction for statisticians
- Unsupervised linear discrimination using skewness
- Star products and dimension reduction
- ICS for complex data with application to outlier detection for density data
- Invariant coordinate selection and Fisher discriminant subspace beyond the case of two groups
- Generalized implementation of invariant coordinate selection with positive semi-definite scatter matrices
Describes a project that uses
Uses Software
This page was built for publication: On the usage of joint diagonalization in multivariate statistics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2062786)
