Fisher information matrix: a tool for dimension reduction, projection pursuit, independent component analysis, and more

DOI10.1002/CJS.11166MaRDI QIDQ2856570zbMATH OpenOpenAlexFDO

Authors Bruce G. Lindsay, Weixin Yao

Publication date 29 October 2013

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://escholarship.org/uc/item/9351z60j

zbMATH Keywords

dimension reductionindependent component analysisprojection pursuitFisher information matrixwhite noise matrix

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Multivariate analysis (62H99)

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Cites work

• scientific article; zbMATH DE number 3426633 (Why is no real title available?)
• scientific article; zbMATH DE number 3354336 (Why is no real title available?)
• A Projection Pursuit Algorithm for Exploratory Data Analysis
• An introduction to variational methods for graphical models
• Blind separation of sources. I: An adaptive algorithm based on neuromimetic architecture
• Dimension reduction for conditional mean in regression
• Independent component analysis, a new concept?
• Limiting properties of some measures of information
• Projection pursuit
• Projection pursuit via white noise matrices
• Reweighting to Achieve Elliptically Contoured Covariates in Regression
• Sliced Inverse Regression for Dimension Reduction
• Statistical meaning of Carlen's superadditivity of the Fisher information
• Superadditivity of Fisher's information and logarithmic Sobolev inequalities
• What is Projection Pursuit?

Cited in

(8)

• Finite mixtures, projection pursuit and tensor rank: a triangulation
• Kernels, degrees of freedom, and power properties of quadratic distance goodness-of-fit tests
• Fisher Matrices and All That: Experimental Design and Data Compression
• Covariate information matrix for sufficient dimension reduction
• Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems
• Stein's identity, Fisher information, and projection pursuit: A triangulation
• Notion of information and independent component analysis.
• Kurtosis removal for data pre-processing

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