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

DOI10.1002/cjs.11166zbMath1349.62300MaRDI QIDQ2856570

Bruce G. Lindsay, Weixin Yao

Publication date: 29 October 2013

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

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

zbMATH Keywords

independent component analysis; dimension reduction; Fisher information matrix; projection pursuit; white noise matrix

Mathematics Subject Classification ID

62H99: Multivariate analysis

62H25: Factor analysis and principal components; correspondence analysis

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Kernels, Degrees of Freedom, and Power Properties of Quadratic Distance Goodness-of-Fit Tests, Covariate Information Matrix for Sufficient Dimension Reduction, Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems, Kurtosis removal for data pre-processing, Notion of information and independent component analysis., Finite mixtures, projection pursuit and tensor rank: a triangulation

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