Copula Component Analysis

DOI10.1007/978-3-540-74494-8_10zbMATH Open1172.94453arXivcs/0703095OpenAlexW1701656893MaRDI QIDQ3608524FDOQ3608524

Authors: Jian Ma, Zengqi Sun 

Publication date: 5 March 2009

Published in: Independent Component Analysis and Signal Separation (Search for Journal in Brave)

Abstract: A framework named Copula Component Analysis (CCA) for blind source separation is proposed as a generalization of Independent Component Analysis (ICA). It differs from ICA which assumes independence of sources that the underlying components may be dependent with certain structure which is represented by Copula. By incorporating dependency structure, much accurate estimation can be made in principle in the case that the assumption of independence is invalidated. A two phrase inference method is introduced for CCA which is based on the notion of multidimensional ICA.

Full work available at URL: https://arxiv.org/abs/cs/0703095

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Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cites Work

• An introduction to copulas. Properties and applications
• Independent component analysis, a new concept?
• Blind separation of mixture of independent sources through a quasi-maximum likelihood approach
• Topographic independent component analysis
• 10.1162/jmlr.2003.4.7-8.1205

Cited In (10)

• Copulas in machine learning
• GSH dependence modeling with an application to risk management
• Copulae: an overview and recent developments
• Copula Analysis of Correlated Counts
• Blind separation of instantaneous mixtures of independent/dependent sources
• ECOPICA: empirical copula-based independent component analysis
• Blind source separation using measure on copulas
• Convolution copula econometrics
• COPICA -- independent component analysis via copula techniques
• Copartitions

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