Copula Component Analysis

DOI10.1007/978-3-540-74494-8_10MaRDI QIDQ3608524zbMATH OpenOpenAlexFDO

Authors Jian Ma, Zengqi Sun

Publication date 5 March 2009

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

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

Mathematics Subject Classification ID

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

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.

Recommendations

• COPICA -- independent component analysis via copula techniques
• Blind source separation using measure on copulas
• Characteristic-function-based independent component analysis
• Independent component analysis: recent advances
• Blind Separation of Instantaneous Mixtures of Dependent Sources

Cites work

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

Cited in

(10)

• Copulas in machine learning
• GSH dependence modeling with an application to risk management
• Copula Analysis of Correlated Counts
• Copulae: an overview and recent developments
• 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

This page was built for publication: Copula Component Analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3608524)