Sparse Non-Gaussian Component Analysis

DOI10.1109/TIT.2010.2046229zbMath1366.62116arXiv0904.0430MaRDI QIDQ5281476

Vladimir Spokoiny, Christof Schütte, Elmar Diederichs, Anatoli B. Juditsky

Publication date: 27 July 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0904.0430

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

65C20: Probabilistic models, generic numerical methods in probability and statistics