COPICA -- independent component analysis via copula techniques
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Publication:5962739
DOI10.1007/s11222-013-9431-3zbMath1331.65027OpenAlexW2089049134MaRDI QIDQ5962739
Shih-Feng Huang, Wolfgang Karl Härdle, Mei-Hui Guo, Ray-Bing Chen
Publication date: 23 February 2016
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-013-9431-3
blind source separationsimulated annealing algorithmcanonical maximum likelihood methodGivens rotation matrixsignal/noise ratio
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Related Items (3)
Polynomial whitening for high-dimensional data ⋮ ECOPICA: empirical copula-based independent component analysis ⋮ Sparse-group independent component analysis with application to yield curves prediction
Uses Software
Cites Work
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- Equation of State Calculations by Fast Computing Machines
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- Monte Carlo strategies in scientific computing
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