COPICA -- independent component analysis via copula techniques

DOI10.1007/S11222-013-9431-3MaRDI QIDQ5962739zbMATH OpenOpenAlexFDO

Authors Ray-Bing Chen, Meihui Guo, Wolfgang K. Härdle, Shih-Feng Huang

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

zbMATH Keywords

blind source separationsimulated annealing algorithmGivens rotation matrixsignal/noise ratiocanonical maximum likelihood method

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

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Cites work

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• Behavior of the NORTA method for correlated random vector generation as the dimension increases
• Copula Component Analysis
• CuBICA: Independent Component Analysis by Simultaneous Third- and Fourth-Order Cumulant Diagonalization
• Equation of state calculations by fast computing machines
• Fast Kernel-Based Independent Component Analysis
• From Archimedean to Liouville copulas
• Independent component analysis, a new concept?
• Inference in multivariate Archimedean copula models
• Monte Carlo strategies in scientific computing
• Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence
• On nonparametric measures of dependence for random variables
• Optimization by simulated annealing
• The copula information criteria
• The tau-path test for monotone association in an unspecified subpopulation: application to chemogenomic data mining

Cited in

(6)

• Sparse-group independent component analysis with application to yield curves prediction
• Polynomial whitening for high-dimensional data
• Copulae: an overview and recent developments
• Copula Component Analysis
• ECOPICA: empirical copula-based independent component analysis
• Comments on "CuBICA: Independent Component Analysis by Simultaneous third- and Fourth-Order Cumulant Diagonalization

Describes a project that uses

Uses Software

• CuBICA

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