Nonlinear independent component analysis for discrete-time and continuous-time signals

DOI10.1214/23-aos2256arXiv2102.02876OpenAlexW4380490511MaRDI QIDQ6172185

Harald Oberhauser, Alexander Schell

Publication date: 19 July 2023

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.02876

zbMATH Keywords

inverse problemblind source separationindependent component analysisunsupervised learningstatistical independencefunctional data analysislatent variable modelstatistical inference for stochastic processesnonlinear BSSnonlinear ICA

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Functional data analysis (62R10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inference from stochastic processes (62M99) Neural nets and related approaches to inference from stochastic processes (62M45) Signatures and data streams (60L10)

Related Items (2)

Identifiability of latent-variable and structural-equation models: from linear to nonlinear ⋮ Signature estimation and signal recovery using median of means

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