Independent component analysis by wavelets
From MaRDI portal
Publication:619087
DOI10.1007/S11749-007-0073-7zbMATH Open1203.62033arXivmath/0506607OpenAlexW2010114066MaRDI QIDQ619087FDOQ619087
Publication date: 22 January 2011
Published in: Test (Search for Journal in Brave)
Abstract: We propose an ICA contrast based on the density estimation of the observed signal and its marginals by means of wavelets. The risk of the associated moment estimator is linked with approximation properties in Besov spaces. It is shown to converge faster than the at least expected minimax rate carried over from the underlying density estimations. Numerical simulations performed on some common types of densities yield very competitive results, with a high sensitivity to small departures from independence.
Full work available at URL: https://arxiv.org/abs/math/0506607
Nonparametric estimation (62G05) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Estimation in multivariate analysis (62H12)
Cites Work
- Title not available (Why is that?)
- Approximation Theorems of Mathematical Statistics
- A quadratic measure of deviation of two-dimensional density estimates and a test of independence
- Independent component analysis, a new concept?
- 10.1162/153244303768966085
- Ten Lectures on Wavelets
- The Geometry of Algorithms with Orthogonality Constraints
- Algorithmic Learning Theory
- Nonparametric independent component analysis
- Independent component analysis by wavelets
Cited In (4)
- Independent multiresolution component analysis and matching pursuit
- Independent component analysis and resolution pursuit with wavelet and cosine packets
- Independent component analysis by wavelets
- Solving Noisy ICA Using Multivariate Wavelet Denoising with an Application to Noisy Latent Variables Regression
This page was built for publication: Independent component analysis by wavelets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q619087)
