Optimization and testing in linear non‐Gaussian component analysis
نویسندگان
چکیده
منابع مشابه
9 Sparse NonGaussian Component Analysis ∗
Non-gaussian component analysis (NGCA) introduced in [24] offered a method for high dimensional data analysis allowing for identifying a low-dimensional non-Gaussian component of the whole distribution in an iterative and structure adaptive way. An important step of the NGCA procedure is identification of the non-Gaussian subspace using Principle Component Analysis (PCA) method. This article pr...
متن کامل[hal-00381120, v1] Sparse NonGaussian Component Analysis
Non-gaussian component analysis (NGCA) introduced in [24] offered a method for high dimensional data analysis allowing for identifying a low-dimensional non-Gaussian component of the whole distribution in an iterative and structure adaptive way. An important step of the NGCA procedure is identification of the non-Gaussian subspace using Principle Component Analysis (PCA) method. This article pr...
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ژورنال
عنوان ژورنال: Statistical Analysis and Data Mining: The ASA Data Science Journal
سال: 2019
ISSN: 1932-1864,1932-1872
DOI: 10.1002/sam.11403