A Grassmann-Rayleigh Quotient Iteration for Dimensionality Reduction in ICA
نویسندگان
چکیده
We derive a Grassmann-Rayleigh Quotient Iteration for the computation of the best rank-(R1, R2, R3) approximation of higher-order tensors. We present some variants that allow for a very efficient estimation of the signal subspace in ICA schemes without prewhitening.
منابع مشابه
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