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Optimal Whitening and Decorrelation - MaRDI portal

Optimal Whitening and Decorrelation (Q5882550)

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scientific article; zbMATH DE number 7663954
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English
Optimal Whitening and Decorrelation
scientific article; zbMATH DE number 7663954

    Statements

    title
    Optimal Whitening and Decorrelation (English)
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    author
    Agnan Kessy
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    Alex Lewin
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    Korbinian Strimmer
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    publication date
    17 March 2023
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    zbMATH Keywords
    CAR score
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    CAT score
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    Cholesky decomposition
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    decorrelation
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    principal components analysis
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    whitening
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    ZCA-Mahalanobis transformation
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    Identifiers

    zbMATH DE Number
    7663954
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    Wikidata QID
    Q56873097
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    OpenAlex ID
    W2188333210
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