singR (Q96916)
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Simultaneous Non-Gaussian Component Analysis
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | singR |
Simultaneous Non-Gaussian Component Analysis |
Statements
9 February 2024
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Implementation of SING algorithm to extract joint and individual non-Gaussian components from two datasets. SING uses an objective function that maximizes the skewness and kurtosis of latent components with a penalty to enhance the similarity between subject scores. Unlike other existing methods, SING does not use PCA for dimension reduction, but rather uses non-Gaussianity, which can improve feature extraction. Benjamin B.Risk, Irina Gaynanova (2021) <doi:10.1214/21-AOAS1466>.
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