Riemannian Newton-type methods for joint diagonalization on the Stiefel manifold with application to independent component analysis

DOI10.1080/02331934.2017.1359592zbMath1386.90176arXiv1403.8064OpenAlexW2750237575WikidataQ115301395 ScholiaQ115301395MaRDI QIDQ4598861

Hiroyuki Sato

Publication date: 15 December 2017

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.8064

zbMATH Keywords

Newton's methodindependent component analysisStiefel manifoldRiemannian optimizationjoint diagonalization

Mathematics Subject Classification ID

Programming in abstract spaces (90C48)

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MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection ⋮ Second order optimality on orthogonal Stiefel manifolds ⋮ Effective algorithms for solving trace minimization problem in multivariate statistics ⋮ Proximal quasi-Newton method for composite optimization over the Stiefel manifold ⋮ Generalized left-localized Cayley parametrization for optimization with orthogonality constraints ⋮ AN EFFICIENT METHOD FOR SOLVING A CLASS OF MATRIX TRACE FUNCTION MINIMIZATION PROBLEM IN MULTIVARIATE STATISTICAL ⋮ Newton's method for the parameterized generalized eigenvalue problem with nonsquare matrix pencils ⋮ A nonmonotone trust region method for unconstrained optimization problems on Riemannian manifolds ⋮ Newton-type methods for simultaneous matrix diagonalization

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