Optimization and testing in linear non‐Gaussian component analysis

DOI10.1002/sam.11403OpenAlexW2963026191MaRDI QIDQ4970241

Benjamin B. Risk, David S. Matteson, Ze Jin

Publication date: 14 October 2020

Published in: Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.08837

zbMATH Keywords

independent component analysishypothesis testingdimension reductionmultivariate analysisprojection pursuitsubspace estimation

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

Related Items (3)

Locally robust inference for non-Gaussian linear simultaneous equations models ⋮ Non-Gaussian Component Analysis: Testing the Dimension of the Signal Subspace ⋮ Simultaneous non-Gaussian component analysis (SING) for data integration in neuroimaging

Uses Software

• R
• ProDenICA
• JADE
• BSSasymp
• LNGCA

Cites Work

• Unnamed Item
• Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence
• A new algorithm of non-Gaussian component analysis with radial kernel functions
• Independent component analysis by general nonlinear Hebbian-like learning rules
• Uniqueness of Non-Gaussianity-Based Dimension Reduction
• A Test for Normality of Observations and Regression Residuals
• An evaluation of independent component analyses with an application to resting‐state fMRI
• Linear Non-Gaussian Component Analysis Via Maximum Likelihood

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