JADE for Tensor-Valued Observations
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Publication:6271581
DOI10.1080/10618600.2017.1407324arXiv1603.05406WikidataQ109772897 ScholiaQ109772897MaRDI QIDQ6271581
Klaus Nordhausen, Bing Li, Joni Virta, Hannu Oja
Publication date: 17 March 2016
Abstract: Independent component analysis is a standard tool in modern data analysis and numerous different techniques for applying it exist. The standard methods however quickly lose their effectiveness when the data are made up of structures of higher order than vectors, namely matrices or tensors (for example, images or videos), being unable to handle the high amounts of noise. Recently, an extension of the classic fourth order blind identification (FOBI) specifically suited for tensor-valued observations was proposed and showed to outperform its vector version for tensor data. In this paper we extend another popular independent component analysis method, the joint approximate diagonalization of eigen-matrices (JADE), for tensor observations. In addition to the theoretical background we also provide the asymptotic properties of the proposed estimator and use both simulations and real data to show its usefulness and superiority over its competitors.
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