A new algorithm of non-Gaussian component analysis with radial kernel functions

DOI10.1007/s10463-006-0098-9zbMath1147.62349OpenAlexW2089134855MaRDI QIDQ878193

Klaus-Robert Müller, Motoaki Kawanabe, Gilles Blanchard, Masashi Sugiyama

Publication date: 26 April 2007

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-006-0098-9

zbMATH Keywords

Projection pursuitStein's identitySemiparametric modelLinear dimension reductionNon-Gaussian subspace

Mathematics Subject Classification ID

Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Nonparametric inference (62G99)

Related Items

Sparse non Gaussian component analysis by semidefinite programming, Noisy independent factor analysis model for density estimation and classification, Non-Gaussian Component Analysis: Testing the Dimension of the Signal Subspace, Dimensionality reduction for density ratio estimation in high-dimensional spaces, Optimization and testing in linear non‐Gaussian component analysis, Linear Non-Gaussian Component Analysis Via Maximum Likelihood

Uses Software

• FastICA

Cites Work

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