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

Author

Listed:
  • Motoaki Kawanabe
  • Masashi Sugiyama
  • Gilles Blanchard
  • Klaus-Robert Müller

Abstract

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Suggested Citation

  • Motoaki Kawanabe & Masashi Sugiyama & Gilles Blanchard & Klaus-Robert Müller, 2007. "A new algorithm of non-Gaussian component analysis with radial kernel functions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(1), pages 57-75, March.
    • Handle: RePEc:spr:aistmt:v:59:y:2007:i:1:p:57-75
    DOI: 10.1007/s10463-006-0098-9
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    Citations

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    Cited by:

    1. Panov, Vladimir, 2010. "Estimation of the signal subspace without estimation of the inverse covariance matrix," SFB 649 Discussion Papers 2010-050, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    2. repec:hum:wpaper:sfb649dp2010-050 is not listed on IDEAS
    3. Diederichs, Elmar & Juditsky, Anatoli & Nemirovski, Arkadi & Spokoiny, Vladimir, 2011. "Sparse non Gaussian component analysis by semidefinite programming," SFB 649 Discussion Papers 2011-080, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

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