Scatter Matrices and Independent Component Analysis
In the independent component analysis (ICA) it is assumed that the components of the multivariate independent and identically distributed observations are linear transformations of latent independent components. The problem then is to find the (linear) transformation which transforms the observation...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Austrian Statistical Society
2016-04-01
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Series: | Austrian Journal of Statistics |
Online Access: | http://www.ajs.or.at/index.php/ajs/article/view/364 |