Noisy Independent Factor Analysis Model for Density Estimation and Classification

We consider the problem of multivariate density estimation when the unknown density is assumed to follow a particular form of dimensionality reduction, a noisy independent factor analysis (IFA) model. In this model the data are generated by a number of latent independent components having unknown di...

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Bibliographic Details
Main Authors: Amato, U., Antoniadis, A., Samarov, A., Tsybakov, A.B.
Format: Working Paper
Language:en_US
Published: Cambridge, MA; Alfred P. Sloan School of Management, Massachusetts Institute of Technology 2011
Subjects:
Online Access:http://hdl.handle.net/1721.1/66262