Abstract
In high dimensional data analysis, finding non-Gaussian components is an important preprocessing step for efficient information processing. By modifying the contrast function of JADE algorithm for Independent Component Analysis, we propose a new linear dimension reduction method to identify the non-Gaussian subspace based on the fourth-order cumulant tensor. A numerical study demonstrates the validity of our method and its usefulness for extracting sub-Gaussian structures.
An erratum to this chapter can be found at http://dx.doi.org/10.1007/11550907_163 .
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Kawanabe, M. (2005). Linear Dimension Reduction Based on the Fourth-Order Cumulant Tensor. In: Duch, W., Kacprzyk, J., Oja, E., Zadrożny, S. (eds) Artificial Neural Networks: Formal Models and Their Applications – ICANN 2005. ICANN 2005. Lecture Notes in Computer Science, vol 3697. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11550907_25
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DOI: https://doi.org/10.1007/11550907_25
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-28755-1
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