Name
Abstract | ||
|---|---|---|
Procedures such as FOBI that jointly diagonalize two matrices with the independence property have a long tradition in ICA. These procedures have well-known statistical properties, for example they are prone to failure if the sources have multiple identical values on the diagonal. In this paper we suggest to diagonalize jointly k≥2 scatter matrices having the independence property. For the joint diagonalization we suggest a novel algorithm which finds the correct direction in an deflation based manner, one after another. The method is demonstrated in a small simulation study. |
Year | DOI | Venue |
|---|---|---|
2012 | 10.1007/978-3-642-28551-6_22 | LVA/ICA |
Keywords | Field | DocType |
independence property,scatter matrix,well-known statistical property,long tradition,joint diagonalization,small simulation study,novel algorithm,correct direction,multiple identical value | Diagonal,Mathematical optimization,Matrix (mathematics),Algorithm,Mathematics,Scatter matrix | Conference |
Citations | PageRank | References |
1 | 0.38 | 6 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Klaus Nordhausen | 1 | 90 | 14.33 |
| Harold W. Gutch | 2 | 45 | 4.60 |
| Hannu Oja | 3 | 88 | 13.07 |
| Fabian J. Theis | 4 | 931 | 85.37 |