Independent component analysis: A statistical perspective

K Nordhausen, H Oja - Wiley Interdisciplinary Reviews …, 2018 - Wiley Online Library
Independent component analysis (ICA) is a data analysis tool that can be seen as a
refinement of principal component analysis or factor analysis. ICA recovers the structures in …

[图书][B] Principal component analysis for special types of data

IT Jolliffe - 2002 - Springer
The viewpoint taken in much of this text is that PCA is mainly a descriptive tool with no need
for rigorous distributional or model assumptions. This implies that it can be used on a wide …

Invariant co-ordinate selection

DE Tyler, F Critchley, L Dümbgen… - Journal of the Royal …, 2009 - academic.oup.com
A general method for exploring multivariate data by comparing different estimates of
multivariate scatter is presented. The method is based on the eigenvalue–eigenvector …

Goodness of fit of biplots and correspondence analysis

KR Gabriel - Biometrika, 2002 - academic.oup.com
The present paper examines proportional goodness of fit to variables recorded on
individuals, the variances and covariances of the variables, and the form and distances …

Fourth moments and independent component analysis

J Miettinen, S Taskinen, K Nordhausen, H Oja - 2015 - projecteuclid.org
In independent component analysis it is assumed that the components of the observed
random vector are linear combinations of latent independent random variables, and the aim …

Asymptotic and bootstrap tests for subspace dimension

K Nordhausen, H Oja, DE Tyler - Journal of Multivariate Analysis, 2022 - Elsevier
Many linear dimension reduction methods proposed in the literature can be formulated
using an appropriate pair of scatter matrices. The eigen-decomposition of one scatter matrix …

Tools for exploring multivariate data: The package ICS

K Nordhausen, H Oja, DE Tyler - Journal of Statistical Software, 2008 - jstatsoft.org
Invariant coordinate selection (ICS) has recently been introduced as a method for exploring
multivariate data. It includes as a special case a method for recovering the unmixing matrix …

Le biplot-outil d'exploration de données multidimensionnelles

KR Gabriel - Journal de la société française de statistique, 2002 - numdam.org
Le biplot est un outil graphique pour visualiser des données arrangées en forme de matrice
(Gabriel, 1971, 1982; Gower et Hand, 1996). Les graphiques ont des usages divers en …

ICS for multivariate outlier detection with application to quality control

A Archimbaud, K Nordhausen, A Ruiz-Gazen - Computational Statistics & …, 2018 - Elsevier
In high reliability standards fields such as automotive, avionics or aerospace, the detection
of anomalies is crucial. An efficient methodology for automatically detecting multivariate …

[HTML][HTML] Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure

D Peña, FJ Prieto, J Viladomat - Journal of Multivariate Analysis, 2010 - Elsevier
In this paper we study the properties of a kurtosis matrix and propose its eigenvectors as
interesting directions to reveal the possible cluster structure of a data set. Under a mixture of …