Independent component analysis based on symmetrised scatter matrices

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Show simple item record Taskinen, Sara Sirkiä, Seija Oja, Hannu 2012-11-30T11:37:00Z 2012-11-30T11:37:00Z 2007 fi
dc.identifier.citation Taskinen, S., Sirkiä, S., & Oja, H. (2007). Independent component analysis based on symmetrised scatter matrices. <em>Comput. Statist. Data Anal.</em>, 51 (10), 5103-5111. <a href="">doi:10.1016/j.csda.2006.07.010</a> fi
dc.identifier.issn 0167-9473
dc.identifier.other TUTKAID_25747
dc.description.abstract A new method for separating the mixtures of independent sources has been proposed recently in [Oja et al. (2006). Scatter matrices and independent component analysis. Austrian J. Statist., to appear]. This method is based on two scatter matrices with the so-called independence property. The corresponding method is now further examined. Simple simulation studies are used to compare the performance of so-called symmetrised scatter matrices in solving the independence component analysis problem. The results are also compared with the classical FastICA method. Finally, the theory is illustrated by some examples. fi
dc.language.iso eng
dc.publisher Elsevier
dc.relation.ispartofseries Computational Statistics & Data Analysis
dc.rights © Elsevier. This is a pre-print version of an article whose final and definitive form has been published by Elsevier.
dc.rights openAccess fi
dc.subject.other ICA
dc.subject.other hajontamatriisit
dc.subject.other affine equivariance
dc.subject.other FastICA
dc.subject.other independence property
dc.subject.other source separation
dc.subject.other symmetrised scatter matrix
dc.title Independent component analysis based on symmetrised scatter matrices fi
dc.type Article
dc.identifier.urn URN:NBN:fi:jyu-201211293130
dc.subject.kota 112
dc.contributor.laitos Matematiikan ja tilastotieteen laitos fi
dc.contributor.laitos Department of Mathematics and Statistics en
dc.contributor.oppiaine tilastotiede fi
dc.identifier.volume 51
dc.identifier.issue 10
jyx.tutka.pagetopage 5103-5111
dc.identifier.doi 10.1016/j.csda.2006.07.010 2012-11-29T10:40:20Z
dc.description.version Preprint
dc.type.coar journal article
dc.description.reviewstatus peerReviewed
dc.format.pagerange 5103-5111
dc.relation.issn 0167-9473
dc.relation.issue 10
dc.relation.volume 51
dc.type.version submittedVersion

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