Independent component analysis based on symmetrised scatter matrices

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dc.contributor.author Taskinen, Sara
dc.contributor.author Sirkiä, Seija
dc.contributor.author Oja, Hannu
dc.date.accessioned 2012-11-30T11:37:00Z
dc.date.available 2012-11-30T11:37:00Z
dc.date.issued 2007 fi
dc.identifier.citation Taskinen, S., Sirkiä, S., & Oja, H. (2007). Independent component analysis based on symmetrised scatter matrices. Comput. Statist. Data Anal., 51 (10), 5103-5111. doi:10.1016/j.csda.2006.07.010 fi
dc.identifier.issn 0167-9473
dc.identifier.other TUTKAID_25747
dc.identifier.uri http://hdl.handle.net/123456789/40493
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.ispartof 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.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 en
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
jyx.tutka.volyme 51
jyx.tutka.mnumber 10
jyx.tutka.pagetopage 5103-5111
dc.type.uri http://purl.org/eprint/type/SubmittedJournalArticle
dc.identifier.doi 10.1016/j.csda.2006.07.010
dc.date.updated 2012-11-29T10:40:20Z
dc.description.version Pre-print
eprint.status http://purl.org/eprint/type/status/PeerReviewed

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