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• National-Level Wealth Inequality and Socioeconomic Inequality in Adolescent Mental Well-Being : A Time Series Analysis of 17 Countries 

  Dierckens, Maxim; Weinberg, Dominic; Huang, Yanyan; Elgar, Frank; Moor, Irene; Augustine, Lilly; Lyyra, Nelli; Deforche, Benedicte; De Clercq, Bart; Stevens, Gonneke W.J.M.; Currie, Candace (Elsevier, 2020)

  Purpose Although previous research has established a positive association between national income inequality and socioeconomic inequalities in adolescent health, very little is known about the extent to which national-level ...

• Extracting conditionally heteroskedastic components using independent component analysis 

  Miettinen, Jari; Matilainen, Markus; Nordhausen, Klaus; Taskinen, Sara (Wiley-Blackwell, 2020)

  In the independent component model, the multivariate data are assumed to be a mixture of mutually independent latent components. The independent component analysis (ICA) then aims at estimating these latent components. In ...

• Dimension Reduction for Time Series in a Blind Source Separation Context Using R 

  Nordhausen, Klaus; Matilainen, Markus; Miettinen, Jari; Virta, Joni; Taskinen, Sara (Foundation for Open Access Statistic, 2021)

  Multivariate time series observations are increasingly common in multiple fields of science but the complex dependencies of such data often translate into intractable models with large number of parameters. An alternative ...

• A review of second‐order blind identification methods 

  Pan, Yan; Matilainen, Markus; Taskinen, Sara; Nordhausen, Klaus (John Wiley & Sons, 2022)

  Second order source separation (SOS) is a data analysis tool which can be used for revealing hidden structures in multivariate time series data or as a tool for dimension reduction. Such methods are nowadays increasingly ...

• Blind recovery of sources for multivariate space-time random fields 

  Muehlmann, C.; De Iaco, S.; Nordhausen, K. (Springer Science and Business Media LLC, 2023)

  With advances in modern worlds technology, huge datasets that show dependencies in space as well as in time occur frequently in practice. As an example, several monitoring stations at different geographical locations track ...