Independent Subspace Analysis Using Three Scatter Matrices

In independent subspace analysis (ISA) one assumes that the components of the observed random vector are linear combinations of the components of a latent random vector with independent subvectors. The problem is then to find an estimate of a transformation matrix to recover the independent subvecto...

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Bibliographic Details
Main Authors: Klaus Nordhausen, Hannu Oja
Format: Article
Language:English
Published: Austrian Statistical Society 2016-02-01
Series:Austrian Journal of Statistics
Online Access:http://www.ajs.or.at/index.php/ajs/article/view/201