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