Gunsilius, Florian; Schennach, Susanne M. - 2017 - This version: March 27, 2017
that tracks the important features of the data. The key ingredients of our approach are (i) the reliance on the theory of …), Shannon (1948)) to determine the principal nonlinear components that cap-ture most of the information content of the data and … absence of technical regularity conditions for the results to hold - is that is needed is that the data admits a density with …