Gunsilius, Florian; Schennach, Susanne M. - 2019 - This version: September 18, 2019
used principal component analysis (PCA) to nonlinear settings, thus providing a new tool for dimension reduction and … truly independent factors (as opposed to the merely uncorre-lated factors of PCA); (ii) the reliance on the theory of … content of the data and (iv) formally nesting PCA as a special case, for linear Gaussian factor models. We illustrate the …