Blanchard, Gilles; Kawanabe, Motoaki; Sugiyama, Masashi; … - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006
Finding non-Gaussian components of high-dimensional data is an important preprocessing step for efficient information processing. This article proposes a new linear method to identify the “non-Gaussian subspace†within a very general semi-parametric framework. Our proposed method,...