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IDEAL
2000
Springer
14 years 5 days ago
Applying Independent Component Analysis to Factor Model in Finance
Factor model is a very useful and popular model in finance. In this paper, we show the relation between factor model and blind source separation, and we propose to use Independent ...
Siu-Ming Cha, Lai-Wan Chan
IJON
2006
180views more  IJON 2006»
13 years 8 months ago
Nonnegative independent component analysis based on minimizing mutual information technique
A novel neural network technique for nonnegative independent component analysis is proposed in this letter. Compared with other algorithms, this method can work efficiently even w...
Chun-Hou Zheng, De-Shuang Huang, Zhan-Li Sun, Mich...
CVPR
2005
IEEE
14 years 10 months ago
Multilinear Independent Components Analysis
Independent Components Analysis (ICA) maximizes the statistical independence of the representational components of a training image ensemble, but it cannot distinguish between the...
M. Alex O. Vasilescu, Demetri Terzopoulos
IJON
2006
148views more  IJON 2006»
13 years 8 months ago
Spatio-temporal dynamics in fMRI recordings revealed with complex independent component analysis
Abstract. Independent component analysis (ICA) of functional magnetic resonance imaging (fMRI) data is commonly carried out under the assumption that each source may be represented...
Jörn Anemüller, Jeng-Ren Duann, Terrence...
ICA
2010
Springer
13 years 6 months ago
Non-negative Independent Component Analysis Algorithm Based on 2D Givens Rotations and a Newton Optimization
Abstract. In this paper, we consider the Independent Component Analysis problem when the hidden sources are non-negative (Non-negative ICA). This problem is formulated as a non-lin...
Wendyam Serge Boris Ouedraogo, Antoine Souloumiac,...