Abstract. Independent Subspace Analysis (ISA) is an extension of Independent Component Analysis (ICA) that aims to linearly transform a random vector such as to render groups of it...
We propose an efficient algorithm for principal component analysis (PCA) that is applicable when only the inner product with a given vector is needed. We show that Krylov subspace...
We propose a method for statistical analysis of time series, that allows us to obtain solutions to some classical problems of mathematical statistics under the only assumption tha...
We consider the dimensionality-reduction problem (finding a subspace approximation of observed data) for contaminated data in the high dimensional regime, where the number of obse...
We introduce a new approach to constrained Independent Component Analysis (ICA) by formulating the original, unconstrained ICA problem as well as the constraints in mutual informa...