Browsing by Author "Panov, Vladimir"

Now showing items 1-2 of 2

2010-10-14Diskussionspapier

Estimation of the signal subspace without estimation of the inverse covariance matrix

Panov, Vladimir

Let a high-dimensional random vector X can be represented as a sum of two components - a signal S, which belongs to some low-dimensional subspace S, and a noise component N. This paper presents a new approach for estimating ...
2010-05-11Diskussionspapier

Non-Gaussian Component Analysis

Panov, Vladimir

In this article, we present new ideas concerning Non-Gaussian Component Analysis (NGCA). We use the structural assumption that a high-dimensional random vector X can be represented as a sum of two components - a lowdimensional ...