2006-05-02Diskussionspapier
In Search of Non-Gaussian Components of a High-Dimensional Distribution
Blanchard, Gilles; Kawanabe, Motoaki; Sugiyama, Masashi; Spokoiny, Vladimir; Müller, Klaus-Robert
Finding non-Gaussian components of high-dimensional data is an important preprocessing step for effcient information processing. This article proposes a new linear method to identify the ``non-Gaussian subspace´´ within a ...