BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Talks.cam//talks.cam.ac.uk//
X-WR-CALNAME:Talks.cam
BEGIN:VEVENT
SUMMARY:Sparse NonGaussian Component Analysis - Vladimir Spokoiny (Weierst
 rass Institute)
DTSTART:20100507T150000Z
DTEND:20100507T160000Z
UID:TALK24454@talks.cam.ac.uk
CONTACT:8047
DESCRIPTION:\nNon Gaussian Component Analysis is an unsupervised\nmethod o
 f extracting a linear structure from a high dimensional data\nbased\non es
 timating a low-dimensional non-Gaussian data component.\nThis paper offers
  a new approach to direct estimation of the\nprojector on the\ntarget spac
 e based on semidefinite programming.\nThe new procedure differs significan
 tly from the earlier proposals\nin\nBlanchard et al (2006) and Diederichs 
 et al (2010)  and it improves\nthe method efficiency and sensitivity\nto a
  broad variety of deviations from normality and decreases the\ncomputation
 al effort.\nIt particularly enables to proceed with much higher dimensions
 \nwithout\nloss of accuracy.\n\n\nhttp://www.wias-berlin.de/~spokoiny/
LOCATION:MR12\, CMS\, Wilberforce Road\, Cambridge\, CB3 0WB
END:VEVENT
END:VCALENDAR