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SUMMARY:Third and Fourth Cumulants in Independent Component Analysis - Han
 nu Oja\, University of Turku
DTSTART:20150522T150000Z
DTEND:20150522T160000Z
UID:TALK58613@talks.cam.ac.uk
CONTACT:20082
DESCRIPTION:The independent component model is  a latent variable model wh
 ere the components of the observed random vectors are linear combination o
 f  latent independent variables. The aim is then to find an estimate for a
  transformation matrix back to independent components. In this talk\, we c
 onsider the joint use of third and fourth cumulants in finding independent
  components. First\, univariate cumulants are used as projection indices i
 n search for independent components (projection pursuit). Second\, multiva
 riate  cumulant matrices are jointly used to solve the problem. The proper
 ties of the estimates are considered in detail through corresponding optim
 ization problems\,  estimating equations\, algorithms  and asymptotic stat
 istical properties. Comparisons of the asymptotic variances of the estimat
 es in wide independent component models show that in most cases projection
  pursuit approach using both third and fourth scared cumulants is a safe c
 hoice.
LOCATION:MR12\,  Centre for Mathematical Sciences\, Wilberforce Road\, Cam
 bridge
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