Sparse non Gaussian component analysis by semidefinite programming
Year of publication: |
2011
|
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Authors: | Diederichs, Elmar ; Juditsky, Anatoli ; Nemirovski, Arkadi ; Spokoiny, Vladimir |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | dimension reduction | non-Gaussian components analysis | feature extraction |
Series: | SFB 649 Discussion Paper ; 2011-080 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 675477107 [GVK] hdl:10419/56657 [Handle] |
Classification: | C14 - Semiparametric and Nonparametric Methods |
Source: |
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