Cover Image

Non-Independent Components Analysis

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Mesters, Geert, Zwiernik, Piotr
Format:	Preprint
Published:	2022
Subjects:	Statistics Theory Methodology 15A69, 62H99
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

On Separability of Covariance in Multiway Data Analysis
by: Song, Dogyoon, et al.
Published: (2023)

Causal discovery under mean independence and linearity
by: Mesters, Geert, et al.
Published: (2026)

Cumulant Tensors in Partitioned Independent Component Analysis
by: Garrote-López, Marina, et al.
Published: (2024)

Beyond independent component analysis: identifiability and algorithms
by: Ribot, Alvaro, et al.
Published: (2025)

Entropic covariance models
by: Zwiernik, Piotr
Published: (2023)

Tensors in algebraic statistics
by: Casanellas, Marta, et al.
Published: (2024)

Central subspace data depth
by: Francisci, Giacomo, et al.
Published: (2026)

Near-Efficient and Non-Asymptotic Multiway Inference
by: López, Oscar, et al.
Published: (2025)

Markov Combinations of Discrete Statistical Models
by: Marigliano, Orlando, et al.
Published: (2025)

Diagonally-Weighted Generalized Method of Moments Estimation for Gaussian Mixture Modeling
by: Zhang, Liu, et al.
Published: (2025)

Robust low-rank tensor regression via clipping and Huber loss
by: Li, Kangqiang, et al.
Published: (2022)

Coverage correlation: detecting singular dependencies between random variables
by: Yang, Xuzhi, et al.
Published: (2025)

A robust Likelihood Ratio Test for high-dimensional MANOVA -- with excellent performance
by: Coelho, Carlos A.
Published: (2025)

Estimation of the Coefficient of Variation of Weibull Distribution under Type-I Progressively Interval Censoring: A Simulation-based Approach
by: Nongrum, Bankitdor M, et al.
Published: (2025)

An Approximation Based Theory of Linear Regression
by: Davies, Laurie
Published: (2024)

A test statistic, $h^*$, for outlier analysis
by: Hoorn, Johan F., et al.
Published: (2025)

Independence Testing for Mixed Data
by: Jelić, Dana Bucalo, et al.
Published: (2025)

A Latent-Variable Formulation of the Poisson Canonical Polyadic Tensor Model: Maximum Likelihood Estimation and Fisher Information
by: Llosa-Vite, Carlos, et al.
Published: (2025)

A new flexible class of kernel-based tests of independence
by: Cuparić, Marija, et al.
Published: (2024)

Parameter Estimation in Nonlinear Multivariate Stochastic Differential Equations Based on Splitting Schemes
by: Pilipovic, Predrag, et al.
Published: (2022)

Some Asymptotic Results on Multiple Testing under Weak Dependence
by: Datta, Swarnadeep, et al.
Published: (2026)

A unified framework for multivariate two-sample and k-sample kernel-based quadratic distance goodness-of-fit tests
by: Markatou, Marianthi, et al.
Published: (2024)

Higher criticism for rare and weak non-proportional hazard deviations in survival analysis
by: Kipnis, Alon, et al.
Published: (2023)

Shiha Distribution: Statistical Properties and Applications to Reliability Engineering and Environmental Data
by: Shiha, F. A.
Published: (2026)

Finite mixture representations of zero-and-$N$-inflated distributions for count-compositional data
by: Menezes, André F. B., et al.
Published: (2025)

A new measure of dependence: Integrated $R^2$
by: Azadkia, Mona, et al.
Published: (2025)

PDE characterisation of geometric distribution functions and quantiles
by: Konen, Dimitri
Published: (2022)

Guaranteed Noisy CP Tensor Recovery via Riemannian Optimization on the Segre Manifold
by: Xu, Ke, et al.
Published: (2025)

Independent vector analysis -- an introduction for statisticians
by: Arvila, Miro, et al.
Published: (2025)

Controlling the False Discovery Rate in Subspace Selection
by: Díaz, Mateo, et al.
Published: (2024)

Vertex misalignment and changepoint localization in network time series
by: Chen, Tianyi, et al.
Published: (2026)

Simultaneous Inference for Multiple Proportions: A Multivariate Beta-Binomial Model
by: Westphal, Max
Published: (2019)

Stacked SVD or SVD stacked? A Random Matrix Theory perspective on data integration
by: Baharav, Tavor Z., et al.
Published: (2025)

Learning latent tree models with small query complexity
by: Devroye, Luc, et al.
Published: (2024)

On Testing Kronecker Product Structure in Tensor Factor Models
by: Cen, Zetai, et al.
Published: (2025)

Identification and Estimation of Multi-order Tensor Factor Models
by: Cen, Zetai
Published: (2025)

How to measure multidimensional variation?
by: Auricchio, Gennaro, et al.
Published: (2024)

High-dimensional variable clustering based on maxima of a weakly dependent random process
by: Boulin, Alexis, et al.
Published: (2023)

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions
by: Robinson, Benjamin D., et al.
Published: (2025)

W-transforms: Uniformity-preserving transformations and induced dependence structures
by: Hofert, Marius, et al.
Published: (2025)