Independent component analysis by general nonlinear Hebbian-like learning rules
By Aapo Hyvärinen, Erkki Oja. 1998
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
- Kun Zhang
- Bernhard Schölkopf
- Aapo Hyvärinen
- Dominik Janzing
- Jan Peters
- Biwei Huang
- Yoshua Bengio
- Joris M. Mooij
Citations in the corpus
- Modeling multivariable hydrological series: Principal component analysis or independent component analysis? (2007, background): “It has been shown that G can be almost any nonquadratic, well behaving even function [Hyvarinen and Oja, 1998].”
- Independent component analysis: algorithms and applications (2000, background): “They need not be estimated with any great precision: in fact it is enough to estimate whether they are sub- or supergaussian (Cardoso and Laheld, 1996; Hyvärinen and Oja, 1998; Lee et al., 1999).”
- Independent component analysis for financial time series (2000, unknown): “A condition of local convergence to a correct solution was given in [ 14 ].”
- Estimation of a Structural Vector Autoregression Model Using Non-Gaussianity (2010, background): “Thus, kurtosis can be either positive or negative.”