Minimum distance index for complex valued ICA

作者：Lietzen Niko^*; Nordhausen Klaus; Ilmonen Pauliina

来源：Statistics & Probability Letters, 2016, 118: 100-106.

DOI：10.1016/j.spl.2016.06.019

• Independent component analysis
• Complex valued variables
• Performance indices
• AMUSE
• Time series

We generalize the Minimum Distance (MD) index to be applicable in complex valued ICA. To illustrate the use of the MD index, we present a complex version of AMUSE and compare it to complex FOBI in a simulation study.

• 出版日期2016-11