Minimum distance index for complex valued ICA

Niko Lietzén; Klaus Nordhausen; Pauliina Ilmonen

doi:10.1016/j.spl.2016.06.019

Minimum distance index for complex valued ICA

Niko Lietzén^*, Klaus Nordhausen, Pauliina Ilmonen

^*Corresponding author for this work

Research output: Contribution to journal › Article › Scientific › peer-review

3 Citations (Scopus)

Abstract

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.

Original language	English
Pages (from-to)	100-106
Number of pages	7
Journal	Statistics and Probability Letters
Volume	118
DOIs	https://doi.org/10.1016/j.spl.2016.06.019
Publication status	Published - 1 Nov 2016
MoE publication type	A1 Journal article-refereed

Keywords

AMUSE
Complex valued variables
Independent component analysis
Performance indices
Time series

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10.1016/j.spl.2016.06.019

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title = "Minimum distance index for complex valued ICA",

abstract = "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.",

keywords = "AMUSE, Complex valued variables, Independent component analysis, Performance indices, Time series",

author = "Niko Lietz{\'e}n and Klaus Nordhausen and Pauliina Ilmonen",

year = "2016",

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doi = "10.1016/j.spl.2016.06.019",

language = "English",

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journal = "Statistics and Probability Letters",

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T1 - Minimum distance index for complex valued ICA

AU - Lietzén, Niko

AU - Nordhausen, Klaus

AU - Ilmonen, Pauliina

PY - 2016/11/1

Y1 - 2016/11/1

N2 - 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.

AB - 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.

KW - AMUSE

KW - Complex valued variables

KW - Independent component analysis

KW - Performance indices

KW - Time series

UR - http://www.scopus.com/inward/record.url?scp=84978849086&partnerID=8YFLogxK

U2 - 10.1016/j.spl.2016.06.019

DO - 10.1016/j.spl.2016.06.019

M3 - Article

AN - SCOPUS:84978849086

SN - 0167-7152

VL - 118

SP - 100

EP - 106

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

Minimum distance index for complex valued ICA

Abstract

Keywords

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