N Ille - Journal of Neural Engineering, 2024 - iopscience.iop.org
Objective. The extended infomax algorithm for independent component analysis (ICA) can separate sub-and super-Gaussian signals but converges slowly as it uses stochastic …
B Gabrielson, H Yang, T Vu… - IEEE Transactions on …, 2024 - ieeexplore.ieee.org
Joint blind source separation (JBSS) involves the factorization of multiple matrices, ie “datasets”, into “sources” that are statistically dependent across datasets and independent …
This study focuses on improving the FAST-ICA algorithm and GARCH model to more accurately analyze and predict the value at risk of financial stocks. Accurately measuring …
Matrix and tensor factorizations are methods that decompose datasets into factors: unobserved, estimated variables useful for summarizing a dataset's latent structure. The …
Data-driven methods, such as those based on independent component analysis (ICA), make very few assumptions on the data and the relationships of the datasets, and hence have …