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CATEGORIES:Statistics
SUMMARY:Sparse NonGaussian Component Analysis - Vladimir S
 pokoiny (Weierstrass Institute)
DTSTART;TZID=Europe/London:20100507T160000
DTEND;TZID=Europe/London:20100507T170000
UID:TALK24454AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/24454
DESCRIPTION:\nNon Gaussian Component Analysis is an unsupervis
 ed\nmethod of extracting a linear structure from a
  high dimensional data\nbased\non estimating a low
 -dimensional non-Gaussian data component.\nThis pa
 per offers a new approach to direct estimation of 
 the\nprojector on the\ntarget space based on semid
 efinite programming.\nThe new procedure differs si
 gnificantly from the earlier proposals\nin\nBlanch
 ard et al (2006) and Diederichs et al (2010)  and 
 it improves\nthe method efficiency and sensitivity
 \nto a broad variety of deviations from normality 
 and decreases the\ncomputational effort.\nIt parti
 cularly enables to proceed with much higher dimens
 ions\nwithout\nloss of accuracy.\n\n\nhttp://www.w
 ias-berlin.de/~spokoiny/
LOCATION:MR12\, CMS\, Wilberforce Road\, Cambridge\, CB3 0W
 B
CONTACT:
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