Simultaneous Estimation of Nongaussian Components and Their Correlation Structure.
Sasaki H, Gutmann MU, Shouno H, Hyvärinen A.
Sasaki H, et al. Among authors: hyvarinen a.
Neural Comput. 2017 Nov;29(11):2887-2924. doi: 10.1162/neco_a_01006. Epub 2017 Aug 4.
Neural Comput. 2017.
PMID: 28777730
The precision matrix of the linear components is assumed to be randomly generated by a higher-order process and explicitly parameterized by a parameter matrix. The estimation of the parameter matrix is shown to be particularly simple because using score-matching ( …
The precision matrix of the linear components is assumed to be randomly generated by a higher-order process and explicitly parameteri …