ProDenICA: Product Density Estimation for ICA using tilted Gaussian density estimates. A direct and flexible method for estimating an ICA model. This approach estimates the densities for each component directly via a tilted gaussian. The tilt functions are estimated via a GAM poisson model. Details can be found in ”Elements of Statistical Learning (2nd Edition)” Section 14.7.4
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References in zbMATH (referenced in 2 articles )
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- Samworth, Richard J.; Yuan, Ming: Independent component analysis via nonparametric maximum likelihood estimation (2012)
- Hastie, Trevor; Tibshirani, Robert; Friedman, Jerome: The elements of statistical learning. Data mining, inference, and prediction (2009)