An algorithm for simultaneous orthogonal transformation of several positive definite symmetric matrices to nearly diagonal form

A Fast Algorithm for Joint Diagonalization with Non-orthogonal Transformations and its Application to Blind Source Separation

The Journal of Machine Learning Research

An examination of forward volatility

WSC '04 Proceedings of the 36th conference on Winter simulation

Simultaneous modelling of the Cholesky decomposition of several covariance matrices

Journal of Multivariate Analysis

Review: On optimal orthogonal transforms at high bit-rates using only second order statistics in multicomponent image coding with JPEG2000

Signal Processing

QML-based joint diagonalization of positive-definite hermitian matrices

IEEE Transactions on Signal Processing

Mixtures of common factor analyzers for high-dimensional data with missing information

Journal of Multivariate Analysis

Learning from incomplete data via parameterized t mixture models through eigenvalue decomposition

Computational Statistics & Data Analysis

Orthogonal Stiefel manifold optimization for eigen-decomposed covariance parameter estimation in mixture models

Statistics and Computing

Low-complexity 8-point DCT approximations based on integer functions

Signal Processing