Multivariate statistics: a practical approach
Multivariate statistics: a practical approach
High-order contrasts for independent component analysis
Neural Computation
Proceedings of the 1998 conference on Advances in neural information processing systems II
Kernel independent component analysis
The Journal of Machine Learning Research
Prediction of multivariate responses with a selected number of principal components
Computational Statistics & Data Analysis
Hi-index | 0.01 |
This letter is concerned with the problem of selecting the best or most informative dimension for dimension reduction and feature extraction in high-dimensional data. The dimension of the data is reduced by principal component analysis; subsequent application of independent component analysis to the principal component scores determines the most nongaussian directions in the lower-dimensional space. A criterion for choosing the optimal dimension based on bias-adjusted skewness and kurtosis is proposed. This new dimension selector is applied to real data sets and compared to existing methods. Simulation studies for a range of densities show that the proposed method performs well and is more appropriate for nongaussian data than existing methods.