Independent Component Analysis by Wavelets

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dc.creatorBarbedor, Pascal
dc.date2005-06-29
dc.date2005-10-20
dc.date.accessioned2026-07-07T08:07:01Z
dc.date.available2026-07-07T08:07:01Z
dc.descriptionWe propose an ICA contrast based on the density estimation of the observed signal and its marginals by means of wavelets. The risk of the associated moment estimator is linked with approximation properties in Besov spaces. It is shown to converge faster than the at least expected minimax rate carried over from the underlying density estimations. Numerical simulations performed on some common types of densities yield very competitive results, with a high sensitivity to small departures from independence.
dc.description22 pages
dc.identifierhttps://arxiv.org/abs/math/0506607
dc.identifierhttp://arxiv.org/abs/math/0506607
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130804
dc.subjectStatistics Theory
dc.subject62H12 62G05
dc.titleIndependent Component Analysis by Wavelets
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