Minimum distance index for complex valued ICA
Niko Lietzén,
Klaus Nordhausen and
Pauliina Ilmonen
Statistics & Probability Letters, 2016, vol. 118, issue C, 100-106
Abstract:
We generalize the Minimum Distance (MD) index to be applicable in complex valued ICA. To illustrate the use of the MD index, we present a complex version of AMUSE and compare it to complex FOBI in a simulation study.
Keywords: Independent component analysis; Complex valued variables; Performance indices; AMUSE; Time series (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:118:y:2016:i:c:p:100-106
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DOI: 10.1016/j.spl.2016.06.019
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