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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DOI: 10.1016/j.spl.2016.06.019

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