We propose a novel measure of statistical depth, the metric spatial dept...
Non-stationary source separation is a well-established branch of blind s...
Tensor-valued data benefits greatly from dimension reduction as the redu...
In this article, we propose a general nonlinear sufficient dimension
red...
The estimation of signal dimension under heavy-tailed latent factor mode...
We develop a dimension reduction framework for data consisting of matric...
We develop projection pursuit for data that admit a natural representati...
We study the estimation of the linear discriminant with projection pursu...
In this short note, we extend a classical test of subsphericity, based o...
We propose a novel strategy for multivariate extreme value index estimat...
"Spatial" or "geometric" quantiles are the only multivariate quantiles c...
Recently a blind source separation model was suggested for multivariate
...
The covariance matrix is well-known for its following properties: affine...
While an important topic in practice, the estimation of the number of
no...
In this work, we propose a novel method for tensorial independent compon...
We assume a second-order source separation model where the observed
mult...
We extend two methods of independent component analysis, fourth order bl...