MDMICA-package: Independent Component Analysis via Mutual Dependence Measures

In zejin/MDMICA: Independent Component Analysis via Mutual Dependence Measures

Description

MDMICA: A package for independent component analysis via mutual dependence measures

Details

The MDMICA package provides independent component analysis methods based on mutual dependence measures.

Applying mutual dependence measures

The mutual dependence measures include:

• distance-based energy statistics

  • asymmetric measure \mathcal{R}_n based on distance covariance \mathcal{V}_n

  • symmetric measure \mathcal{S}_n based on distance covariance \mathcal{V}_n

  • simplified complete measure \mathcal{Q}_n^\star based on incomplete V-statistics

• kernel-based maximum mean discrepancies

  • d-variable Hilbert–Schmidt independence criterion dHSIC_n based on Hilbert–Schmidt independence criterion HSIC_n

Initializing local optimization methods

The initialization methods include:

• Latin hypercube sampling

• Bayesian optimization

Author(s)

Ze Jin [e-mail], David S. Matteson [e-mail]

zejin/MDMICA documentation built on May 14, 2019, 10:36 p.m.