Fast tensorial JADE

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dc.contributor Aalto-yliopisto fi
dc.contributor Aalto University en Virta, Joni Lietzén, Niko Ilmonen, Pauliina Nordhausen, Klaus 2020-02-13T08:11:33Z 2020-02-13T08:11:33Z 2020
dc.identifier.citation Virta , J , Lietzén , N , Ilmonen , P & Nordhausen , K 2020 , ' Fast tensorial JADE ' , Scandinavian Journal of Statistics , pp. 1-24 . en
dc.identifier.issn 0303-6898
dc.identifier.other PURE UUID: 156c88af-26c6-4eac-ae9d-285f053d4c3a
dc.identifier.other PURE ITEMURL:
dc.identifier.other PURE LINK:
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dc.description.abstract We propose a novel method for tensorial‐independent component analysis. Our approach is based on TJADE and k‐JADE, two recently proposed generalizations of the classical JADE algorithm. Our novel method achieves the consistency and the limiting distribution of TJADE under mild assumptions and at the same time offers notable improvement in computational speed. Detailed mathematical proofs of the statistical properties of our method are given and, as a special case, a conjecture on the properties of k‐JADE is resolved. Simulations and timing comparisons demonstrate remarkable gain in speed. Moreover, the desired efficiency is obtained approximately for finite samples. The method is applied successfully to large‐scale video data, for which neither TJADE nor k‐JADE is feasible. Finally, an experimental procedure is proposed to select the values of a set of tuning parameters. Supplementary material including the R‐code for running the examples and the proofs of the theoretical results is available online. en
dc.format.extent 24
dc.format.extent 1-24
dc.format.mimetype application/pdf
dc.language.iso en en
dc.publisher WILEY-BLACKWELL
dc.relation.ispartofseries Scandinavian Journal of Statistics en
dc.rights openAccess en
dc.subject.other 111 Mathematics en
dc.title Fast tensorial JADE en
dc.type A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä fi
dc.description.version Peer reviewed en
dc.contributor.department Department of Mathematics and Systems Analysis
dc.contributor.department Vienna University of Technology
dc.contributor.department Department of Mathematics and Systems Analysis en
dc.subject.keyword 111 Mathematics
dc.identifier.urn URN:NBN:fi:aalto-202002132215
dc.type.version publishedVersion

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