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math.ST2022
Robust signal dimension estimation via SURE
Joni Virta, Niko Lietzen, Henri Nyberg
The estimation of signal dimension under heavy-tailed latent factor models is studied. As a primary contribution, robust extensions of an earlier estimator based on Gaussian Stein'…
math.ST2020
Modeling temporally uncorrelated components for complex-valued stationary processes
Niko Lietzén, Lauri Viitasaari, Pauliina Ilmonen
We consider a complex-valued linear mixture model, under discrete weakly stationary processes. We recover latent components of interest, which have undergone a linear mixing. We st…