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stat.ME2026
Directional Nonlinear Principal Components: a measure transportation approach
Marc Hallin, Klaus Nordhausen, Una Radojicic
One of the earliest techniques in multivariate analysis, Principal Component Analysis (PCA) remains among the most popular ones in the area. PCA, however, is a linear and bidirecti…
stat.ME2026
Stationary subspace analysis for spatial data
Perttu Saarela, Klaus Nordhausen, Jaakko Pere +1
Stationary subspace analysis (SSA) is a blind source separation framework that decomposes linearly mixed multivariate data into stationary and nonstationary components. We extend S…
stat.ME2024
Consistent Distribution Free Affine Invariant Tests for the Validity of Independent Component Models
Marc Hallin, Simos G. Meintanis, Klaus Nordhausen
We propose a family of tests of the validity of the assumptions underlying independent component analysis methods. The tests are formulated as L2-type procedures based on character…