Unkel, Steffen and Trendafilov, Nickolay
(2009).
| URL: | http://www.springerlink.com/content/149164n22637l0... |
|---|---|
| DOI (Digital Object Identifier) Link: | http://dx.doi.org/doi:10.1007/978-3-642-00599-2_21 |
| Google Scholar: | Look up in Google Scholar |
Abstract
In this paper, a new approach for quasi-sphering in noisy ICA by means of exploratory factor analysis (EFA) is introduced. The EFA model is considered as a novel form of data matrix decomposition. By factoring the data matrix, estimates for all EFA model parameters are obtained simultaneously. After the preprocessing, an existing ICA algorithm can be used to rotate the sphered factor scores towards independence. An application to climate data is presented to illustrate the proposed approach.
| Item Type: | Book Chapter |
|---|---|
| Copyright Holders: | 2009Springer-Verlag |
| ISBN: | 3-642-00599-3, 978-3-642-00599-2 |
| Keywords: | noisy ICA; exploratory factor analysis; less observations than variables; factor rotation; procrustes problems; climate anomalies |
| Academic Unit/Department: | Mathematics, Computing and Technology Mathematics, Computing and Technology > Mathematics and Statistics |
| Item ID: | 22513 |
| Depositing User: | Sarah Frain |
| Date Deposited: | 02 Sep 2010 15:38 |
| Last Modified: | 03 Dec 2012 12:05 |
| URI: | http://oro.open.ac.uk/id/eprint/22513 |
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