Independent Component Analysis for Compositional Data
@article{Muehlmann2020IndependentCA, title={Independent Component Analysis for Compositional Data}, author={Christoph Muehlmann and Kamila Favcevicov'a and Alvzbveta Gardlo and Hana Janevckov'a and Klaus Nordhausen}, journal={arXiv: Methodology}, year={2020} }
Compositional data represent a specific family of multivariate data, where the information of interest is contained in the ratios between parts rather than in absolute values of single parts. The analysis of such specific data is challenging as the application of standard multivariate analysis tools on the raw observations can lead to spurious results. Hence, it is appropriate to apply certain transformations prior further analysis. One popular multivariate data analysis tool is independent…
2 Citations
On the usage of joint diagonalization in multivariate statistics
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