Non-Gaussian Component Analysis with Log-Density Gradient Estimation

@inproceedings{Sasaki2016NonGaussianCA,
  title={Non-Gaussian Component Analysis with Log-Density Gradient Estimation},
  author={Hiroaki Sasaki and Gang Niu and Masashi Sugiyama},
  booktitle={AISTATS},
  year={2016}
}
Non-Gaussian component analysis (NGCA) is aimed at identifying a linear subspace such that the projected data follows a nonGaussian distribution. In this paper, we propose a novel NGCA algorithm based on logdensity gradient estimation. Unlike existing methods, the proposed NGCA algorithm identifies the linear subspace by using the eigenvalue decomposition… CONTINUE READING