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Several new papers out

It has been a while since my last post – several papers have appeared since then, like

  1. “Supervised Dimension Reduction for Multivariate Time Series” appeared in  Econometrics and Statistics.
  2. “Independent Component Analysis for Tensor-valued Data” appeared in the Journal in the Multivariate Analysis. For a short time it can be downloaded at here.
  3. I presented our paper “Blind Source Separation For Nonstationary Tensor-Valued Time Series” at the IEEE International Workshop on Machine Learning for Signal Processing. It should appear soon IEEE Xplore.

More details are also on my list of publications.





End of the year rush

The end of 2016 was busy but productive. Two more papers were uploaded to Arxiv:

  1.  “Projection Pursuit for non-Gaussian Independent Components
  2. Multivariate Outlier Detection with ICS

and two R packages were uploaded to CRAN:

  1. ICSOutlier which implements the methods from paper 2 above.
  2. ICtest which provides the methods from paper 1 above and from our recently submitted paper “Asymptotic and bootstrap tests for subspace dimension“.

Feedback and comments are welcome!