It has been a while since my last post – several papers have appeared since then, like
- “Supervised Dimension Reduction for Multivariate Time Series” appeared in Econometrics and Statistics.
- “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.
- 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.