- “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.

]]>This is also the reason why there were recently no updates on this page – but some papers have been appeared meanwhile – for details see my publication list!

]]>Along with it come new version of our R packages JADE and BSSasymp which are both on CRAN.

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

and two R packages were uploaded to CRAN:

- ICSOutlier which implements the methods from paper 2 above.
- 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!

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