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.
So, what do you think ?