Statistical inference for independent component analysis: Application to structural VAR models

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Independent Component Analysis in Statistical Shape Models

Statistical shape models generally use Principal Component Analysis (PCA) to describe the main directions of shape variation in a training set of example shapes. However, PCA assumes a number of restrictions on the data that do not always hold. In this paper we explore the use of an alternative shape decomposition, Independent Component Analysis (ICA), which does not assume a Gaussian distribut...

متن کامل

Fully Bayesian Inference for Structural MRI: Application to Segmentation and Statistical Analysis of T2-Hypointensities

Aiming at iron-related T2-hypointensity, which is related to normal aging and neurodegenerative processes, we here present two practicable approaches, based on Bayesian inference, for preprocessing and statistical analysis of a complex set of structural MRI data. In particular, Markov Chain Monte Carlo methods were used to simulate posterior distributions. First, we rendered a segmentation algo...

متن کامل

Statistical Inference for Independent Component Analysis Based on Polynomial Spline Model

This paper develops the confidence interval for the independent component analysis. The method is based on the bootstrap method using source density functions estimated by the polynomial splines modeling. A simulation study is conducted to show the numerical example for the proposed method and that the confidence interval has a reasonable coverage probability. Finally, the method is applied to ...

متن کامل

Validation of Visual Statistical Inference, with Application to Linear Models

Statistical graphics play a crucial role in exploratory data analysis, model checking and diagnosis. Until recently there were no formal visual methods in place for determining statistical significance of findings. This changed, when Buja et al. (2009) conceptually introduced two protocols for formal tests of visual findings. In this paper we take this a step further by comparing the lineup pro...

متن کامل

Statistical physics of independent component analysis

– Statistical physics is used to investigate independent component analysis with polynomial contrast functions. While the replica method fails, an adapted cavity approach yields valid results. The learning curves, obtained in a suitable thermodynamic limit, display a first order phase transition from poor to perfect generalization. During the last decade, independent component analysis (ICA) ha...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Econometrics

سال: 2017

ISSN: 0304-4076

DOI: 10.1016/j.jeconom.2016.09.007