Comptes Rendus
no. 3-4
Statistics
Asymptotic properties of a dimension-robust quadratic dependence measure
[Propriétés asymptotiques d'une mesure de dépendance quadratique robuste aux grandes dimensions]

Présenté par : Paul Deheuvels

Sophie Achard1
1 Brain Mapping Unit, University of Cambridge, Downing Site, Cambridge CB2 3EB, UK
Comptes Rendus. Mathématique, Volume 346 (2008) no. 3-4, pp. 213-216.

La mesure de dépendance quadratique peut-être reliée aux mesures utilisées dans les tests d'indépendance, mais étant de plus dérivable, on peut l'utiliser dans les méthodes d'analyse en composantes indépendantes. Un noyau ajustable permet d'accélérer la convergence de l'estimateur sans pour autant affecter son biais.

The quadratic dependence measure is related to measures used in independence tests, but is derivable, thus suitable for independent component analysis. An adjustable kernel allows to accelerate the convergence of the estimator without affecting the bias.

Reçu le :
Accepté le :
Publié le :
DOI : 10.1016/j.crma.2007.10.043
Sophie Achard 1

1 Brain Mapping Unit, University of Cambridge, Downing Site, Cambridge CB2 3EB, UK 
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Sophie Achard. Asymptotic properties of a dimension-robust quadratic dependence measure. Comptes Rendus. Mathématique, Volume 346 (2008) no. 3-4, pp. 213-216. doi : 10.1016/j.crma.2007.10.043. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2007.10.043/

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