@article{KawanabeBlanchardSugiyamaetal.2006,
  author    = {Kawanabe, Motoaki and Blanchard, Gilles and Sugiyama, Masashi and Spokoiny, Vladimir G. and M{\"u}ller, Klaus-Robert},
  title     = {A novel dimension reduction procedure for searching non-Gaussian subspaces},
  issn      = {0302-9743},
  doi       = {10.1007/11679363_19},
  year      = {2006},
  abstract  = {In this article, we consider high-dimensional data which contains a low-dimensional non-Gaussian structure contaminated with Gaussian noise and propose a new linear method to identify the non-Gaussian subspace. Our method NGCA (Non-Gaussian Component Analysis) is based on a very general semi-parametric framework and has a theoretical guarantee that the estimation error of finding the non-Gaussian components tends to zero at a parametric rate. NGCA can be used not only as preprocessing for ICA, but also for extracting and visualizing more general structures like clusters. A numerical study demonstrates the usefulness of our method},
  language  = {en}
}