A Grassmann-rayleigh quotient iteration for dimensionality reduction in ICA

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Abstract

We derive a Grassmann-Rayleigh Quotient Iteration for the computation of the best rank-(R1, R2, R3) approximation of higher-order tensors. We present some variants that allow for a very efficient estimation of the signal subspace in ICA schemes without prewhitening. © Springer-Verlag 2004.

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De Lathauwer, L., Hoegaerts, L., & Vandewalle, J. (2004). A Grassmann-rayleigh quotient iteration for dimensionality reduction in ICA. Lecture Notes in Computer Science (Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), 3195, 335–342. https://doi.org/10.1007/978-3-540-30110-3_43

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