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ISyE Faculty Candidate Seminar: Dr. Kobi Abayomi
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Dr. Kobi Abayomi
Visiting Assistant Professor, Duke University
Title: Copula Based Independent Component Analysis
Abstract: We propose a parametric version of Independent Component Analysis (ICA) via Copulas-families of multivariate distributions that join univariate margins to multivariate distributions. Our procedure exploits the role for copula models in information theory and in measures of association, specifically: the use of copulae densities as parametric mutual information, and as measures of association on the rank statistics.
Status
- Workflow status: Published
- Created by: Ruth Gregory
- Created: 10/12/2009
- Modified By: Fletcher Moore
- Modified: 10/07/2016
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