Symmetry breaking in quasi-1D Coulomb systems

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Date
2010
Volume
1547
Issue
Journal
Series Titel
WIAS Preprints
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Publisher
Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik
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Abstract

Let a high-dimensional random vector vecX can be represented as a sum of two components - a signa vecS, which belongs to some low-dimensional subspace mathcalS, and a noise component vecN. This paper presents a new approach for estimating the subspace mathcalS based on the ideas of the Non-Gaussian Component Analysis. Our approach avoids the technical difficulties that usually exist in similar methods - it doesn't require neither the estimation of the inverse covariance matrix of vecX nor the estimation of the covariance matrix of vecN

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Citation
Aizenman, M., Jansen, S., & Jung, P. (2010). Symmetry breaking in quasi-1D Coulomb systems. Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik.
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