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    Classification and clustering: models, software and applications
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2009) Mucha, Hans-Joachim; Ritter, Gunter
    We are pleased to present the report on the 30th Fall Meeting of the working group ``Data Analysis and Numerical Classification'' (AG-DANK) of the German Classification Society. The meeting took place at the Weierstrass Institute for Applied Analysis and Stochastics (WIAS), Berlin, from Friday Nov. 14 till Saturday Nov. 15, 2008. Already 12 years ago, WIAS had hosted a traditional Fall Meeting with special focus on classification and multivariate graphics (Mucha and Bock, 1996). This time, the special topics were stability of clustering and classification, mixture decomposition, visualization, and statistical software.
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    In search on non-Gaussian components of a high-dimensional distribution
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2006) Blanchard, Gilles; Kawanabe, Motoaki; Sugiyama, Masashi; Spokoiny, Vladimir; Müller, Klaus-Robert
    Finding non-Gaussian components of high-dimensional data is an important preprocessing step for efficient information processing. This article proposes a new em linear method to identify the "non-Gaussian subspace'' within a very general semi-parametric framework. Our proposed method, called NGCA (Non-Gaussian Component Analysis), is essentially based on the fact that we can construct a linear operator which, to any arbitrary nonlinear (smooth) function, associates a vector which belongs to the low dimensional non-Gaussian target subspace up to an estimation error. By applying this operator to a family of different nonlinear functions, one obtains a family of different vectors lying in a vicinity of the target space. As a final step, the target space itself is estimated by applying PCA to this family of vectors. We show that this procedure is consistent in the sense that the estimaton error tends to zero at a parametric rate, uniformly over the family, Numerical examples demonstrate the usefulness of our method