Strong Sub- and Super-Gaussianity

We introduce the terms strong sub- and super-Gaussianity to refer to the previously introduced class of densities log-concave is x2 and log-convex in x2 respectively. We derive relationships among the various definitions of suband super-Gaussianity, and show that strong sub- and super-Gaussianity are related to the score function being star-shaped upward or downward with respect to the origin. We illustrate the definitions and results by extending a theorem of Benveniste, Goursat, and Ruget on uniqueness of separating local optima in ICA.

• Type: Journal
• Year: 2010
• Where: ICA
• Authors: Jason A. Palmer, Kenneth Kreutz-Delgado, Scott Makeig
• Keywords: ICA 2010, Local Optima, Score Function, Signal Processing, Various Definitions