Strong Sub- and Super-Gaussianity

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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.
Jason A. Palmer, Kenneth Kreutz-Delgado, Scott Mak
Added 11 Feb 2011
Updated 11 Feb 2011
Type Journal
Year 2010
Where ICA
Authors Jason A. Palmer, Kenneth Kreutz-Delgado, Scott Makeig
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