Uniqueness of non-gaussian subspace analysis

Zusammenfassung

Dimension reduction provides an important tool for preprocessing large scale data sets. A possible model for dimension reduction is realized by projecting onto the non-Gaussian part of a given multivariate recording. We prove that the subspaces of such a projection are unique given that the Gaussian subspace is of maximal dimension. This result therefore guarantees that projection algorithms uniquely recover the underlying lower dimensional data signals.