Amato, U.; Antoniadis, A.; Samarov, A.; Tsybakov, A.B.
(Cambridge, MA; Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 2009-06-09)
We consider the problem of multivariate density estimation when the unknown density is assumed to follow a particular form of dimensionality reduction, a noisy independent factor analysis (IFA) model. In this model the ...