- Matlab code for NGCA (Non-Gaussian
Components Analysis), a multi-index FastICA type method
finding non-Gaussian linear components. This code was used in
our JMLR paper. See the demo script for an example.
- Matlab
code for the algorithms and simulations in the paper
"Some non-asymptotic results on resampling in high
dimension". Hosted by my
co-author Sylvain
Arlot . I promised to write an R version. You can complain
to me that it does not exist yet.