Linear non-Guassian component analysis via maximum likelihood
A tutorial example supporting the paper
Risk, B. B., Matteson, D. S., & Ruppert, D. (2019). Linear non-gaussian component analysis via maximum likelihood. Journal of the American Statistical Association, 114(525), 332-343.
https://www.tandfonline.com/doi/abs/10.1080/01621459.2017.1407772
https://arxiv.org/pdf/1511.01609.pdf
Video showing a simulated example of LNGCA: https://youtu.be/zmo2teK5n8U