Notion of information and independent component analysis
Statistics Theory
2020-06-22 v1 Methodology
Statistics Theory
Abstract
Partial orderings and measures of information for continuous univariate random variables with special roles of Gaussian and uniform distributions are discussed. The information measures and measures of non-Gaussianity including third and fourth cumulants are generally used as projection indices in the projection pursuit approach for the independent component analysis. The connections between information, non-Gaussianity and statistical independence in the context of independent component analysis is discussed in detail.
Keywords
Cite
@article{arxiv.2006.11123,
title = {Notion of information and independent component analysis},
author = {Una Radojicic and Klaus Nordhausen and Hannu Oja},
journal= {arXiv preprint arXiv:2006.11123},
year = {2020}
}