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Independent component analysis (ICA) decomposes multivariate data into mutually independent components (ICs). The ICA model is subject to a constraint that at most one of these components is Gaussian, which is required for model…

Methodology · Statistics 2018-05-18 Ze Jin , Benjamin B. Risk , David S. Matteson

Independent Component Analysis (ICA) is a fundamental unsupervised learning technique foruncovering latent structure in data by separating mixed signals into their independent sources. While substantial progress has been made in…

Machine Learning · Computer Science 2026-04-13 Yuwen Jiang

We deal with a model where a set of observations is obtained by a linear superposition of unknown components called sources. The problem consists in recovering the sources without knowing the linear transform. We extend the well-known…

Signal Processing · Electrical Eng. & Systems 2023-12-14 Marc Castella

Independent component analysis (ICA) is a blind source separation method for linear disentanglement of independent latent sources from observed data. We investigate the special setting of noisy linear ICA where the observations are split…

Machine Learning · Computer Science 2023-03-06 Teodora Pandeva , Patrick Forré

Independent Component Analysis (ICA) is a classical method for recovering latent variables with useful identifiability properties. For independent variables, cumulant tensors are diagonal; relaxing independence yields tensors whose zero…

Statistics Theory · Mathematics 2025-10-10 Alvaro Ribot , Anna Seigal , Piotr Zwiernik

This paper introduces a novel statistical framework for independent component analysis (ICA) of multivariate data. We propose methodology for estimating and testing the existence of mutually independent components for a given dataset, and a…

Methodology · Statistics 2013-06-21 David S. Matteson , Ruey S. Tsay

Causal discovery based on Independent Component Analysis (ICA) has achieved remarkable success through the LiNGAM framework, which exploits non-Gaussianity and independence of noise variables to identify causal order. However, classical…

Information Theory · Computer Science 2026-01-26 Joe Suzuki

Independent Mechanism Analysis (IMA) seeks to address non-identifiability in nonlinear Independent Component Analysis (ICA) by assuming that the Jacobian of the mixing function has orthogonal columns. As typical in ICA, previous work…

Machine Learning · Statistics 2023-12-22 Shubhangi Ghosh , Luigi Gresele , Julius von Kügelgen , Michel Besserve , Bernhard Schölkopf

Recent work has shown that finite mixture models with $m$ components are identifiable, while making no assumptions on the mixture components, so long as one has access to groups of samples of size $2m-1$ which are known to come from the…

Statistics Theory · Mathematics 2022-07-25 Robert A. Vandermeulen , René Saitenmacher

Independent component analysis (ICA) is a widely used method in various applications of signal processing and feature extraction. It extends principal component analysis (PCA) and can extract important and complicated components with small…

Machine Learning · Computer Science 2025-09-17 Yoshitatsu Matsuda , Kazunori Yamaguch

We study the problem of testing the covariance matrix of a high-dimensional Gaussian in a robust setting, where the input distribution has been corrupted in Huber's contamination model. Specifically, we are given i.i.d. samples from a…

Machine Learning · Computer Science 2021-01-01 Ilias Diakonikolas , Daniel M. Kane

Identifying the causal relations between interested variables plays a pivotal role in representation learning as it provides deep insights into the dataset. Identifiability, as the central theme of this approach, normally hinges on…

Machine Learning · Computer Science 2024-08-13 Boyang Sun , Ignavier Ng , Guangyi Chen , Yifan Shen , Qirong Ho , Kun Zhang

The ability to quantify distinctness of a cluster structure is fundamental for certain simulation studies, in particular for those comparing performance of different classification algorithms. The intrinsic integral measure based on the…

Statistics Theory · Mathematics 2014-07-29 Ewa Nowakowska , Jacek Koronacki , Stan Lipovetsky

Independent Component Analysis (ICA) - one of the basic tools in data analysis - aims to find a coordinate system in which the components of the data are independent. Most of existing methods are based on the minimization of the function of…

Statistics Theory · Mathematics 2017-02-01 Przemysław Spurek , Jacek Tabor , Przemysław Rola , Michał Ociepka

Independent component analysis (ICA) is a computational method for separating a multivariate signal into subcomponents assuming the mutual statistical independence of the non-Gaussian source signals. The classical Independent Components…

Information Theory · Computer Science 2015-05-19 Huy Nguyen , Rong Zheng

Independent Component Analysis (ICA) uses a measure of non-Gaussianity to identify latent sources from data and estimate their mixing coefficients (Shimizu et al., 2006). Meanwhile, higher-order Orthogonal Machine Learning (OML) exploits…

Machine Learning · Statistics 2026-03-02 Patrik Reizinger , Lester Mackey , Wieland Brendel , Rahul Krishnan

Instrumental variable models allow us to identify a causal function between covariates $X$ and a response $Y$, even in the presence of unobserved confounding. Most of the existing estimators assume that the error term in the response $Y$…

Machine Learning · Statistics 2022-09-23 Sorawit Saengkyongam , Leonard Henckel , Niklas Pfister , Jonas Peters

Reliable measures of statistical dependence could be useful tools for learning independent features and performing tasks like source separation using Independent Component Analysis (ICA). Unfortunately, many of such measures, like the…

Machine Learning · Statistics 2017-10-17 Philemon Brakel , Yoshua Bengio

Independent component analysis (ICA) has been widely used for blind source separation in many fields such as brain imaging analysis, signal processing and telecommunication. Many statistical techniques based on M-estimates have been…

Methodology · Statistics 2009-09-29 Aiyou Chen , Peter J. Bickel

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 data are generated by…

Applications · Statistics 2009-06-17 Umberto Amato , Anestis Antoniadis , Alexander Samarov , Alexander Tsybakov