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Independent Component Analysis (ICA) plays a central role in modern machine learning as a flexible framework for feature extraction. We introduce a horseshoe-type prior with a latent Polya-Gamma scale mixture representation, yielding…

Methodology · Statistics 2025-11-17 Jyotishka Datta , Soham Ghosh , Nicholas G. Polson

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

Background: Independent Component Analysis (ICA) is a widespread tool for exploration and denoising of electroencephalography (EEG) or magnetoencephalography (MEG) signals. In its most common formulation, ICA assumes that the signal matrix…

Signal Processing · Electrical Eng. & Systems 2020-08-25 Pierre Ablin , Jean-François Cardoso , Alexandre Gramfort

Independent component analysis (ICA) is the problem of efficiently recovering a matrix $A \in \mathbb{R}^{n\times n}$ from i.i.d. observations of $X=AS$ where $S \in \mathbb{R}^n$ is a random vector with mutually independent coordinates.…

Machine Learning · Computer Science 2015-09-03 Joseph Anderson , Navin Goyal , Anupama Nandi , Luis Rademacher

Machine learning and data analysis now finds both scientific and industrial application in biology, chemistry, geology, medicine, and physics. These applications rely on large quantities of data gathered from automated sensors and user…

Machine Learning · Computer Science 2017-05-26 Joseph Anderson

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

We propose generalized additive partial linear models for complex data which allow one to capture nonlinear patterns of some covariates, in the presence of linear components. The proposed method improves estimation efficiency and increases…

Statistics Theory · Mathematics 2014-05-26 Li Wang , Lan Xue , Annie Qu , Hua Liang

Linear non-Gaussian causal models postulate that each random variable is a linear function of parent variables and non-Gaussian exogenous error terms. We study identification of the linear coefficients when such models contain latent…

Methodology · Statistics 2026-03-05 Daniele Tramontano , Mathias Drton , Jalal Etesami

Non-Gaussian component analysis (NGCA) is aimed at identifying a linear subspace such that the projected data follows a non-Gaussian distribution. In this paper, we propose a novel NGCA algorithm based on log-density gradient estimation.…

Machine Learning · Statistics 2016-01-29 Hiroaki Sasaki , Gang Niu , Masashi Sugiyama

We consider the problem of inferring the causal structure from observational data, especially when the structure is sparse. This type of problem is usually formulated as an inference of a directed acyclic graph (DAG) model. The linear…

Machine Learning · Statistics 2025-08-21 Kazuharu Harada , Hironori Fujisawa

Auto-Associative models cover a large class of methods used in data analysis. In this paper, we describe the generals properties of these models when the projection component is linear and we propose and test an easy to implement…

Applications · Statistics 2012-09-21 Serge Iovleff

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise. The maximum likelihood solution for the model is an eigenvalue problem on the…

Machine Learning · Computer Science 2012-06-22 Alfredo Kalaitzis , Neil Lawrence

Independent Component Analysis (ICA) was introduced in the 1980's as a model for Blind Source Separation (BSS), which refers to the process of recovering the sources underlying a mixture of signals, with little knowledge about the source…

Statistics Theory · Mathematics 2026-02-09 Syamantak Kumar , Purnamrita Sarkar , Peter Bickel , Derek Bean

Independent component analysis (ICA) is a fundamental problem in the field of signal processing, and numerous algorithms have been developed to address this issue. The core principle of these algorithms is to find a transformation matrix…

Signal Processing · Electrical Eng. & Systems 2024-05-21 Liangliang Zhu , Zhebin Song , Xuesen Zhang , Meibin Qi

We present a generalization of independent component analysis (ICA), where instead of looking for a linear transform that makes the data components independent, we look for a transform that makes the data components well fit by a…

Machine Learning · Computer Science 2013-01-07 Francis R. Bach , Michael I. Jordan

Independent component analysis (ICA) is an unsupervised learning method popular in functional magnetic resonance imaging (fMRI). Group ICA has been used to search for biomarkers in neurological disorders including autism spectrum disorder…

Methodology · Statistics 2021-01-14 Yuxuan Zhao , David S. Matteson , Mary Beth Nebel , Stewart H. Mostofsky , Benjamin Risk

Previous analytical studies of on-line Independent Component Analysis (ICA) learning rules have focussed on asymptotic stability and efficiency. In practice the transient stages of learning will often be more significant in determining the…

Disordered Systems and Neural Networks · Physics 2007-05-23 Magnus Rattray

Canonical Correlation Analysis (CCA) is a linear representation learning method that seeks maximally correlated variables in multi-view data. Non-linear CCA extends this notion to a broader family of transformations, which are more powerful…

Machine Learning · Computer Science 2020-02-11 Amichai Painsky , Meir Feder , Naftali Tishby

Independent component analysis (ICA) has become a standard data analysis technique applied to an array of problems in signal processing and machine learning. This tutorial provides an introduction to ICA based on linear algebra formulating…

Machine Learning · Computer Science 2014-04-14 Jonathon Shlens

An important task in data analysis is the discovery of causal relationships between observed variables. For continuous-valued data, linear acyclic causal models are commonly used to model the data-generating process, and the inference of…