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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 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

The statistical dependencies which independent component analysis (ICA) cannot remove often provide rich information beyond the linear independent components. It would thus be very useful to estimate the dependency structure from data.…

Machine Learning · Statistics 2017-07-28 Hiroaki Sasaki , Michael U. Gutmann , Hayaru Shouno , Aapo Hyvärinen

Independent Component Analysis (ICA) models are very popular semiparametric models in which we observe independent copies of a random vector $X = AS$, where $A$ is a non-singular matrix and $S$ has independent components. We propose a new…

Statistics Theory · Mathematics 2012-06-05 Richard J. Samworth , Ming Yuan

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) is a cornerstone of modern data analysis. Its goal is to recover a latent random vector S with independent components from samples of X=AS where A is an unknown mixing matrix. Critically, all existing…

Machine Learning · Statistics 2018-04-04 Nilin Abrahamsen , Philippe Rigollet

Principal component analysis (PCA) is one of the most widely used dimension reduction and multivariate statistical techniques. From a probabilistic perspective, PCA seeks a low-dimensional representation of data in the presence of…

Machine Learning · Computer Science 2021-01-06 Chihao Zhang , Kuo Gai , Shihua Zhang

Principal component analysis (PCA) is a well-known linear dimension-reduction method that has been widely used in data analysis and modeling. It is an unsupervised learning technique that identifies a suitable linear subspace for the input…

Machine Learning · Statistics 2021-09-10 Shaojie Xu , Joel Vaughan , Jie Chen , Agus Sudjianto , Vijayan Nair

Independent Component Analysis (ICA) is a technique for unsupervised exploration of multi-channel data that is widely used in observational sciences. In its classic form, ICA relies on modeling the data as linear mixtures of non-Gaussian…

Machine Learning · Statistics 2018-08-01 Pierre Ablin , Jean-François Cardoso , Alexandre Gramfort

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an…

Machine Learning · Statistics 2011-06-23 Alfredo A. Kalaitzis , Neil D. Lawrence

Principal component analysis (PCA) is arguably the most widely used approach for large-dimensional factor analysis. While it is effective when the factors are sufficiently strong, it can be inconsistent when the factors are weak and/or the…

Methodology · Statistics 2025-08-22 Zhongyuan Lyu , Ming Yuan

Principal component analysis (PCA) is a standard dimensionality reduction technique used in various research and applied fields. From an algorithmic point of view, classical PCA can be formulated in terms of operations on a multivariate…

Methodology · Statistics 2022-11-08 Ayisha Fayomi , Yannis Pantazis , Michail Tsagris , Andrew T. A. Wood

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

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 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

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

Independent component analysis (ICA) is a method for recovering statistically independent signals from observations of unknown linear combinations of the sources. Some of the most accurate ICA decomposition methods require searching for the…

Machine Learning · Statistics 2016-09-23 Matan Sela , Ron Kimmel

Independent Component Analysis (ICA) is a technique for unsupervised exploration of multi-channel data widely used in observational sciences. In its classical form, ICA relies on modeling the data as a linear mixture of non-Gaussian…

Machine Learning · Statistics 2017-11-30 Pierre Ablin , Jean-François Cardoso , Alexandre Gramfort

Principal Component Analysis (PCA) is a very successful dimensionality reduction technique, widely used in predictive modeling. A key factor in its widespread use in this domain is the fact that the projection of a dataset onto its first…

Machine Learning · Statistics 2017-05-19 Xianghui Luo , Robert J. Durrant

Principal Component Analysis (PCA) is a dimension reduction technique. It produces inconsistent estimators when the dimensionality is moderate to high, which is often the problem in modern large-scale applications where algorithm…

Computation · Statistics 2016-01-29 Qiaoya Zhang , Yiyuan She
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