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We present a new algorithm for Independent Component Analysis (ICA) which has provable performance guarantees. In particular, suppose we are given samples of the form $y = Ax + \eta$ where $A$ is an unknown $n \times n$ matrix and $x$ is a…

Machine Learning · Computer Science 2012-11-13 Sanjeev Arora , Rong Ge , Ankur Moitra , Sushant Sachdeva

We consider linear non-Gaussian structural equation models that involve latent confounding. In this setting, the causal structure is identifiable, but, in general, it is not possible to identify the specific causal effects. Instead, a…

Machine Learning · Statistics 2024-08-12 Daniela Schkoda , Elina Robeva , Mathias Drton

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

In recent years, there has been growing interest in jointly analyzing a foreground dataset, representing an experimental group, and a background dataset, representing a control group. The goal of such contrastive investigations is to…

Statistics Theory · Mathematics 2026-01-27 Kexin Wang , Aida Maraj , Anna Seigal

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) 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) aims to find a coordinate system in which the components of the data are independent. In this paper we construct a new nonlinear ICA model, called WICA, which obtains better and more stable results than…

Machine Learning · Computer Science 2020-12-11 Andrzej Bedychaj , Przemysław Spurek , Aleksandra Nowak , Jacek Tabor

Non-Gaussian component analysis (NGCA) is a problem in multidimensional data analysis which, since its formulation in 2006, has attracted considerable attention in statistics and machine learning. In this problem, we have a random variable…

Machine Learning · Computer Science 2019-07-25 Navin Goyal , Abhishek Shetty

Independent Component Analysis (ICA) is a statistical method often used to decompose a complex dataset in its independent sub-parts. It is a powerful technique to solve a typical Blind Source Separation problem. A fast calculation of the…

Astrophysics · Physics 2007-05-23 C. Cecchi , F. Marcucci , G. Tosti

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

Nonlinear independent component analysis (ICA) aims to recover the underlying independent latent sources from their observable nonlinear mixtures. How to make the nonlinear ICA model identifiable up to certain trivial indeterminacies is a…

Machine Learning · Computer Science 2024-02-27 Yujia Zheng , Ignavier Ng , Kun Zhang

Non-gaussian component analysis (NGCA) introduced in offered a method for high dimensional data analysis allowing for identifying a low-dimensional non-Gaussian component of the whole distribution in an iterative and structure adaptive way.…

Statistics Theory · Mathematics 2009-04-24 Elmar Diederichs , Anatoli Juditsky , Vladimir Spokoiny , Christof Schuette

Independent Component Analysis (ICA) aims to recover independent latent variables from observed mixtures thereof. Causal Representation Learning (CRL) aims instead to infer causally related (thus often statistically dependent) latent…

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

Independent component analysis (ICA) studies mixtures of independent latent sources. An ICA model is identifiable if the mixing can be recovered uniquely. It is well-known that ICA is identifiable if and only if at most one source is…

Statistics Theory · Mathematics 2024-01-29 Kexin Wang , Anna Seigal

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 popular ICA methods use kurtosis as a metric of non-Gaussianity to…

Machine Learning · Statistics 2018-02-16 P. Spurek , P. Rola , J. Tabor , A. Czechowski

Independent component analysis (ICA) is a widely used BSS method that can uniquely achieve source recovery, subject to only scaling and permutation ambiguities, through the assumption of statistical independence on the part of the latent…

Machine Learning · Statistics 2018-01-29 Zois Boukouvalas

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

Non-Gaussian Component Analysis (NGCA) is the following distribution learning problem: Given i.i.d. samples from a distribution on $\mathbb{R}^d$ that is non-gaussian in a hidden direction $v$ and an independent standard Gaussian in the…

Data Structures and Algorithms · Computer Science 2021-12-17 Ilias Diakonikolas , Daniel M. Kane

We introduce a new analysis method to deal with stationary non-Gaussian noises in gravitational wave detectors in terms of the independent component analysis. First, we consider the simplest case where the detector outputs are linear…

General Relativity and Quantum Cosmology · Physics 2016-11-03 Soichiro Morisaki , Jun'ichi Yokoyama , Kazunari Eda , Yousuke Itoh