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We present a novel algorithm for overcomplete independent components analysis (ICA), where the number of latent sources k exceeds the dimension p of observed variables. Previous algorithms either suffer from high computational complexity or…

Independent component analysis (ICA) is a blind source separation method to recover source signals of interest from their mixtures. Most existing ICA procedures assume independent sampling. Second-order-statistics-based source separation…

Machine Learning · Statistics 2022-12-14 Seonjoo Lee , Haipeng Shen , Young K. Truong

The brain effortlessly solves blind source separation (BSS) problems, but the algorithm it uses remains elusive. In signal processing, linear BSS problems are often solved by Independent Component Analysis (ICA). To serve as a model of a…

Neural and Evolutionary Computing · Computer Science 2021-11-18 Yanis Bahroun , Dmitri B Chklovskii , Anirvan M Sengupta

Independent component analysis (ICA) aims at decomposing an observed random vector into statistically independent variables. Deflation-based implementations, such as the popular one-unit FastICA algorithm and its variants, extract the…

Machine Learning · Statistics 2016-11-15 Vicente Zarzoso , Pierre Comon

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

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

A central problem in unsupervised deep learning is how to find useful representations of high-dimensional data, sometimes called "disentanglement". Most approaches are heuristic and lack a proper theoretical foundation. In linear…

Machine Learning · Computer Science 2023-09-06 Aapo Hyvarinen , Ilyes Khemakhem , Hiroshi Morioka

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

In this paper, we investigate the optimal statistical performance and the impact of computational constraints for independent component analysis (ICA). Our goal is twofold. On the one hand, we characterize the precise role of dimensionality…

Statistics Theory · Mathematics 2023-04-03 Arnab Auddy , Ming Yuan

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

Independent component analysis (ICA) is linked up with the problem of estimating a non linear functional of a density, for which optimal estimators are well known. The precision of ICA is analyzed from the viewpoint of functional spaces in…

Statistics Theory · Mathematics 2007-06-13 Pascal Barbedor

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 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

We generalize the low-rank decomposition problem, such as principal and independent component analysis (PCA, ICA) for continuous-time vector-valued signals and provide a model-agnostic implicit neural signal representation framework to…

Machine Learning · Computer Science 2025-07-15 Shayan K. Azmoodeh , Krishna Subramani , Paris Smaragdis

Causal discovery witnessed significant progress over the past decades. In particular, many recent causal discovery methods make use of independent, non-Gaussian noise to achieve identifiability of the causal models. Existence of hidden…

Machine Learning · Statistics 2019-09-06 Chenwei Ding , Mingming Gong , Kun Zhang , Dacheng Tao

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) estimates a demixing matrix that can recover statistically independent sources from linear mixtures. FastICA is a popular ICA algorithm due to its efficiency, but its performance strongly depends on a…

Signal Processing · Electrical Eng. & Systems 2026-04-27 David Watts , Jonathan H. Manton

The decomposition of a sample of images on a relevant subspace is a recurrent problem in many different fields from Computer Vision to medical image analysis. We propose in this paper a new learning principle and implementation of the…

Applications · Statistics 2012-03-19 Stéphanie Allassonniére , Laurent Younes

We propose a novel quasi-Newton method for solving the sparse inverse covariance estimation problem also known as the graphical least absolute shrinkage and selection operator (GLASSO). This problem is often solved using a second-order…

Numerical Analysis · Mathematics 2023-10-18 Gal Shalom , Eran Treister , Irad Yavneh

In the independent component model, the multivariate data is assumed to be a mixture of mutually independent latent components, and in independent component analysis (ICA) the aim is to estimate these latent components. In this paper we…

Statistics Theory · Mathematics 2020-06-23 Jari Miettinen , Markus Matilainen , Klaus Nordhausen , Sara Taskinen