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Principal Components Analysis (PCA) and Independent Component Analysis (ICA) are used to identify global patterns in solar and space data. PCA seeks orthogonal modes of the two-point correlation matrix constructed from a data set. It…

Astrophysics · Physics 2009-11-13 A. C. Cadavid , J. K. Lawrence , A. Ruzmaikin

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 propose to use precise estimators of mutual information (MI) to find least dependent components in a linearly mixed signal. On the one hand this seems to lead to better blind source separation than with any other presently available…

Computational Physics · Physics 2007-07-16 Harald Stögbauer , Alexander Kraskov , Sergey A. Astakhov , Peter Grassberger

We develop a new neural network based independent component analysis (ICA) method by directly minimizing the dependence amongst all extracted components. Using the matrix-based R{\'e}nyi's $\alpha$-order entropy functional, our network can…

Image and Video Processing · Electrical Eng. & Systems 2022-02-16 Hongming Li , Shujian Yu , Jose C. Principe

Independent Component Analysis (ICA) is a foundational tool for unsupervised representation learning, yet its high-dimensional theory remains largely limited to single-component recovery. We develop an asymptotically exact mean-field theory…

Machine Learning · Statistics 2026-05-12 Eser Ilke Genc , Samet Demir , Zafer Dogan

Independent component analysis (ICA) has often been used as a tool to model natural image statistics by separating multivariate signals in the image into components that are assumed to be independent. However, these estimated components…

Computer Vision and Pattern Recognition · Computer Science 2019-01-25 Zhimin Chen , Darius Parvin , Maedbh King , Susan Hao

In this article, we introduce the mean independent component analysis for multivariate time series to reduce the parameter space. In particular, we seek for a contemporaneous linear transformation that detects univariate mean independent…

Methodology · Statistics 2025-04-18 Chung Eun Lee , Zeda Li

Finding overcomplete latent representations of data has applications in data analysis, signal processing, machine learning, theoretical neuroscience and many other fields. In an overcomplete representation, the number of latent features…

Machine Learning · Computer Science 2021-06-10 Jesse A. Livezey , Alejandro F. Bujan , Friedrich T. Sommer

Independent component analysis (ICA) is a powerful method for blind source separation based on the assumption that sources are statistically independent. Though ICA has proven useful and has been employed in many applications, complete…

Machine Learning · Statistics 2016-10-21 Zois Boukouvalas , Yuri Levin-Schwartz , Tulay Adali

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 the most popular method for blind source separation (BSS) with a diverse set of applications, such as biomedical signal processing, video and image analysis, and communications. Maximum likelihood…

Machine Learning · Statistics 2016-10-25 Zois Boukouvalas , Rami Mowakeaa , Geng-Shen Fu , Tulay Adali

Independent Component Analysis (ICA) is the problem of learning a square matrix $A$, given samples of $X=AS$, where $S$ is a random vector with independent coordinates. Most existing algorithms are provably efficient only when each $S_i$…

Machine Learning · Computer Science 2017-02-24 Joseph Anderson , Navin Goyal , Anupama Nandi , Luis Rademacher

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 is intended to recover the mutually independent components from their linear mixtures. This technique has been widely used in many fields, such as data analysis, signal processing, and machine learning. To…

Machine Learning · Statistics 2022-07-13 Yunpeng Li , ZhaoHui Ye

We describe a method for unmixing mixtures of freely independent random variables in a manner analogous to the independent component analysis (ICA) based method for unmixing independent random variables from their additive mixtures. Random…

Machine Learning · Computer Science 2022-02-08 Hao Wu , Raj Rao Nadakuditi

Principal Component Analysis (PCA)-based techniques can separate data into different uncorrelated components and facilitate the statistical analysis as a pre-processing step. Independent Component Analysis (ICA) can separate statistically…

Instrumentation and Methods for Astrophysics · Physics 2023-01-03 Güray Hatipoğlu

Independent component analysis is an unsupervised learning approach for computing the independent components (ICs) from the multivariate signals or data matrix. The ICs are evaluated based on the multiplication of the weight matrix with the…

We present a new straightforward principal component analysis (PCA) method based on the diagonalization of the weighted variance-covariance matrix through two spectral decomposition methods: power iteration and Rayleigh quotient iteration.…

Instrumentation and Methods for Astrophysics · Physics 2014-12-16 Ludovic Delchambre

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

A novel extension of Independent Component and Independent Vector Analysis for blind extraction/separation of one or several sources from time-varying mixtures is proposed. The mixtures are assumed to be separable source-by-source in series…

Signal Processing · Electrical Eng. & Systems 2021-05-12 Zbyněk Koldovský , Václav Kautský , Petr Tichavský