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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

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

In this paper we derive a new framework for independent component analysis (ICA), called measure-transformed ICA (MTICA), that is based on applying a structured transform to the probability distribution of the observation vector, i.e.,…

Methodology · Statistics 2013-12-10 Koby Todros , Alfred O. Hero

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…

In this paper the conditions for identifiability, separability and uniqueness of linear complex valued independent component analysis (ICA) models are established. These results extend the well-known conditions for solving real-valued ICA…

Information Theory · Computer Science 2011-11-09 Jan Eriksson , Visa Koivunen

We consider principal component analysis for contaminated data-set in the high dimensional regime, where the dimensionality of each observation is comparable or even more than the number of observations. We propose a deterministic…

Machine Learning · Computer Science 2012-06-22 Jiashi Feng , Huan Xu , Shuicheng Yan

This paper studies optimal estimation of large-dimensional nonlinear factor models. The key challenge is that the observed variables are possibly nonlinear functions of some latent variables where the functional forms are left unspecified.…

Statistics Theory · Mathematics 2023-11-14 Yingjie Feng

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

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) is a powerful tool for decomposing a multivariate signal or distribution into fully independent sources, not just uncorrelated ones. Unfortunately, most approaches to ICA are not robust against outliers.…

Computation · Statistics 2025-05-15 Sarah Leyder , Jakob Raymaekers , Peter J. Rousseeuw , Tom Van Deuren , Tim Verdonck

Independent Component Analysis (ICA) is an important step in EEG processing for a wide-ranging set of applications. However, ICA requires well-designed studies and data collection practices to yield optimal results. Past studies have…

Signal Processing · Electrical Eng. & Systems 2025-06-13 Gwenevere Frank , Seyed Yahya Shirazi , Jason Palmer , Gert Cauwenberghs , Scott Makeig , Arnaud Delorme

Word embeddings represent words as multidimensional real vectors, facilitating data analysis and processing, but are often challenging to interpret. Independent Component Analysis (ICA) creates clearer semantic axes by identifying…

Computation and Language · Computer Science 2024-06-19 Rongzhi Li , Takeru Matsuda , Hitomi Yanaka

We propose a general method for constructing confidence intervals and statistical tests for single or low-dimensional components of a large parameter vector in a high-dimensional model. It can be easily adjusted for multiplicity taking…

Statistics Theory · Mathematics 2014-06-24 Sara van de Geer , Peter Bühlmann , Ya'acov Ritov , Ruben Dezeure

Principal component analysis (PCA) is one of the most commonly used statistical procedures with a wide range of applications. This paper considers both minimax and adaptive estimation of the principal subspace in the high dimensional…

Statistics Theory · Mathematics 2014-01-08 T. Tony Cai , Zongming Ma , Yihong Wu

Canonical correlation analysis is a classical technique for exploring the relationship between two sets of variables. It has important applications in analyzing high dimensional datasets originated from genomics, imaging and other fields.…

Methodology · Statistics 2016-04-05 Chao Gao , Zongming Ma , Harrison H. Zhou

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

Independent component analysis (ICA) has been used in many applications, including self-interference cancellation for in-band full-duplex wireless systems and anomaly detection in industrial internet of things. This paper presents a…

Signal Processing · Electrical Eng. & Systems 2022-05-03 Hsi-Hung Lu , Chung-An Shen , Mohammed E. Fouda , Ahmed M. Eltawil

A method is devised for numerically solving a class of finite-horizon optimal control problems subject to cascade linear discrete-time dynamics. It is assumed that the linear state and input inequality constraints, and the quadratic measure…

Optimization and Control · Mathematics 2017-10-13 Michael Cantoni , Farhad Farokhi , Eric C. Kerrigan , Iman Shames

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

Cosine similarity is widely used to measure the similarity between two embeddings, while interpretations based on angle and correlation coefficient are common. In this study, we focus on the interpretable axes of embeddings transformed by…

Computation and Language · Computer Science 2024-12-18 Hiroaki Yamagiwa , Momose Oyama , Hidetoshi Shimodaira