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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 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) is a fundamental statistical tool used to reveal hidden generative processes from observed data. However, traditional ICA approaches struggle with the rotational invariance inherent in Gaussian…

Machine Learning · Computer Science 2024-08-21 Ignavier Ng , Yujia Zheng , Xinshuai Dong , Kun Zhang

Independent Component Analysis (ICA) is a statistical tool that decomposes an observed random vector into components that are as statistically independent as possible. ICA over finite fields is a special case of ICA, in which both the…

Machine Learning · Statistics 2018-11-14 Amichai Painsky , Saharon Rosset , Meir Feder

A framework named Copula Component Analysis (CCA) for blind source separation is proposed as a generalization of Independent Component Analysis (ICA). It differs from ICA which assumes independence of sources that the underlying components…

Information Retrieval · Computer Science 2007-05-23 Jian Ma , Zengqi Sun

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

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

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

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) 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

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 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

Independent component analysis (ICA) is a statistical method for transforming an observable multidimensional random vector into components that are as statistically independent as possible from each other.Usually the ICA framework assumes a…

Information Theory · Computer Science 2015-08-21 Amichai Painsky , Saharon Rosset , Meir Feder

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) 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) is popular in many applications, including cognitive neuroscience and signal processing. Due to computational constraints, principal component analysis is used for dimension reduction prior to ICA…

Methodology · Statistics 2017-10-03 Benjamin B. Risk , David S. Matteson , David Ruppert

Latent variable discovery is a central problem in data analysis with a broad range of applications in applied science. In this work, we consider data given as an invertible mixture of two statistically independent components and assume that…

Machine Learning · Statistics 2023-03-08 Uri Shaham , Jonathan Svirsky , Ori Katz , Ronen Talmon

Independent Mechanism Analysis (IMA) seeks to address non-identifiability in nonlinear Independent Component Analysis (ICA) by assuming that the Jacobian of the mixing function has orthogonal columns. As typical in ICA, previous work…

Machine Learning · Statistics 2023-12-22 Shubhangi Ghosh , Luigi Gresele , Julius von Kügelgen , Michel Besserve , Bernhard Schölkopf

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) is the problem of efficiently recovering a matrix $A \in \mathbb{R}^{n\times n}$ from i.i.d. observations of $X=AS$ where $S \in \mathbb{R}^n$ is a random vector with mutually independent coordinates.…

Machine Learning · Computer Science 2015-09-03 Joseph Anderson , Navin Goyal , Anupama Nandi , Luis Rademacher