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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. In this paper we present Multiple-weighted Independent Component Analysis…

Machine Learning · Computer Science 2019-06-04 Andrzej Bedychaj , Przemysław Spurek , Łukasz Struskim , Jacek Tabor

We propose a new method of independent component analysis (ICA) in order to extract appropriate features from high-dimensional data. In general, matrix factorization methods including ICA have a problem regarding the interpretability of…

Machine Learning · Statistics 2024-10-18 Yusuke Endo , Koujin Takeda

Independent Component Analysis (ICA) models are very popular semiparametric models in which we observe independent copies of a random vector $X = AS$, where $A$ is a non-singular matrix and $S$ has independent components. We propose a new…

Statistics Theory · Mathematics 2012-06-05 Richard J. Samworth , Ming Yuan

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

Independent component analysis (ICA) has been shown to be useful in many applications. However, most ICA methods are sensitive to data contamination and outliers. In this article we introduce a general minimum U-divergence framework for…

Methodology · Statistics 2012-10-23 Peng-Wen Chen , Hung Hung , Osamu Komori , Su-Yun Huang , Shinto Eguchi

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

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

Independent component analysis (ICA) is a powerful computational tool for separating independent source signals from their linear mixtures. ICA has been widely applied in neuroimaging studies to identify and characterize underlying brain…

Applications · Statistics 2015-05-01 Ran Shi , Ying Guo

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

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) 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) 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) is a fundamental problem in the field of signal processing, and numerous algorithms have been developed to address this issue. The core principle of these algorithms is to find a transformation matrix…

Signal Processing · Electrical Eng. & Systems 2024-05-21 Liangliang Zhu , Zhebin Song , Xuesen Zhang , Meibin Qi

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

Machine Learning · Statistics 2018-11-21 Amichai Painsky

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

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

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

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 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) 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