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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

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 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

Compressive learning forms the exciting intersection between compressed sensing and statistical learning where one exploits forms of sparsity and structure to reduce the memory and/or computational complexity of the learning task. In this…

Machine Learning · Statistics 2021-10-18 Michael P. Sheehan , Mike E. Davies

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

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

We present a generalization of independent component analysis (ICA), where instead of looking for a linear transform that makes the data components independent, we look for a transform that makes the data components well fit by a…

Machine Learning · Computer Science 2013-01-07 Francis R. Bach , Michael I. Jordan

Nonlinear independent component analysis (ICA) aims to uncover the true latent sources from their observable nonlinear mixtures. Despite its significance, the identifiability of nonlinear ICA is known to be impossible without additional…

Machine Learning · Computer Science 2023-11-03 Yujia Zheng , Kun Zhang

A seminal result in the ICA literature states that for $AY = \varepsilon$, if the components of $\varepsilon$ are independent and at most one is Gaussian, then $A$ is identified up to sign and permutation of its rows (Comon, 1994). In this…

Statistics Theory · Mathematics 2024-03-21 Geert Mesters , Piotr Zwiernik

Correspondence analysis (CA) is a multivariate statistical tool used to visualize and interpret data dependencies by finding maximally correlated embeddings of pairs of random variables. CA has found applications in fields ranging from…

Machine Learning · Computer Science 2020-07-01 Hsiang Hsu , Salman Salamatian , Flavio P. Calmon

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) 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 a widely used method in various applications of signal processing and feature extraction. It extends principal component analysis (PCA) and can extract important and complicated components with small…

Machine Learning · Computer Science 2025-09-17 Yoshitatsu Matsuda , Kazunori Yamaguch

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

We investigate the impact of high-order moments on the learning dynamics of an online Independent Component Analysis (ICA) algorithm under a high-dimensional data model composed of a weighted sum of two non-Gaussian random variables. This…

Machine Learning · Statistics 2025-09-19 M. Oguzhan Gultekin , Samet Demir , Zafer Dogan

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

Identifying the causal relations between interested variables plays a pivotal role in representation learning as it provides deep insights into the dataset. Identifiability, as the central theme of this approach, normally hinges on…

Machine Learning · Computer Science 2024-08-13 Boyang Sun , Ignavier Ng , Guangyi Chen , Yifan Shen , Qirong Ho , Kun Zhang

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) 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 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