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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

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. Most of existing methods are based on the minimization of the function of…

Statistics Theory · Mathematics 2017-02-01 Przemysław Spurek , Jacek Tabor , Przemysław Rola , Michał Ociepka

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) 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

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

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

Although approaches to Independent Component Analysis (ICA) based on characteristic function seem theoretically elegant, they may suffer from implementational challenges because of numerical integration steps or selection of tuning…

Methodology · Statistics 2025-11-07 Vincent Starck

We consider the framework of Independent Component Analysis (ICA) for the case where the independent sources and their linear mixtures all reside in a Galois field of prime order P. Similarities and differences from the classical ICA…

Information Theory · Computer Science 2010-07-14 Arie Yeredor

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…

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

We consider the problem of recovering a common latent source with independent components from multiple views. This applies to settings in which a variable is measured with multiple experimental modalities, and where the goal is to…

Machine Learning · Statistics 2019-08-02 Luigi Gresele , Paul K. Rubenstein , Arash Mehrjou , Francesco Locatello , Bernhard Schölkopf

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

Independent Component Analysis (ICA) recently has attracted attention in the statistical literature as an alternative to elliptical models. Whereas k-dimensional elliptical densities depend on one single unspecified radial density, however,…

Methodology · Statistics 2013-12-17 Marc Hallin , Chintan Mehta

Independent Component Analysis (ICA) is an algorithm originally developed for finding separate sources in a mixed signal, such as a recording of multiple people in the same room speaking at the same time. Unlike Principal Component Analysis…

Computation and Language · Computer Science 2024-09-05 Tomáš Musil , David Mareček

We propose an extension of non-parametric multivariate finite mixture models by dropping the standard conditional independence assumption and incorporating the independent component analysis (ICA) structure instead. We formulate an…

Methodology · Statistics 2018-09-11 Xiaotian Zhu , David R. Hunter

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 (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

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) 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

Spatial Independent Components Analysis (ICA) is increasingly used in the context of functional Magnetic Resonance Imaging (fMRI) to study cognition and brain pathologies. Salient features present in some of the extracted Independent…