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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

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

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

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

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) 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

The analysis of the wavelength-dependent albedo of exoplanets represents a direct way to provide insight of their atmospheric composition and to constrain theoretical planetary atmosphere modelling. Wavelength-dependent albedo can be…

Instrumentation and Methods for Astrophysics · Physics 2019-10-09 Paolo Di Marcantonio , Carlo Morossi , Mariagrazia Franchini , Holger Lehmann

Independent Component Analysis (ICA) has recently been shown to be a promising new path in data analysis and de-trending of exoplanetary time series signals. Such approaches do not require or assume any prior or auxiliary knowledge on the…

Earth and Planetary Astrophysics · Physics 2015-06-15 I. P. Waldmann

We construct an adaptive wavelet estimator that attains minimax near-optimal rates in a wide range of Besov balls. The convergence rates are affected only by the weakest dependence amongst the channels, and take into account both noise…

Statistics Theory · Mathematics 2018-06-20 Rida Benhaddou

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) has been a popular dimension reduction tool in statistical machine learning and signal processing. In this paper, we present a convergence analysis for an online tensorial ICA algorithm, by viewing the…

Machine Learning · Computer Science 2021-07-30 Chris Junchi Li , Michael I. Jordan

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) 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

Assume that $(X_t)_{t\in\Z}$ is a real valued time series admitting a common marginal density $f$ with respect to Lebesgue's measure. Donoho {\it et al.} (1996) propose a near-minimax method based on thresholding wavelets to estimate $f$ on…

Statistics Theory · Mathematics 2011-03-17 Irène Gannaz , Olivier Wintenberger

Independent Component Analysis (ICA) is a technique for unsupervised exploration of multi-channel data widely used in observational sciences. In its classical form, ICA relies on modeling the data as a linear mixture of non-Gaussian…

Machine Learning · Statistics 2017-11-30 Pierre Ablin , Jean-François Cardoso , Alexandre Gramfort

A $d$-dimensional nonparametric additive regression model with dependent observations is considered. Using the marginal integration technique and wavelets methodology, we develop a new adaptive estimator for a component of the additive…

Statistics Theory · Mathematics 2012-08-07 Christophe Chesneau , Jalal M. Fadili , Bertrand Maillot

We consider density estimation for Besov spaces when each sample is quantized to only a limited number of bits. We provide a noninteractive adaptive estimator that exploits the sparsity of wavelet bases, along with a simulate-and-infer…

Statistics Theory · Mathematics 2021-07-22 Jayadev Acharya , Clément L. Canonne , Aditya Vikram Singh , Himanshu Tyagi

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

We study the nonparametric estimation of the jump density of a compound Poisson process from the discrete observation of one trajectory over $[0,T]$. We consider the microscopic regime when the sampling rate $\Delta=\Delta_T\rightarrow0$ as…

Statistics Theory · Mathematics 2012-03-15 Céline Duval

Independent component analysis (ICA) is a powerful method for blind source separation based on the assumption that sources are statistically independent. Though ICA has proven useful and has been employed in many applications, complete…

Machine Learning · Statistics 2016-10-21 Zois Boukouvalas , Yuri Levin-Schwartz , Tulay Adali