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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…

机器学习 · 统计学 2018-04-04 Nilin Abrahamsen , Philippe Rigollet

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…

统计理论 · 数学 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.…

机器学习 · 计算机科学 2015-09-03 Joseph Anderson , Navin Goyal , Anupama Nandi , Luis Rademacher

Independent Component Analysis (ICA) is a popular model for blind signal separation. The ICA model assumes that a number of independent source signals are linearly mixed to form the observed signals. We propose a new algorithm, PEGI (for…

机器学习 · 计算机科学 2015-10-02 James Voss , Mikhail Belkin , Luis Rademacher

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…

统计方法学 · 统计学 2013-06-21 David S. Matteson , Ruey S. Tsay

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…

统计理论 · 数学 2025-10-10 Alvaro Ribot , Anna Seigal , Piotr Zwiernik

We introduce coroICA, confounding-robust independent component analysis, a novel ICA algorithm which decomposes linearly mixed multivariate observations into independent components that are corrupted (and rendered dependent) by hidden…

机器学习 · 统计学 2019-10-31 Niklas Pfister , Sebastian Weichwald , Peter Bühlmann , Bernhard Schölkopf

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…

机器学习 · 统计学 2018-08-01 Pierre Ablin , Jean-François Cardoso , Alexandre Gramfort

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…

统计方法学 · 统计学 2017-10-03 Benjamin B. Risk , David S. Matteson , David Ruppert

Independent component analysis (ICA) is a method for recovering statistically independent signals from observations of unknown linear combinations of the sources. Some of the most accurate ICA decomposition methods require searching for the…

机器学习 · 统计学 2016-09-23 Matan Sela , Ron Kimmel

Independent component analysis (ICA) decomposes multivariate data into mutually independent components (ICs). The ICA model is subject to a constraint that at most one of these components is Gaussian, which is required for model…

统计方法学 · 统计学 2018-05-18 Ze Jin , Benjamin B. Risk , David S. Matteson

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…

机器学习 · 计算机科学 2025-09-17 Yoshitatsu Matsuda , Kazunori Yamaguch

The decomposition of a sample of images on a relevant subspace is a recurrent problem in many different fields from Computer Vision to medical image analysis. We propose in this paper a new learning principle and implementation of the…

应用统计 · 统计学 2012-03-19 Stéphanie Allassonniére , Laurent Younes

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…

机器学习 · 计算机科学 2026-04-13 Yuwen Jiang

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…

机器学习 · 统计学 2023-03-08 Uri Shaham , Jonathan Svirsky , Ori Katz , Ronen Talmon

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…

计算与语言 · 计算机科学 2024-09-05 Tomáš Musil , David Mareček

Independent component analysis (ICA) is a blind source separation method for linear disentanglement of independent latent sources from observed data. We investigate the special setting of noisy linear ICA where the observations are split…

机器学习 · 计算机科学 2023-03-06 Teodora Pandeva , Patrick Forré

Independent component analysis (ICA) estimates a demixing matrix that can recover statistically independent sources from linear mixtures. FastICA is a popular ICA algorithm due to its efficiency, but its performance strongly depends on a…

信号处理 · 电气工程与系统科学 2026-04-27 David Watts , Jonathan H. Manton

Independent Component Analysis (ICA) plays a central role in modern machine learning as a flexible framework for feature extraction. We introduce a horseshoe-type prior with a latent Polya-Gamma scale mixture representation, yielding…

统计方法学 · 统计学 2025-11-17 Jyotishka Datta , Soham Ghosh , Nicholas G. Polson

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.…

机器学习 · 统计学 2017-07-28 Hiroaki Sasaki , Michael U. Gutmann , Hayaru Shouno , Aapo Hyvärinen
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