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Independent Component Analysis: Algorithms and …

Independent Component Analysis: Algorithms and …

www.cs.helsinki.fi

Independent component analysis (ICA) is a recently developed method in which the goal is to fin d a linear representation of nongaussian data so that the components are statistically independent, or as independent as possible.

  Analysis, Component, Independent, Independent component analysis

Independent Component Analysis (ICA)

Independent Component Analysis (ICA)

sci.utah.edu

independent components; as they are random variables, the most natural way to do this is to assume that each has unit variance: E{s i 2}= 1. Note that this still leaves the ambiguity of the sign: we could multiply the an independent component by −1 without affecting the model. This ambiguity is, fortunately, insignificant in most applications.

  Analysis, Component, Independent, Independent component analysis, Independent component

Independent Component Analysis

Independent Component Analysis

www.cs.helsinki.fi

2.8 Stochastic processes * 43 2.8.1 Introduction and definition 43 2.8.2 Stationarity, mean, and autocorrelation 45 2.8.3 Wide-sense stationary processes 46 2.8.4 Time averages and ergodicity 48 2.8.5 Power spectrum 49 2.8.6 Stochastic signal models 50 2.9 Concluding remarks and references 51 Problems 52 3 Gradients and Optimization Methods 57

  Analysis, Introduction, Processes, Component, Independent, Stochastic, Stochastic processes, Independent component analysis

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