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Independent Component Analysis (ICA)
) the joint probability density function (pdf) of y 1 and y 2. – Let us further denote by p 1 (y 1) the marginal pdf of y 1, i.e. the pdf of y 1 when it is considered alone, likewise, p 2 (y 2) the marginal pdf of y 2 • Then, we define y 1 and y 2 are independent if and only if the joint pdf is factorizable in the following way:
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