Independent Component Analysis separates the additive combination of multiple signals into their estimated components.
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Relationship between mutual information and change of variables
On pages 11-12 of this tutorial, equation 28
$$ I(y_1,...,y_n) = \sum_i H(y_i) - H(x) - \log | \det(W)|$$
draws a connection between mutual information and an invertible linear transformation for $y ...
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Examples of Artificial Neural Networks performing Independent Component Analysis
Would someone point me to a reference/publication with a good example of an Artificial Neural Network that performs Independent Component Analysis?
Which types of architecture are suitable for this ...
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What are the similarities between ICA and LSA in machine learning?
I couldn't find much information on the main similarities between Independent Component Analysis and Latent Semantic Analysis.
Does anyone know the key similarity / similarities?
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PCA, ICA and Laplacian eigenmaps
I am very interested in the Laplacian eigenmaps method. Currently, I am using it to do dimension reduction for my medical data sets.
However, I have run into a problem using the method.
For ...
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What is the relationship between independent component analysis and factor analysis?
I am new to Independent Component Analysis (ICA) and have just a rudimentary understanding of the the method. It seems to me that ICA is similar to Factor Analysis (FA) with one exception: ICA assumes ...
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When will PCA be equivalent to ICA?
$X = AS$ where $A$ is my mixing matrix and each column of $S$ represents my sources. $X$ is the data I observe.
If the columns of $S$ are independent and Gaussian, will the components of PCA be ...
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Using kurtosis to assess significance of components from independent component analysis
In PCA eigenvalues determine the order of components. In ICA I am using kurtosis to obtain the ordering. What are some accepted methods to assess the number, (given I have the order) of components ...
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How do I select the number of components for independent components analysis?
In the absence of good a priori guesses about the number of components to request in Independent Components Analysis, I'm looking to automate a selection process. I think that a reasonable criterion ...
