# Tagged Questions

Independent Component Analysis separates the additive combination of multiple signals into their estimated components.

2answers
581 views

### 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 ...
2answers
602 views

### 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 ...
3answers
698 views

### 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 ...
0answers
120 views

### 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 ...
1answer
91 views

### ICA - How do I know the optimal number of components?

I'm trying to use the FastICA algorithm in MATLAB. My question is: How do I know, which is the optimal number of ICs? I have a matrix of 62 samples with 1009 signals and the FastICA algorithm returns ...
2answers
181 views

### 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 ...
2answers
60 views

### Testing whether small Eigenvalues produce a “signal”

My problem is similar to this one but I am looking for a different solution: (so if it should be merged just let me know). Measuring what's 'lost' in PCA dimensionality reduction? I my ...
0answers
20 views

### Can I say independent components of ICA are also linear independent?

In other words, does the independent components form a vector basis? EDIT:Let'me try to clarify the question If I calculate $n$ independent components for a given set of $n$ dimensional ...
0answers
27 views

### Significance of a source phase in a complex ICA

I am using complex-valued ICA to extract sources for complex-valued sensor data. One of the three ambiguities for complex ICA is phase ambiguity, i.e., phase rotation $\exp(i\theta_k)$ of the sources ...
0answers
32 views

### 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 ...
0answers
71 views

### 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 ...
0answers
58 views

### 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?