How do I find the directions of the independent components if I have already found the mixing matrix?
Let's say that I have this mixing matrix:
$$\mathcal W = \begin{bmatrix} 2 & -2 \\ 2 & 4 \end{bmatrix}$$
so that $\boldsymbol{x}=W\boldsymbol{h}$, where $\boldsymbol{h}$ are the hidden sources: $p(\boldsymbol{h}) = \frac{1}{4}\prod_{i=1}^2exp(|-h_i|)$
I'd like to sketch the independent components and the contours of the distribution in $\boldsymbol{x}$-space.