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Questions tagged [ica]

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

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Constraining SVD 'U' matrix in MATLAB [on hold]

I am working on a project where I have multiple signals. Each of these signals is some value through time. For example, I have 3 unknown signals x,y,z and I measure 2 signals a,b. BUT a=x+z & b=y+...
50 views

FastICA results not exactly consistent on repetition

I have asked this on stack overflow but couldn't get an answer. I am using the fastICA implementation in R. Example code: ...
24 views

Independent Component Regression using sklearn's FastICA

I am trying something along these lines ...
44 views

Estimation of NegEntropy

I am trying to evaluate the different ICA algorithms. To do that, one of the measure which I use, is to estimate the non-gaussianity using NegEntropy. I am trying to find a formula/function which can ...
38 views

144 views

Reducing number of variables for Independent Component Analysis

Say I have a dataset with $n$ observations of $p$ random variables. Since $p$ is "large" (mine is 72), I would like to perform a fastICA only on a subset of $k$ variables, maintaining the same number ...
233 views

What is the difference between independent subspace analysis and independent component analysis?

What is the difference between independent subspace analysis (ISA) and independent component analysis (ICA)?
431 views

Blind source separation of convex mixture?

Suppose I have $n$ independent sources, $X_1, X_2, ..., X_n$ and I observe $m$ convex mixtures: \begin{align} Y_1 &= a_{11}X_1 + a_{12}X_2 + \cdots + a_{1n}X_n\\ ...&\\ Y_m &= a_{m1}X_1 + ...
2k views

Linear independence vs statistical independence (PCA and ICA)

I'm reading this interesting paper on application of ICA to gene expression data. The authors write: [T]here is no requirement for PCA components to be statistically independent. That is true, ...
236 views

Independent component analysis with nonnegative mixing matrix

In independent component(s?) analysis, I have the observed signal, $O$, the mixing matrix, $A$, and the source matrix, $S$, with $O ≈ AS$ I've found some literature on ICA with the sources assumed to ...
3k views

Why do we whiten the data before running ICA?

Why do we usually pre-whiten the data before doing independent components analysis (ICA), like making all eigenvalues equal? Doesn't that take away some information regarding the data?
518 views

Is it a good idea to use log scale on scree plots for PCA/ICA/FA?

I always found the concept of determining the "ideal" number of components/factors for an ICA/PCA/FA via a scree plot useful and quick, but also a bit shaky. In an effort to try to make the scree ...
5k views

Does ICA require to run PCA first?

I reviewed an application-based paper saying that applying PCA before applying ICA (using fastICA package). My question is, does ICA (fastICA) require PCA to be run first? This paper mentioned that ...
1k views

SVD & ICA — or why doesn't the other rotation matrix in SVD solve for independent components?

When data are a linear mixture of non-gaussian sources, it can be shown that with a rotation, an independent rescaling of each of the rotated axes, and a second rotation you can recover the original, ...
335 views

Extracting nonorthogonal sources in ICA/PCA/blind source seperation problem

My problem is essentially a 'blind source separation' problem. I have 3 non-orthogonal sources (or basis functions) and N random linear combinations (mixes) of said sources. My problem is to obtain ...
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 ...