Independent Components Analysis
James V. Stone · Wiley StatsRef: Statistics Reference Online · 2014
Abstract Independent component analysis (ICA) extracts statistically independent variables from a set of measured variables, where each measured variable is affected by a number of underlying physical causes. Extracting such variables is desirable because independent variables are usually generated by different physical processes. Thus, by extracting independent variables, ICA can effectively extract the underlying physical causes for a given set of measured variables.