Statistical and probabilistic fundamentals of ICA

Mark Girolami · 2004

Independent component analysis (ICA) can be viewed both as a multivariate statistical transformation and as describing a probabilistic generative latent variable model. Both of these viewpoints form the basis of a number of ICA algorithms and methods currently available. This talk will present the basic theoretical representations which underpin most ICA algorithms commonly available for various biomedical applications. (12 pages)

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