On existence and uniqueness of solutions in nonlinear independent component analysis
Aapo Hyvärinen, Petteri Pajunen · 2002
The question of existence and uniqueness of solutions for nonlinear independent component analysis (ICA) is addressed. It is shown that if the space of mixing functions (processes) is not limited, there exists always an infinity of solutions. In particular, it is shown how to construct parametrized families of solutions. The indeterminacies involved are not trivial, as in the linear case. It is also shown how to utilize results of the complex analysis to obtain uniqueness of solutions. We show that for two dimensions, the solution is unique up to a rotation, if the mixing function is constrained to be a conformal mapping, together with some other assumptions. We also conjecture that the solution is strictly unique except in some degenerate cases, since the indeterminacy implied by the rotation is essentially similar to solving the linear ICA problem.