A STATISTICAL APPROACH TO TESTING MUTUAL INDEPENDENCE OF ICA RECOVERED SOURCES

Kai-Chun Chiu, Zhiyong Liu, Lei Xu · 2003

When independent component analysis (ICA) is applied on real data, the source signals as well as the mixing matrix are blind to users. In such case testing for mutual independence of estimated source signals is of vital importance. In this paper, we illustrate and discuss how testing mutual independence of estimated sources signals can be done in the context of testing multivariate uniformity. 1.

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