Independent Component Analysis: A Flexible Nonlinearity and Decorrelating Manifold Approach

@article{Everson1999IndependentCA,
  title={Independent Component Analysis: A Flexible Nonlinearity and Decorrelating Manifold Approach},
  author={Richard M. Everson and Stephen J. Roberts},
  journal={Neural Computation},
  year={1999},
  volume={11},
  pages={1957-1983}
}
Independent component analysis (ICA) finds a linear transformation to variables that are maximally statistically independent. We examine ICA and algorithms for finding the best transformation from the point of view of maximizing the likelihood of the data. In particular, we discuss the way in which scaling of the unmixing matrix permits a static nonlinearity to adapt to various marginal densities. We demonstrate a new algorithm that uses generalized exponential functions to model the marginal… CONTINUE READING