Information Theoretic Approaches to Rincipal and Independent Component Analysis: a Simplified View


Principal Component Analysis (PCA) and Independent Component Analysis (ICA) are the techniques that deal with extracting the independent components from linear mixtures of Gaussian and non-Gaussian data at the input respectively. PCA is a classical method that deals with the second order statistics of data. It is also known as Karhunen-Loeve Transform or… (More)


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