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Formulation of the Problem
Independent Component Analysis
This introduction is based on the
tutorial paper
by
Aapo Hyvärinen
and
Erkki Oja
.
Formulation of the Problem
Methods of ICA Estimations
Non-Gaussianity is Independence
Measures of Non-Gaussianity
Minimization of Mutual Information
Preprocessing for ICA
FastICA Algorithm
Appendix
Entropy
Mutual information
Functions of random variables
Newton-Raphson Method (Uni-Variate)
Newton-Raphson Method (Multi-Variate)
About this document ...
Ruye Wang 2018-03-26
