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2012 | OriginalPaper | Buchkapitel

Independent Component Analysis

verfasst von : Seungjin Choi

Erschienen in: Handbook of Natural Computing

Verlag: Springer Berlin Heidelberg

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Abstract

Independent component analysis (ICA) is a statistical method, the goal of which is to decompose multivariate data into a linear sum of non-orthogonal basis vectors with coefficients (encoding variables, latent variables, and hidden variables) being statistically independent. ICA generalizes widely used subspace analysis methods such as principal component analysis (PCA) and factor analysis, allowing latent variables to be non-Gaussian and basis vectors to be non-orthogonal in general. ICA is a density-estimation method where a linear model is learned such that the probability distribution of the observed data is best captured, while factor analysis aims at best modeling the covariance structure of the observed data. We begin with a fundamental theory and present various principles and algorithms for ICA.

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Metadaten
Titel
Independent Component Analysis
verfasst von
Seungjin Choi
Copyright-Jahr
2012
Verlag
Springer Berlin Heidelberg
DOI
https://doi.org/10.1007/978-3-540-92910-9_13

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