<font color=#003366>1) Minimization of Mutual Information

2) Maximization of non-Gaussianity</font>

The Non-Gaussianity family of ICA algorithms, motivated by the central limit theorem, uses kurtosis and negentropy. The Minimization-of-Mutual information (MMI) family of ICA algorithms uses measures like Kullback-Leibler Divergence and maximum-entropy.

Typical algorithms for ICA use centering, whitening (usually with the Eigen value decomposition), and dimensionality reduction as preprocessing steps in order to simplify and reduce the complexity of the problem for the actual iterative algorithm. Whitening and dimension reduction can be achieved with principal component analysis or singular value decomposition. Whitening ensures that all dimensions are treated equally a priori before the algorithm is run. Algorithms for ICA include infomax, FastICA, and JADE, but there are many others also.

In general, ICA cannot identify the actual number of source signals, a uniquely correct ordering of the source signals, nor the proper scaling (including sign) of the source signals.
### Tagged in:

2) Maximization of non-Gaussianity</font>

The Non-Gaussianity family of ICA algorithms, motivated by the central limit theorem, uses kurtosis and negentropy. The Minimization-of-Mutual information (MMI) family of ICA algorithms uses measures like Kullback-Leibler Divergence and maximum-entropy.

Typical algorithms for ICA use centering, whitening (usually with the Eigen value decomposition), and dimensionality reduction as preprocessing steps in order to simplify and reduce the complexity of the problem for the actual iterative algorithm. Whitening and dimension reduction can be achieved with principal component analysis or singular value decomposition. Whitening ensures that all dimensions are treated equally a priori before the algorithm is run. Algorithms for ICA include infomax, FastICA, and JADE, but there are many others also.

In general, ICA cannot identify the actual number of source signals, a uniquely correct ordering of the source signals, nor the proper scaling (including sign) of the source signals.

You must LOGIN to add comments