Independent component analysis P7

BASIC INDEPENDENT COMPONENT ANALYSIS Independent Component Analysis. Aapo Hyv¨ rinen, Juha Karhunen, Erkki Oja a Copyright  2001 John Wiley & Sons, Inc. ISBNs: 0-471-40540-X (Hardback); 0-471-22131-7 (Electronic) 7 What is Independent Component Analysis? In this chapter, the basic concepts of independent component analysis (ICA) are defined. We start by discussing a couple of practical applications. These serve as motivation for the mathematical formulation of ICA, which is given in the form of a statistical estimation problem. Then we consider under what conditions this model can be estimated, and what exactly can be estimated. After these basic definitions, we go on to discuss the...