ICA by Maximum Likelihood Estimation
A very popular approach for estimating the independent component analysis (ICA) model is maximum likelihood (ML) estimation. Maximum likelihood estimation is a fundamental method of statistical estimation; a short introduction was provided in Section 4.5. One interpretation of ML estimation is that we take those parameter values as estimates that give the highest probability for the observations. In this section, we show how to apply ML estimation to ICA estimation. We also show its close connection to the neural network principle of maximization of information ﬂow (infomax).
9.1 THE LIKELIHOOD OF THE ICA MODEL 9.1.1 Deriving the...