Blind source separation (BSS) is a computational technique for
revealing hidden factors that underlie sets of measurements or
signals. The most basic statistical approach to BSS is Independent
Component Analysis (ICA). It assumes a statistical model whereby the
observed multivariate data are assumed to be linear or nonlinear
mixtures of some unknown latent variables with nongaussian probability
densities. The mixing coefficients are also unknown. By ICA, these
latent variables can be found. This article gives the basics of linear
ICA and relates the problem and the solution algorithms to neural
learning rules, which can be seen as extensions of some classical
Principal Component Analysis learning rules. Also the more efficient
FastICA algorithm is briefly reviewed. Finally, the paper lists recent
applications of BSS and ICA on a variety of problem domains.
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SC638: Independent Component Analysis: Theory and Applications
The course covers the basic principles and approaches to independent component analysis, concentrating on fast algorithms for separating a number of source signals from their instantaneous mixtures. Sound separation will not be included. Connections to unsupervised learning in neural networks will be pointed out. Some applications will be covered in detail: extraction of meaningful signals from biomedical measurements, as well as finding hidden factors from text documents.
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