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arXiv · 2006.11123

Notion of information and independent component analysis

Una Radojicic·Klaus Nordhausen·Hannu Oja
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Abstract

Partial orderings and measures of information for continuous univariate random variables with special roles of Gaussian and uniform distributions are discussed. The information measures and measures of non-Gaussianity including third and fourth cumulants are generally used as projection indices in the projection pursuit approach for the independent component analysis. The connections between information, non-Gaussianity and statistical independence in the context of independent component analysis is discussed in detail.

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Una Radojicic, Klaus Nordhausen, Hannu Oja. 2020-06-19. Notion of information and independent component analysis. https://doi.org/10.21136/am.2020.0326-19

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