TY - JOUR
AU - Oja, Hannu
AU - Sirkiä, Seija
AU - Eriksson, Jan
PY - 2016/04/03
Y2 - 2023/01/31
TI - Scatter Matrices and Independent Component Analysis
JF - Austrian Journal of Statistics
JA - AJS
VL - 35
IS - 2&3
SE - Articles
DO - 10.17713/ajs.v35i2&3.364
UR - https://www.ajs.or.at/index.php/ajs/article/view/vol35%2C%20no2%263%20-%207
SP - 175–189
AB - In the independent component analysis (ICA) it is assumed that the components of the multivariate independent and identically distributed observations are linear transformations of latent independent components. The problem then is to find the (linear) transformation which transforms the observations back to independent components. In the paper the ICA is discussed and it is shown that, under some mild assumptions, two scatter matrices may<br />be used together to find the independent components. The scatter matrices must then have the so called independence property. The theory is illustrated by examples.
ER -