Kernel and More Independent Component Methods
As we know, there are known knowns; there are things we know we know. We also know, there are known unknowns, that is to say, we know there are some things we do not know. But there are also unknown unknowns, the ones we do not know we do not know (Donald Rumsfeld, Department of Defense news briefing, 12 February 2002).
The classical or pre-2000 developments in Independent Component Analysis focus on approximating the mutual information by cumulants or moments, and they pursue the relationship between independence and non-Gaussianity. The theoretical framework of these early independent component approaches is accompanied by efficient software, and the FastICA solutions, in particular, ...