Independent Component Analysis BabeBolyai University独立成分分析宝贝Bolyai大学.pptVIP

Definitions ICA Mixture ?Separation ?Signals …typical signals ?Multivariate statistics ?Statistical independence Definitions Mixture The data mixture can be defined as the mix of one or more independent components which require separation A mixture model is a model in which the independent variables are measured as fractions of a total. K-number of components ak – mixture proportion of k h(x|λk) – probability distribution Definitions PCA – principal component analysis (small set of synthetic variables explaining the original one) LDA – linear discriminant analysis (linear predictor from 2 set