Independent Component Analysis

Content

• Entropy

  • Basic properties, decomposition

  • Kullback-Leibler Divergence (with properties)

  • Mutual Information

• Examples

  • Exponential families

  • Gaussian mutual information as special case

• Application - cocktail party problem

  • Independent Component Analysis

  • FastICA

Supplementary material

Slides in PDF

Recommended papers

• Aapo Hyvärinen's FastICA papers Html