Notion of Information and Independent Component Analysis

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 the third and fourth cumulants are generally used as projection indices...

Full description

Saved in:

Bibliographic Details
Published in:	Applications of mathematics (Prague) Vol. 65; no. 3; pp. 311 - 330
Main Authors:	Radojičić, Una, Nordhausen, Klaus, Oja, Hannu
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01-06-2020 Springer Nature B.V
Subjects:	Analysis Applications of Mathematics Classical and Continuum Physics Continuity (mathematics) Independent component analysis Kurtosis Mathematical and Computational Engineering Mathematical and Computational Physics Mathematics Mathematics and Statistics Optimization Random variables Theoretical entropy partial ordering 62B10 94A17 dispersion kurtosis 62H99
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Description
Summary:	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 the 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.
ISSN:	0862-7940 1572-9109
DOI:	10.21136/AM.2020.0326-19