A1 Refereed original research article in a scientific journal
NOTION OF INFORMATION AND INDEPENDENT COMPONENT ANALYSIS
Authors: Una Radojičić, Klaus Nordhausen, Hannu Oja
Publisher: ACAD SCIENCES CZECH REPUBLIC, INST MATHEMATICS
Publication year: 2020
Journal: Applications of Mathematics
Journal name in source: APPLICATIONS OF MATHEMATICS
Journal acronym: APPL MATH-CZECH
Volume: 65
Issue: 3
First page : 311
Last page: 330
Number of pages: 20
ISSN: 0862-7940
eISSN: 1572-9109
DOI: https://doi.org/10.21136/AM.2020.0326-19(external)
Abstract
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.
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.
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