NOTION OF INFORMATION AND INDEPENDENT COMPONENT ANALYSIS

: Una Radojičić, Klaus Nordhausen, Hannu Oja

Publisher: ACAD SCIENCES CZECH REPUBLIC, INST MATHEMATICS

: 2020

: Applications of Mathematics

: APPLICATIONS OF MATHEMATICS

: APPL MATH-CZECH

: 65

: 3

: 311

: 330

: 20

: 0862-7940

: 1572-9109

DOI: https://doi.org/10.21136/AM.2020.0326-19(external)

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.