A1 Vertaisarvioitu alkuperäisartikkeli tieteellisessä lehdessä
NOTION OF INFORMATION AND INDEPENDENT COMPONENT ANALYSIS
Tekijät: Una Radojičić, Klaus Nordhausen, Hannu Oja
Kustantaja: ACAD SCIENCES CZECH REPUBLIC, INST MATHEMATICS
Julkaisuvuosi: 2020
Journal: Applications of Mathematics
Tietokannassa oleva lehden nimi: APPLICATIONS OF MATHEMATICS
Lehden akronyymi: APPL MATH-CZECH
Vuosikerta: 65
Numero: 3
Aloitussivu: 311
Lopetussivu: 330
Sivujen määrä: 20
ISSN: 0862-7940
eISSN: 1572-9109
DOI: https://doi.org/10.21136/AM.2020.0326-19
Tiivistelmä
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.