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A method for sparse and robust independent component analysis




TekijätHeinonen, Lauri; Virta, Joni

KustantajaElsevier BV

Julkaisuvuosi2026

Lehti: Journal of Multivariate Analysis

Artikkelin numero105587

Vuosikerta213

ISSN0047-259X

DOIhttps://doi.org/10.1016/j.jmva.2025.105587

Julkaisun avoimuus kirjaamishetkelläAvoimesti saatavilla

Julkaisukanavan avoimuus Osittain avoin julkaisukanava

Verkko-osoitehttps://doi.org/10.1016/j.jmva.2025.105587

Rinnakkaistallenteen osoitehttps://research.utu.fi/converis/portal/detail/Publication/506568128

Rinnakkaistallenteen lisenssiCC BY

Rinnakkaistallennetun julkaisun versioKustantajan versio


Tiivistelmä

This work presents sparse invariant coordinate selection, SICS, a new method for sparse and robust independent component analysis. SICS is based on classical invariant coordinate selection, which is presented in such a form that a LASSO-type penalty can be applied to promote sparsity. Robustness is achieved by using robust scatter matrices. In the first part of the paper, the background and building blocks: scatter matrices, measures of robustness, ICS and independent component analysis, are carefully introduced. Then the proposed new method and its algorithm are derived and presented. This part also includes consistency and breakdown point results for a general case of sparse ICS-like methods. The performance of SICS in identifying sparse independent component loadings is investigated with multiple simulations. The method is illustrated with an example in constructing sparse causal graphs and we also propose a graphical tool for selecting the appropriate sparsity level in SICS.


Ladattava julkaisu

This is an electronic reprint of the original article.
This reprint may differ from the original in pagination and typographic detail. Please cite the original version.




Julkaisussa olevat rahoitustiedot
The work of LH and JV was supported by the Research Council of Finland (grants 347501, 353769, 368494).


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