A1 Vertaisarvioitu alkuperäisartikkeli tieteellisessä lehdessä
A method for sparse and robust independent component analysis
Tekijät: Heinonen, Lauri; Virta, Joni
Kustantaja: Elsevier BV
Julkaisuvuosi: 2026
Lehti: Journal of Multivariate Analysis
Artikkelin numero: 105587
Vuosikerta: 213
ISSN: 0047-259X
DOI: https://doi.org/10.1016/j.jmva.2025.105587
Julkaisun avoimuus kirjaamishetkellä: Avoimesti saatavilla
Julkaisukanavan avoimuus : Osittain avoin julkaisukanava
Verkko-osoite: https://doi.org/10.1016/j.jmva.2025.105587
Rinnakkaistallenteen osoite: https://research.utu.fi/converis/portal/detail/Publication/506568128
Rinnakkaistallenteen lisenssi: CC BY
Rinnakkaistallennetun julkaisun versio: Kustantajan versio
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. |
Julkaisussa olevat rahoitustiedot:
The work of LH and JV was supported by the Research Council of Finland (grants 347501, 353769, 368494).