paper-with-me

홈 › Papers

On the Identifiability of Sparse ICA without Assuming Non-Gaussianity

2024-08-19 · NeurIPS 2023 11 · Ignavier Ng, Yujia Zheng, Xinshuai Dong, Kun Zhang

Independent component analysis (ICA) is a fundamental statistical tool used to reveal hidden generative processes from observed data. However, traditional ICA approaches struggle with the rotational invariance inherent in Gaussian distributions, often necessitating the assumption of non-Gaussianity in the underlying sources. This may limit their applicability in broader contexts. To accommodate Gaussian sources, we develop an identifiability theory that relies on second-order statistics without imposing further preconditions on the distribution of sources, by introducing novel assumptions on the connective structure from sources to observed variables. Different from recent work that focuses on potentially restrictive connective structures, our proposed assumption of structural variability is both considerably less restrictive and provably necessary. Furthermore, we propose two estimation methods based on second-order statistics and sparsity constraint. Experimental results are provided to validate our identifiability theory and estimation methods.

📄 PDF Abstract BibTeX arXiv:2408.10353

Code (0)

등록된 구현이 없습니다.

Methods 이 논문이 사용한 방법론

ICA _Independent component analysis (ICA) is a statistical and computational technique for revealing hidden factors that underlie sets of random variables, measurements, or…

Similar Papers 제목 키워드 기반

Identifiability of latent-variable and structural-equation models: from linear to nonlinear

2023-02-06 · Aapo Hyvärinen, Ilyes Khemakhem, Ricardo Monti

An old problem in multivariate statistics is that linear Gaussian models are often unidentifiable, i.e. some parameters cannot be uniquely estimated. In factor (component) analysis, an orthogonal rotation of the factors …

Time SeriesTime Series Analysis

Identifiable Multi-View Causal Discovery Without Non-Gaussianity

2025-02-27 · Ambroise Heurtebise, Omar Chehab, Pierre Ablin, Alexandre Gramfort 외

We propose a novel approach to linear causal discovery in the framework of multi-view Structural Equation Models (SEM). Our proposed model relaxes the well-known assumption of non-Gaussian disturbances by alternatively a…

Causal DiscoveryDiversity

Sparsistency and agnostic inference in sparse PCA

2014-01-27 · Jing Lei, Vincent Q. Vu

The presence of a sparse "truth" has been a constant assumption in the theoretical analysis of sparse PCA and is often implicit in its methodological development. This naturally raises questions about the properties of s…

Binary Independent Component Analysis: A Non-stationarity-based Approach

2021-11-30 · Antti Hyttinen, Vitória Barin-Pacela, Aapo Hyvärinen

We consider independent component analysis of binary data. While fundamental in practice, this case has been much less developed than ICA for continuous data. We start by assuming a linear mixing model in a continuous-va…

Binarization

Linear causal disentanglement via higher-order cumulants

2024-07-05 · Paula Leyes Carreno, Chiara Meroni, Anna Seigal

Linear causal disentanglement is a recent method in causal representation learning to describe a collection of observed variables via latent variables with causal dependencies between them. It can be viewed as a generali…

DisentanglementRepresentation LearningTensor Decomposition