Independent Component Analysis

Advanced Introduction to Machine Learning - 10-715

Content

  • Entropy

    • Basic properties, decomposition

    • Kullback-Leibler Divergence (with properties)

    • Mutual Information

  • Examples

    • Exponential families

    • Gaussian mutual information as special case

  • Application - cocktail party problem

    • Independent Component Analysis

    • FastICA

Supplementary material

Slides in PDF

Recommended papers

  • Aapo Hyv√§rinen's FastICA papers Html