Inproceedings,

Deterministic Independent Component Analysis

, , and .
ICML, page 2521--2530. (2015)

Abstract

We study independent component analysis with noisy observations. We present, for the first time in the literature, consistent, polynomial-time algorithms to recover non-Gaussian source signals and the mixing matrix with a reconstruction error that vanishes at a rate of T^1/2 using T observations and scales only polynomially with the natural parameters of the problem. Our algorithms and analysis also extend to deterministic source signals whose empirical distributions are approximately independent.

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