Generalize higher-order moments in independent component analysis

نویسنده

  • Jeffrey O. Coleman
چکیده

In independent component analysis (ICA), random-variable independence is often equated with factorization of the joint moments, expectations of products of powers. This paper shows that many nonpower functions are equally useful: if factors into for every and from an independence class, then random variables and are independent. Examples of and sufficient conditions for independence classes are presented for bounded random variables.

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تاریخ انتشار 2000