1 research outputs found
Identifiability, subspace selection and noisy ICA
We consider identifiability and subspace selection for the noisy ICA model. We discuss a canonical decomposition that allows us to decompose the system into a signal and a noise subspace and show that an unbiased estimate of these can be obtained using a standard ICA algorithm. This can also be used to estimate the relevant subspace dimensions and may often be preferable to PCA dimension reduction