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    Identifiability, subspace selection and noisy ICA

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    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
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