Provable ICA with Unknown Gaussian Noise, and Implications for Gaussian Mixtures and Autoencoders
نویسندگان
چکیده
منابع مشابه
"Provable ICA with Unknown Gaussian Noise, with Implications for Gaussian Mixtures and Autoencoders"
We present a new algorithm for Independent Component Analysis (ICA) which has provable performance guarantees. In particular, suppose we are given samples of the form y = Ax+ η where A is an unknown n× n matrix and x is a random variable whose components are independent and have a fourth moment strictly less than that of a standard Gaussian random variable and η is an n-dimensional Gaussian ran...
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ژورنال
عنوان ژورنال: Algorithmica
سال: 2015
ISSN: 0178-4617,1432-0541
DOI: 10.1007/s00453-015-9972-2