The Three Easy Routes to Independent Component Analysis; Contrasts and Geometry

Blind separation of independent sources can be achieved by exploiting non Gaussianity, non stationarity or time correlation. This paper examines in a unified framework the objective functions associated to these three routes to source separation. They are the ‘easy routes’ in the sense that the underlying models are the simplest models able to capture the statistical structures which make source separation possible. A key result is a generic connection between mutual information, correlation and marginal ‘non properties’: non Gaussianity, non stationarity, non whiteness.