Notion of information and independent component analysis
Una Radojičić, Klaus Nordhausen, Hannu Oja (2020)
Applications of Mathematics
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Partial orderings and measures of information for continuous univariate random variables with special roles of Gaussian and uniform distributions are discussed. The information measures and measures of non-Gaussianity including the third and fourth cumulants are generally used as projection indices in the projection pursuit approach for the independent component analysis. The connections between information, non-Gaussianity and statistical independence in the context of independent component...