LATTICE DECOMPOSITIONS OF MULTIVARIATE PROBABILITY DENSITY FUNCTIONS EXTENDING THE ICA MODEL TO INCORPORATE MORE GENERAL SOURCE STRUCTURES AND DEPENDENCIES

摘要

The classical ICA model assumes that observations are all linear combinations of statistically independent scalar sources. This, as well as prior assumptions on the number of sources and their distributions are often seen as the weakest aspects of the ICA source model. In this paper, we present the mathematical structure necessary for extending ICA to more flexible models of real-world data.