.png){kind=icon}
.png){kind=icon}
Return
Linear Non-Gaussian Component Analysis Via Maximum Likelihood
.png){kind=icon}
OA
AI
DOI：10.1080/01621459.2017.1407772.png)
.png){kind=icon}
.png){kind=icon}
Share.png){kind=icon}
Save
Abstract
En 中文
Independent component analysis (ICA) is popular in many applications, including cognitive neuroscience and signal processing. Due to computational constraints, principal component analysis (PCA) is used for dimension reduction prior to ICA (PCA+ICA), which could remove important information. The problem is that interesting independent components (ICs) could be mixed in several principal components that are discarded and then these ICs cannot be recovered. We formulate a linear non-Gaussian component model with Gaussian noise components. To estimate the model parameters, we propose likelihood component analysis (LCA), in which dimension reduction and latent variable estimation are achieved simultaneously. Our method orders components by their marginal likelihood rather than ordering components by variance as in PCA. We present a parametric LCA using the logistic density and a semiparametric LCA using tilted Gaussians with cubic B-splines. Our algorithm is scalable to datasets common in applications (e.g., hundreds of thousands of observations across hundreds of variables with dozens of latent components). In simulations, latent components are recovered that are discarded by PCA+ICA methods. We apply our method to multivariate data and demonstrate that LCA is a useful data visualization and dimension reduction tool that reveals features not apparent from PCA or PCA+ICA. We also apply our method to a functional magnetic resonance imaging experiment from the Human Connectome Project and identify artifacts missed by PCA+ICA. We present theoretical results on identifiability of the linear non-Gaussian component model and consistency of LCA. Supplementary materials for this article are available online.
Keywords:
Functional magnetic resonance imaging
Independent component analysis
Neuroimaging
Principal component analysis
Projection pursuit
AI Summary
Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.
Journal
J
IF:
3
Papers:
5.1K
Citations:
4.8W