ICA assumptions

ICA makes the following critical assumptions:

  • The sources of the signals are statistically independent
  • Linear transformations are sufficient to capture the relevant information
  • The independent components do not have a normal distribution
  • The mixing matrix A can be inverted

ICA also requires the data to be centered and whitened; that is, to be mutually uncorrelated with unit variance. Preprocessing the data using PCA as outlined above achieves the required transformations.

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