Testing significance of mixing and demixing coefficients in ICA

Autor:	Aapo Hyvärinen, Shohei Shimizu, Patrik O. Hoyer, Antti J. Kerminen, Yutaka Kano
Předmět:	Delta method Signal processing Psychometrics Computer science Statistical significance Statistics Principal component analysis Wald test Independent component analysis Blind signal separation Algorithm Mixing (physics) Statistical hypothesis testing
Zdroj:	University of Helsinki Independent Component Analysis and Blind Signal Separation ISBN: 9783540326304 ICA
Popis:	Independent component analysis (ICA) has been extensively studied since it was originated in the field of signal processing. However, almost all the researches have focused on estimation and paid little attention to testing. In this paper, we discuss testing significance of mixing and demixing coefficients in ICA. We propose test statistics to examine significance of these coefficients statistically. A simulation experiment implies the good performance of our testing procedure. A real example in psychometrics, which is a new application area of ICA, is also presented.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d2d4dd6ffb4e1213e0193a8824b3f76c https://researchportal.helsinki.fi/en/publications/02c2c8c3-bca1-416c-833a-0f2e455cebfd Zobrazit plný text záznamu