Non-gaussianity

Fastica algorithm

Fastica algorithm
  1. How does FastICA work?
  2. Which algorithm deals with the independent components?

How does FastICA work?

Like most ICA algorithms, FastICA seeks an orthogonal rotation of prewhitened data, through a fixed-point iteration scheme, that maximizes a measure of non-Gaussianity of the rotated components.

Which algorithm deals with the independent components?

ICA uses the idea of non-Gaussianity to uncover independent components. Non-Gaussianity quantifies how far the distribution of a random variable is from being Gaussian. Example measures of non-Gaussianity are kurtosis and negentropy.

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