Geodesic
Notion of information and independent component analysis
Applications of Mathematics, Tome 65 (2020) no. 3, pp. 311-330

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Partial orderings and measures of information for continuous univariate random variables with special roles of Gaussian and uniform distributions are discussed. The information measures and measures of non-Gaussianity including the third and fourth cumulants are generally used as projection indices in the projection pursuit approach for the independent component analysis. The connections between information, non-Gaussianity and statistical independence in the context of independent component analysis is discussed in detail.
DOI : 10.21136/AM.2020.0326-19
Classification : 62B10, 62H99, 94A17
Keywords: dispersion; entropy; kurtosis; partial ordering 
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Radojičić, Una; Nordhausen, Klaus; Oja, Hannu. Notion of information and independent component analysis. Applications of Mathematics, Tome 65 (2020) no. 3, pp. 311-330. doi: 10.21136/AM.2020.0326-19

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