Re: PP vs. ICA

From: Aleks Jakulin (a_jakulin_at_@hotmail.com)
Date: 09/23/04 

Date: Thu, 23 Sep 2004 19:14:01 +0200

Jay Liu wrote:
> However, from the viewpoint of a problem formulation, two are almost
> identical. As you know we can formulate ICA and PP in terms of
> optimization problems. Basis vectors are the optimization variables
> be determined. Non-gaussianity such as negative entropy can be used
> a performance index (or objective function) in both ICA and PP.

I mostly agree with you. However, even if others too say the same as
you about the similarity, I personally find the formulations of PP and
ICA quite different:

PP: a single highly "dependent" multivariate sub-distribution
ICA: several mutually independent univariate distributions
reconstructing the whole distribution

Almost everything is a kind of an optimization problem... PP and ICA
are both usually implemented with similar kinds of loss functions
(dependence, independence, entropy, etc), but that's as far as the
similarity goes. 

-- 
mag. Aleks Jakulin
http://www.ailab.si/aleks/
Artificial Intelligence Laboratory,
Faculty of Computer and Information Science,
University of Ljubljana, Slovenia.