ICA (independent component analysis)

at 02 May 2007

Following the Epital-presentation in April, I surfed the web a bit about ICA (independent component analysis). It has - at least on the surface - a strong resemblance with factor analysis. Some web-links are:

http://en.wikipedia.org/wiki/Independent_Component_Analysis
http://www.sccn.ucsd.edu/~arno/indexica.html ("ICA for dummies")
http://www.cnl.salk.edu/~tewon/ica_cnl.html
http://www.cis.hut.fi/projects/ica/ (where additional links can be found)
A book on the topic is mentioned at http://www.cis.hut.fi/projects/ica/book

There are two R packages related to ICA: fastICA and mlica, see also http://cran.r-project.org/src/contrib/Views/Multivariate.html

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