Copula Component Analysis

Details Copula Component Analysis Copula Component Analysis

2007-03-20

arxiv.org/abs/cs/0703095v1

Computer Science

Information Retrieval

Scientific paper

A framework named Copula Component Analysis (CCA) for blind source separation is proposed as a generalization of Independent Component Analysis (ICA). It differs from ICA which assumes independence of sources that the underlying components may be dependent with certain structure which is represented by Copula. By incorporating dependency structure, much accurate estimation can be made in principle in the case that the assumption of independence is invalidated. A two phrase inference method is introduced for CCA which is based on the notion of multidimensional ICA.

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