Provable ICA with Unknown Gaussian Noise, and Implications for Gaussian Mixtures and Autoencoders

We present a new algorithm for independent component analysis which has provable performance guarantees. In particular, suppose we are given samples of the form y=Ax+η where A is an unknown but non-singular n×n matrix, x is a random variable whose coordinates are independent and have a fourth order...

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Bibliographic Details
Main Authors: Arora, Sanjeev, Ge, Rong, Moitra, Ankur, Sachdeva, Sushant
Other Authors: Massachusetts Institute of Technology. Department of Mathematics
Format: Article
Language:English
Published: Springer US 2017
Online Access:http://hdl.handle.net/1721.1/106898
https://orcid.org/0000-0001-7047-0495