Linear Non-Gaussian Component Analysis Via Maximum Likelihood
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Publication:5229915
Abstract: Independent component analysis (ICA) is popular in many applications, including cognitive neuroscience and signal processing. Due to computational constraints, principal component analysis is used for dimension reduction prior to ICA (PCA+ICA), which could remove important information. The problem is that interesting independent components (ICs) could be mixed in several principal components that are discarded and then these ICs cannot be recovered. We formulate a linear non-Gaussian component model with Gaussian noise components. To estimate this model, we propose likelihood component analysis (LCA), in which dimension reduction and latent variable estimation are achieved simultaneously. Our method orders components by their marginal likelihood rather than ordering components by variance as in PCA. We present a parametric LCA using the logistic density and a semi-parametric LCA using tilted Gaussians with cubic B-splines. Our algorithm is scalable to datasets common in applications (e.g., hundreds of thousands of observations across hundreds of variables with dozens of latent components). In simulations, latent components are recovered that are discarded by PCA+ICA methods. We apply our method to multivariate data and demonstrate that LCA is a useful data visualization and dimension reduction tool that reveals features not apparent from PCA or PCA+ICA. We also apply our method to an fMRI experiment from the Human Connectome Project and identify artifacts missed by PCA+ICA. We present theoretical results on identifiability of the linear non-Gaussian component model and consistency of LCA.
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Cited in
(10)- Template Independent Component Analysis with Spatial Priors for Accurate Subject-Level Brain Network Estimation and Inference
- Non-Gaussian component analysis: testing the dimension of the signal subspace
- Sparse Independent Component Analysis with an Application to Cortical Surface fMRI Data in Autism
- scientific article; zbMATH DE number 5968904 (Why is no real title available?)
- Independent component analysis for multivariate functional data
- Simultaneous non-Gaussian component analysis (SING) for data integration in neuroimaging
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