Linear Non-Gaussian Component Analysis Via Maximum Likelihood
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Publication:5229915
DOI10.1080/01621459.2017.1407772zbMATH Open1478.62155arXiv1511.01609OpenAlexW2962791603MaRDI QIDQ5229915FDOQ5229915
Authors: Benjamin B. Risk, David S. Matteson, David Ruppert 
Publication date: 19 August 2019
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1511.01609
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principal component analysisindependent component analysisprojection pursuitfunctional magnetic resonance imagingneuroimaging
Nonparametric estimation (62G05) Factor analysis and principal components; correspondence analysis (62H25) Random fields; image analysis (62M40) Applications of statistics to biology and medical sciences; meta analysis (62P10)
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Cited In (10)
- Independent component analysis for multivariate functional data
- Group linear non-Gaussian component analysis with applications to neuroimaging
- Simultaneous estimation of nongaussian components and their correlation structure
- Template Independent Component Analysis with Spatial Priors for Accurate Subject-Level Brain Network Estimation and Inference
- Title not available (Why is that?)
- Non-Gaussian component analysis: testing the dimension of the signal subspace
- Optimization and testing in linear non‐Gaussian component analysis
- Sparse Independent Component Analysis with an Application to Cortical Surface fMRI Data in Autism
- Simultaneous non-Gaussian component analysis (SING) for data integration in neuroimaging
- Locally robust inference for non-Gaussian linear simultaneous equations models
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