IPRA: Regressing Data with Independent Parameters

  • Authors:
  • Bruno Apolloni;Simone Bassis

  • Affiliations:
  • Computer Science Dept., University of Milan, Via Comelico 39/41, 20135 Milan, Italy {apolloni, bassis}@dsi.unimi.it;Computer Science Dept., University of Milan, Via Comelico 39/41, 20135 Milan, Italy {apolloni, bassis}@dsi.unimi.it

  • Venue:
  • Proceedings of the 2011 conference on Neural Nets WIRN10: Proceedings of the 20th Italian Workshop on Neural Nets
  • Year:
  • 2011

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Abstract

Within the framework of Algorithmic Inference, we recall a linear regression analysis tool based on the identification of the joint probability distribution of the regression coefficients compatible with the sampled data and aimed at finding out the independent components of this distribution. On this distribution we implement specific Independent Component Analysis (ICA) procedures to obtain the parameter independent components giving rise to suitable confidence regions also when the noise term is far from being independent and identically Gaussian.