Testing significance of mixing and demixing coefficients in ICA

Authors:
Shohei Shimizu;Aapo Hyvärinen;Yutaka Kano;Patrik O. Hoyer;Antti J. Kerminen
Affiliations:
Graduate School of Engineering Science, Osaka University, Japan;Basic Research Unit, Helsinki Institute for Information Technology, Finland;Graduate School of Engineering Science, Osaka University, Japan;Basic Research Unit, Helsinki Institute for Information Technology, Finland;Basic Research Unit, Helsinki Institute for Information Technology, Finland
Venue:
ICA'06 Proceedings of the 6th international conference on Independent Component Analysis and Blind Signal Separation
Year:
2006

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Abstract

Independent component analysis (ICA) has been extensively studied since it was originated in the field of signal processing. However, almost all the researches have focused on estimation and paid little attention to testing. In this paper, we discuss testing significance of mixing and demixing coefficients in ICA. We propose test statistics to examine significance of these coefficients statistically. A simulation experiment implies the good performance of our testing procedure. A real example in psychometrics, which is a new application area of ICA, is also presented.