The independent component (IC) model is a semi-parametric multivariate model where the observable observations are considered to be linear mixtures of unobservable latent variables which have independent components. The goal of independent component analysis (ICA) is to estimate the latent variables.
In this course we will discuss the IC model and its properties as well as introduce several ICA methods.
Related models and methods will also be shortly discussed.
Requirements: Students are expected to have a basic knowledge of multivariate methods and R.
Please fill the form and enroll before 7.3.2013. See the link below.
No classes on week 10, nor 1.-2.4.
Course is implementation of MTTS1 Other course in Mathematics or Statistics (advanced) and can be a part of Advanced studies in Statistics.
Students of Computer Science can include course in
- M.Sc. Programme in Algorithmics and
- Specialization in Computational Methods and Programming.