ʹ Gaussian ΛԾఆ͍ͯͨ͠. p(zt) = ΠL j=1 N(zij |0, 1) ಠཱͱແ૬ؔͷҧ͍ɿ(Ұൠతʹݴͬͯ) ಠཱແݶͷΫϩεϞʔϝϯτ=0 Ͱ, ແ૬ؔೋ࣍ͷϞʔϝϯτ͕ 0 PCA ͷ Gaussian ͷ߹, 3 ࣍Ҏ্ͷϞʔϝϯτ͕ 0 ͳͷͰ, ಠཱ=ແ૬ؔ ݁Ռͱͯ͠ճసʹର͢ΔෆఆੑΛ͢ ICA Non Gaussian ΛԾఆ͢Δ͜ͱͰճసʹର͢ΔෆఆੑΛআ͘. p(zt ) = ΠL j=1 pj (zij ) ॱংʹର͢Δෆఆੑͱ power ʹର͢Δෆఆੑ, ͦΕͰΔ W ∗ = P ΛW Ͱ P permutation, Λ ڧ͞Λม͢Δߦྻ Daisuke Yoneoka ICA: ಠཱੳ March 2, 2015 4 / 10