Bayesian ICA with super-Gaussian Source Priors

arXiv — cs.LG•Monday, November 17, 2025 at 5:00:00 AM

The article titled 'Bayesian ICA with super-Gaussian Source Priors' discusses advancements in Independent Component Analysis (ICA), a key method in machine learning for feature extraction. The authors introduce a horseshoe-type prior with a latent Polya-Gamma scale mixture representation, enabling scalable algorithms for point estimation and full posterior inference. The study establishes theoretical guarantees for hierarchical Bayesian ICA, including results for the unmixing matrix. Simulation studies indicate that the proposed methods are competitive with existing ICA tools.

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