<p>We discuss the robust independent component analysis (ICA) method of Leyder et&#xa0;al. (<CitationRef CitationID="CR17">2026</CitationRef>), called PICARD, with particular emphasis on the role of whitening and sphering transformations. We show that robust sphering alters the geometry of the ICA problem, so that the classical reduction to an orthogonal mixing model does not apply in general. Nevertheless, PICARD appears empirically stable despite deviations from exact decorrelation and unit variance, suggesting that these conditions may not be strictly necessary in practice. We further characterize the induced perturbation asymptotically and discuss alternative formulations that incorporate the resulting geometry into the estimation procedure.</p>

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Beyond the orthogonal group: a discussion on robust ICA and sphering transformations

  • Marc Vidal

摘要

We discuss the robust independent component analysis (ICA) method of Leyder et al. (2026), called PICARD, with particular emphasis on the role of whitening and sphering transformations. We show that robust sphering alters the geometry of the ICA problem, so that the classical reduction to an orthogonal mixing model does not apply in general. Nevertheless, PICARD appears empirically stable despite deviations from exact decorrelation and unit variance, suggesting that these conditions may not be strictly necessary in practice. We further characterize the induced perturbation asymptotically and discuss alternative formulations that incorporate the resulting geometry into the estimation procedure.