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Minimization of Mutual Information

Another approach for ICA estimation, inspired by information theory,
is minimization of mutual information. We will explain this approach
here, and show that it leads to the same principle of finding most
nongaussian directions as was described above.
In particular, this approach gives a rigorous justification for the
heuristic principles used above.

*Aapo Hyvarinen*

*2000-04-19*