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The estimation of the data model of independent component analysis is usually performed by formulating an objective function and then minimizing or maximizing it. Often such a function is called a contrast function, but some authors reserve this term for a certain class of objective functions [36]. Also the terms loss function or cost function are used. We shall here use the term contrast function rather loosely, meaning any function whose optimization enables the estimation of the independent components. We shall also restrict ourselves to the estimation of the noise-free ICA model (for noisy ICA, see Section 6), and assume that the three restrictions in Section 3.3 that are sufficient for the identifiability of the model, are imposed.

Aapo Hyvarinen