Sparse estimation of Linear Non-Gaussian Acyclic Model for Causal Discovery

ℓ 1 -Regularized ICA: A Novel Method for Analysis of Task-Related fMRI Data

We propose a new method of independent component analysis (ICA) in order to extract appropriate features from high-dimensional data. In general, matrix factorization methods including ICA have a problem regarding the interpretability of extracted features. For the improvement of interpretability, sparse constraint on a factorized matrix is helpful. With this background, we construct a new ICA method with sparsity. In our method, the ℓ1-regularization term is added to the cost function of ICA, and minimization of the cost function is performed by a difference of convex functions algorithm. For the validity of our proposed method, we apply it to synthetic data and real functional magnetic resonance imaging data.