Independent component analysis yields chemically interpretable latent variables in multivariate regression.
This work shows that independent component analysis (ICA) can be used to obtain statistically independent and, therefore, chemically interpretable latent variables (LVs) in multivariate regression. Two novel algorithms based on ICA are introduced and compared with two classical methods on simulated data: principal component regression and partial least-squares regression. All methods compared yield accurate predictions, but only those based on ICA yield LVs that are chemically interpretable. Practical limitations of ICA-based regression with respect to the underlying assumptions, sample size, and measurement noise are discussed and illustrated by means of simulations.
Gustafsson
Mats G
MG
Uppsala University, Department of Engineering Sciences, Box 528, 751 20 Uppsala, Sweden. Mats.Gustafsson@signal.uu.se