GI-ICA. Matlab implementation of GI-ICA and PEGI (Mikhail Belkin, Luis Rademacher, James Voss)
This is a matlab implementation of the GI-ICA algorithm for ICA in the presence of an additive Gaussian noise. The algorithm is discussed in the paper "Fast Algorithms for Gaussian Noise Invariant Independent Component Analysis" by James Voss, Luis Rademacher, and Mikhail Belkin.
HTICA. Matlab implementation of HTICA (Joseph Anderson, Navin Goyal, Anupama Nandi, Luis Rademacher)
This is a matlab implementation of the HTICA algorithm for ICA for certain heavy-tailed distributions. The algorithm is discussed in the papers Heavy-tailed analogues of the covariance matrix for ICA and Heavy-tailed Independent
Component Analysis by Joseph Anderson, Navin Goyal, Anupama Nandi and Luis Rademacher