Contrast-Free ICA and Causal Inference via Wasserstein Distances to the Gaussian
通过到高斯分布的 Wasserstein 距离进行无对比函数 ICA 与因果推断
We study the squared $2$-Wasserstein distance to the standard Gaussian as a non-Gaussianity criterion and use it for linear Independent Component Analysis (ICA) and causal discovery in Linear Non-Gaussian Acyclic Models (LiNGAM). Unlike commonly used parametric contrasts and approximations of information-theoretic quantities, this criterion requires no distributional regularity beyond finite second moments, involves neither approximation nor tuning parameters, and can be…