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Some generalisations

The most obvious generalisation would be to take into account the significant temporal correlations. Also, the linear mapping can be replaced by a nonlinear one. An interesting generalisation is to let the variances of the sources vary in time. According to this model, higher lever source signals modulate the variances of source signals.

Simulations with these and other variants will be published in [10]. All these models have significantly larger probabilities than the simple ICA-models studied in this paper.

Harri Lappalainen