Separation Theorem for Independent Subspace Analysis

Here, a separation theorem about Independent Subspace Analysis (ISA), a generalization of Independent Component Analysis (ICA) is proven. According to the theorem, ISA estimation can be executed in two steps under certain conditions. In the first step, 1-dimensional ICA estimation is executed. In the second step, optimal permutation of the ICA elements is searched for. We shall show that elliptically symmetric sources, among others, satisfy the conditions of the theorem.