The development of prognostic molecular signatures considering the inter-patient heterogeneity is a key challenge for the precision medicine. We propose a joint model of this heterogeneity and the patient survival, assuming that tumor expression results from a mixture of a subset of independent signatures. We deconvolute the omics data using a non-parametric independent component analysis with a double sparseness structure for the source and the weight matrices, corresponding to the gene-component and individual-component associations, respectively. In a simulation study, our approach identified the correct number of components and reconstructed with high accuracy the weight ([Formula: see text]0.85) and the source ([Formula: see text]0.75) matrices sparseness. The selection rate of components with high-to-moderate prognostic impacts was close to 95%, while the weak impacts were selected with a frequency close to the observed false positive rate ([Formula: see text]25%). When applied to the expression of 1063 genes from 614 breast cancer patients, our model identified 15 components, including six associated to patient survival, and related to three known prognostic pathways in early breast cancer (i.e. immune system, proliferation, and stromal invasion). The proposed algorithm provides a new insight into the individual molecular heterogeneity that is associated with patient prognosis to better understand the complex tumor mechanisms.