Games

Indie makes reference to an independent developer that is often self funded irregardless of how the final game is distributed.

Yes.

In general:

• AAA - big budget for both development and marketing; these usually make news headlines, regardless of quality, and most people hear of them
• AA - usually focus on some niche with a moderate to high dev budget and moderate marketing budget; so something like Paradox or perhaps Double Fine (before MSFT acquisition)
• indie - low budget games, usually through "bootstrapping"; some of these make headlines, but those are outliers

Publishing is a separate discussion entirely. Some AAA games are self published, some use a separate publisher. Same goes for indies and AA games. I think it's a lot less likely that indies will self publish because they just don't have the skillset to market a game.

I mostly buy indie and AA games because they tend to need to focus on some core game loop and can't just throw the kitchen sink in like AAAs often can.