paper available: improved cumulant based ICA
Laurenz Wiskott
l.wiskott at biologie.hu-berlin.de
Fri Apr 11 09:54:43 EDT 2003
CuBICA: INDEPENDENT COMPONENT ANALYSIS BY
SIMULTANEOUS THIRD- AND FOURTH-ORDER
CUMULANT DIAGONALIZATION
by Tobias Blaschke and Laurenz Wiskott
Abstract:
CuBICA, an improved method for independent component analysis (ICA) based
on the diagonalization of cumulant tensors is proposed. It is based on
Comon's algorithm [Comon, 1994] but it takes third- and fourth-order
cumulant tensors into account simultaneously. The underlying contrast
function is also mathematically much simpler and has a more intuitive
interpretation. It is therefore easier to optimize and approximate. A
comparison with Comon's and three other ICA-algorithms on different data
sets demonstrates its performance.
Available from:
http://www.compscipreprints.com/comp/Preprint/blaschke/20030409/1/
http://itb.biologie.hu-berlin.de/~wiskott/Abstracts/BlasWisk2003a.html
Reference:
Blaschke, T. and Wiskott, L. (2003).
CuBICA: Independent Component Analysis by Simultaneous Third- and
Fourth-Order Cumulant Diagonalization.
Computer Science Preprint Server (CSPS): Computational Intelligence/0304002,
http://www.compscipreprints.com/comp/Preprint/blaschke/20030409/1/
(<add date of your document download here>).
--
Dr. Laurenz Wiskott, Institute for Theoretical Biology, Berlin
http://itb.biologie.hu-berlin.de/~wiskott/
l.wiskott at biologie.hu-berlin.de
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