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RESEARCH PRODUCT

Independent component analysis based on symmetrised scatter matrices

Seija SirkiäHannu OjaSara Taskinen

subject

Statistics and ProbabilityApplied MathematicsIndependence propertyStatistical computationhajontamatriisitIndependent component analysisComputational MathematicsComputational Theory and MathematicsComponent analysisSimple (abstract algebra)CalculusSource separationFastICAApplied mathematicsICAIndependence (probability theory)Mathematics

description

A new method for separating the mixtures of independent sources has been proposed recently in [Oja et al. (2006). Scatter matrices and independent component analysis. Austrian J. Statist., to appear]. This method is based on two scatter matrices with the so-called independence property. The corresponding method is now further examined. Simple simulation studies are used to compare the performance of so-called symmetrised scatter matrices in solving the independence component analysis problem. The results are also compared with the classical FastICA method. Finally, the theory is illustrated by some examples. peerReviewed

yearjournalcountryeditionlanguage
2007-06-01Computational Statistics & Data Analysis
https://doi.org/10.1016/j.csda.2006.07.010