Charrelation matrix based ICA

Alon Slapak*, Arie Yeredor

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

2 Scopus citations

Abstract

Charrelation matrices are a generalization of the covariance matrix, encompassing statistical information beyond second order while maintaining a convenient 2-dimensional structure. In the context of ICA, charrelation matrices-based separation was recently shown to potentially attain superior performance over commonly used methods. However, this approach is strongly dependent on proper selection of the parameters (termed processing-points) which parameterize the charrelation matrices. In this work we derive a data-driven criterion for proper selection of the set of processing-points. The proposed criterion uses the available mixtures samples to quantify the resulting separation errors' covariance matrix in terms of the processing points. Minimizing the trace of this matrix with respect to the processing points enables to optimize (asymptotically) the selection of these points, thereby yielding better separation results than other methods, as we demonstrate in simulation.

Original languageEnglish
Title of host publicationLatent Variable Analysis and Signal Separation - 10th International Conference, LVA/ICA 2012, Proceedings
Pages107-114
Number of pages8
DOIs
StatePublished - 2012
Event10th International Conference on Latent Variable Analysis and Signal Separation, LVA/ICA 2012 - Tel Aviv, Israel
Duration: 12 Mar 201215 Mar 2012

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume7191 LNCS
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

Conference10th International Conference on Latent Variable Analysis and Signal Separation, LVA/ICA 2012
Country/TerritoryIsrael
CityTel Aviv
Period12/03/1215/03/12

Funding

FundersFunder number
Israel Science Foundation1255/08

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