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Optimization on the Orthogonal Group for Independent Component Analysis

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Part of the book series: Lecture Notes in Computer Science ((LNISA,volume 4666))

Abstract

This paper derives a new algorithm that performs independent component analysis (ICA) by optimizing the contrast function of the RADICAL algorithm. The core idea of the proposed optimization method is to combine the global search of a good initial condition with a gradient-descent algorithm. This new ICA algorithm performs faster than the RADICAL algorithm (based on Jacobi rotations) while still preserving, and even enhancing, the strong robustness properties that result from its contrast.

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References

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Mike E. Davies Christopher J. James Samer A. Abdallah Mark D Plumbley

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© 2007 Springer-Verlag Berlin Heidelberg

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Journée, M., Absil, PA., Sepulchre, R. (2007). Optimization on the Orthogonal Group for Independent Component Analysis. In: Davies, M.E., James, C.J., Abdallah, S.A., Plumbley, M.D. (eds) Independent Component Analysis and Signal Separation. ICA 2007. Lecture Notes in Computer Science, vol 4666. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-74494-8_8

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  • DOI: https://doi.org/10.1007/978-3-540-74494-8_8

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-74493-1

  • Online ISBN: 978-3-540-74494-8

  • eBook Packages: Computer ScienceComputer Science (R0)

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