Independent component analysis, a new concept?
Signal Processing - Special issue on higher order statistics
The Geometry of Algorithms with Orthogonality Constraints
SIAM Journal on Matrix Analysis and Applications
Denoising using local projective subspace methods
Neurocomputing
Independent subspace analysis is unique, given irreducibility
ICA'07 Proceedings of the 7th international conference on Independent component analysis and signal separation
Minimum description length induction, Bayesianism, and Kolmogorov complexity
IEEE Transactions on Information Theory
Separation theorem for independent subspace analysis and its consequences
Pattern Recognition
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Independent Subspace Analysis (ISA) is an extension of Independent Component Analysis (ICA) that aims to linearly transform a random vector such as to render groups of its components mutually independent. A recently proposed fixed-point algorithm is able to locally perform ISA if the sizes of the subspaces are known, however global convergence is a serious problem as the proposed cost function has additional local minima. We introduce an extension to this algorithm, based on the idea that the algorithm converges to a solution, in which subspaces that are members of the global minimum occur with a higher frequency. We show that this overcomes the algorithm's limitations. Moreover, this idea allows a blind approach, where no a priori knowledge of subspace sizes is required.