Letters: A fast fixed-point algorithm for complexity pursuit

  • Authors:
  • Zhenwei Shi;Huanwen Tang;Yiyuan Tang

  • Affiliations:
  • Institute of Computational Biology and Bioinformatics, Dalian University of Technology, Dalian 116023, P.R. China and Institute of Neuroinformatics, Dalian University of Technology, Dalian 116023, ...;Institute of Computational Biology and Bioinformatics, Dalian University of Technology, Dalian 116023, P.R. China;Institute of Neuroinformatics, Dalian University of Technology, Dalian 116023, P.R. China and Laboratory of Visual Information Processing, The Chinese Academy of Sciences, Beijing 100101, P.R. Chi ...

  • Venue:
  • Neurocomputing
  • Year:
  • 2005

Quantified Score

Hi-index 0.01

Visualization

Abstract

Complexity pursuit is a recently developed algorithm using the gradient descent for separating interesting components from time series. It is an extension of projection pursuit to time series data and the method is closely related to blind separation of time-dependent source signals and independent component analysis (ICA). In this paper, a fixed-point algorithm for complexity pursuit is introduced. The fixed-point algorithm inherits the advantages of the well-known FastICA algorithm in ICA, which is very simple, converges fast, and does not need choose any learning step sizes.