Independent component analysis by entropy bound minimization

  • Authors:
  • Xi-Lin Li;Tülay Adali

  • Affiliations:
  • Department of CSEE, University of Maryland - Baltimore County, Baltimore, MD;Department of CSEE, University of Maryland - Baltimore County, Baltimore, MD

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 2010

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Abstract

A novel (differential) entropy estimator is introduced where the maximum entropy bound is used to approximate the entropy given the observations, and is computed using a numerical procedure thus resulting in accurate estimates for the entropy. We show that such an estimator exists for a wide class of measuring functions, and provide a number of design examples to demonstrate its flexible nature. We then derive a novel independent component analysis (ICA) algorithm that uses the entropy estimate thus obtained, ICA by entropy bound minimization (ICA-EBM). The algorithm adopts a line search procedure, and initially uses updates that constrain the demixing matrix to be orthogonal for robust performance.We demonstrate the superior performance of ICA-EBM and its ability to match sources that come from a wide range of distributions using simulated and real-world data.