Combinatorial optimization: algorithms and complexity
Combinatorial optimization: algorithms and complexity
Adaptive Blind Signal and Image Processing: Learning Algorithms and Applications
Adaptive Blind Signal and Image Processing: Learning Algorithms and Applications
EURASIP Journal on Applied Signal Processing
Complex-valued ICA based on a pair of generalized covariance matrices
Computational Statistics & Data Analysis
On Optimal Selection of Correlation Matrices for Matrix-Pencil-Based Separation
ICA '09 Proceedings of the 8th International Conference on Independent Component Analysis and Signal Separation
The deflation-based FastICA estimator: statistical analysis revisited
IEEE Transactions on Signal Processing
Joint diagonalization of several scatter matrices for ICA
LVA/ICA'12 Proceedings of the 10th international conference on Latent Variable Analysis and Signal Separation
Deflation-based separation of uncorrelated stationary time series
Journal of Multivariate Analysis
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In the independent component (IC) model it is assumed that the components of the observed p-variate random vector x are linear combinations of the components of a latent p-vector z such that the p components of z are independent. Then x = Ωz where Ω is a full-rank p × p mixing matrix. In the independent component analysis (ICA) the aim is to estimate an unmixing matrix Γ such that Γx has independent components. The comparison of the performances of different unmixing matrix estimates Γ in the simulations is then difficult as the estimates are for different population quantities Γ. In this paper we suggest a new natural performance index which finds the shortest distance (using Frobenius norm) between the identity matrix and the set of matrices equivalent to the gain matrix ΓΩ. The index is shown to possess several nice properties, and it is easy and fast to compute. Also, the limiting behavior of the index as the sample size approaches infinity can be easily derived if the limiting behavior of the estimate Γ is known.