Independent component analysis using bregman divergences

  • Authors:
  • Xi Wang;Colin Fyfe

  • Affiliations:
  • School of Computing, University of the West of Scotland, UK;School of Computing, University of the West of Scotland, UK

  • Venue:
  • IEA/AIE'10 Proceedings of the 23rd international conference on Industrial engineering and other applications of applied intelligent systems - Volume Part II
  • Year:
  • 2010

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Abstract

We review the technique of independent component analysis (ICA) and Stone's criterion for performing an independent component analysis. We then review Bregman divergences and show how they may be applied to Stone's criterion providing a very simple algorithm for performing ICA. We illustrate our method on two very simple data sets.