A step by step optimization approach to independent component analysis

  • Authors:
  • Dengpan Gao;Jinwen Ma;Qiansheng Cheng

  • Affiliations:
  • Department of Information Science, School of Mathematical Sciences, and LMAM, Peking University, Beijing, China;Department of Information Science, School of Mathematical Sciences, and LMAM, Peking University, Beijing, China;Department of Information Science, School of Mathematical Sciences, and LMAM, Peking University, Beijing, China

  • Venue:
  • ISNN'05 Proceedings of the Second international conference on Advances in Neural Networks - Volume Part I
  • Year:
  • 2005

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Abstract

The independent component analysis (ICA) problem originates from many practical areas, but there has not been any mathematical theory to solve it completely. In this paper, we establish a mathematical theory to solve it under the condition that the number of super-Gaussian sources is known. According to this theory, a step by step optimization algorithm is proposed and demonstrated well on solving the ICA problem with both the super- and sub-Gaussian sources.