Separation of independent components from data mixed by several mixing matrices

  • Authors:
  • Wakako Hashimoto

  • Affiliations:
  • Graduate School of Engineering Science, Osaka University, 1-3 Machikaneyama, Toyonaka 560-8531, Osaka, Japan and Laboratory for Advanced Brain Signal Processing, Brain Science Institute, RIKEN, 2- ...

  • Venue:
  • Signal Processing - Signal processing with heavy-tailed models
  • Year:
  • 2002

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Abstract

A new algorithm is proposed for the variation of independent component analysis (ICA) in which there are several mixing matrices and, for each set of independent components, one of the matrices is randomly chosen to mix the components. This method can be used to analyze a class of data generated overcompletely, and to classify data in an unsupervised manner. In the algorithm proposed by Lee et al. (IEE Trans. Pattern Anal. Mach. Intell. 22 (2000) 1078), mixing matrices were estimated by means of maximum likelihood estimation. However, if the presumed probability density function of independent components is wrong, the estimations obtained from their algorithm are not consistent. Under the same conditions, the algorithm proposed in this paper, utilizing high-order moments, can obtain consistent estimators. The effectiveness of our algorithm is verified by numerical experiments.