An Improved Cumulant Based Method for Independent Component Analysis

  • Authors:
  • Tobias Blaschke;Laurenz Wiskott

  • Affiliations:
  • -;-

  • Venue:
  • ICANN '02 Proceedings of the International Conference on Artificial Neural Networks
  • Year:
  • 2002

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Abstract

An improved method for independent component analysis based on the diagonalization of cumulant tensors is proposed. It is based on Comon's algorithm [1] but it takes third- and fourth-order cumulant tensors into account simultaneously. The underlying contrast function is also mathematically much simpler and has a more intuitive interpretation. It is therefore easier to optimize and approximate. A comparison with Comon's algorithm, JADE [2] and FastICA [3] on different data sets demonstrates its performance.