Fast Score Function Estimation with Application in ICA

  • Authors:
  • Nikos A. Vlassis

  • Affiliations:
  • -

  • Venue:
  • ICANN '01 Proceedings of the International Conference on Artificial Neural Networks
  • Year:
  • 2001

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Abstract

We describe an efficient method for accurate estimation of the score function of a random variable, which can be regarded as an extension of the FFT-based fast density estimation method of Silverman (1982), and which scales no more than linearly with the sample size. We demonstrate the utility of our approach in a real-life ICA problem involving the separation of eight sound signals, where better results are observed than using state-of-the-art ICA methods.