An Alternative Perspective on Adaptive Independent Component Analysis Algorithms

  • Authors:
  • Mark Girolami

  • Affiliations:
  • Department of Computing and Information Systems, University of Paisley, Paisley, PA1 2BE Scotland

  • Venue:
  • Neural Computation
  • Year:
  • 1998

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Abstract

This article develops an extended independent component analysis algorithm for mixtures of arbitrary subgaussian and supergaussian sources. The gaussian mixture model of Pearson is employed in deriving a closedform generic score function for strictly subgaussian sources. This is combined with the score function for a unimodal supergaussian density to provide a computationally simple yet powerful algorithm for performing independent component analysis on arbitrary mixtures of nongaussian sources.