Nonlinear estimators from ICA mixture models

Independent Component Analyzers Mixture Models (ICAMM) are versatile and general models for a large variety of probability density functions. In this paper we assume ICAMM to derive new MAP and LMSE estimators. The first one (MAP-ICAMM) is obtained by an iterative gradient algorithm, while the second (LMSE-ICAMM) admits a closed-form solution. Both estimators can be combined by using LMSE-ICAMM to initialize the iterative computation of MAP-ICAMM .The new estimators are applied to the reconstruction of missed channels in EEG multichannel analysis. The experiments demonstrate the superiority of the new estimators with respect to: Spherical Splines, Hermite, Partial Least Squares, Support Vector Regression, and Random Forest Regression.