کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4605636 1337588 2006 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Spectral independent component analysis
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
Spectral independent component analysis
چکیده انگلیسی

Independent component analysis (ICA) of a mixed signal into a linear combination of its independent components, is one of the main problems in statistics, with wide range of applications. The un-mixing is usually performed by finding a rotation that optimizes a functional closely related to the differential entropy. In this paper we solve the linear ICA problem by analyzing the spectrum and eigenspaces of the graph Laplacian of the data. The spectral ICA algorithm is based on two observations. First, independence of random variables is equivalent to having the eigenfunctions of the limiting continuous operator of the graph Laplacian in a separation of variables form. Second, the first non-trivial Neumann function of any Sturm–Liouville operator is monotonic. Both the degenerate and non-degenerate spectrums corresponding to identical and non-identical sources are studied. We provide successful numerical experiments of the algorithm.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied and Computational Harmonic Analysis - Volume 21, Issue 1, July 2006, Pages 135-144