On including sequential dependence in ICA mixture models

We present in this communication a procedure to extend ICA mixture models (ICAMM) to the case of having sequential dependence in the feature observation record. We call it sequential ICAMM (SICAMM). We present the algorithm, essentially a sequential Bayes processor, which can be used to sequentially classify the input feature vector among a given set of possible classes. Estimates of the class-transition probabilities are used in conjunction with the classical ICAMM parameters: mixture matrices, centroids and source probability densities. Some simulations are presented to verify the improvement of SICAMM with respect to ICAMM. Moreover a real data case is considered: the computation of hypnograms to help in the diagnosis of sleep disorders. Both simulated and real data analysis suggest the potential interest of including sequential dependence in the implementation of an ICAMM classifier.