Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
416161 | Computational Statistics & Data Analysis | 2007 | 9 Pages |
Abstract
A new method for separating the mixtures of independent sources has been proposed recently in [Oja et al. (2006). Scatter matrices and independent component analysis. Austrian J. Statist., to appear]. This method is based on two scatter matrices with the so-called independence property. The corresponding method is now further examined. Simple simulation studies are used to compare the performance of so-called symmetrised scatter matrices in solving the independence component analysis problem. The results are also compared with the classical FastICA method. Finally, the theory is illustrated by some examples.
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
S. Taskinen, S. Sirkiä, H. Oja,