CUED Publications database

Optimization on the orthogonal group for independent component analysis

Journée, M and Absil, P-A and Sepulchre, R (2007) Optimization on the orthogonal group for independent component analysis. In: UNSPECIFIED UNSPECIFIED, pp. 57-64.

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Abstract

This paper derives a new algorithm that performs independent component analysis (ICA) by optimizing the contrast function of the RADICAL algorithm. The core idea of the proposed optimization method is to combine the global search of a good initial condition with a gradient-descent algorithm. This new ICA algorithm performs faster than the RADICAL algorithm (based on Jacobi rotations) while still preserving, and even enhancing, the strong robustness properties that result from its contrast. © Springer-Verlag Berlin Heidelberg 2007.

Item Type: Book Section
Uncontrolled Keywords: Independent component analysis Line-search on the orthogonal group Optimization on matrix manifolds RADICAL algorithm
Subjects: UNSPECIFIED
Divisions: Div F > Control
Depositing User: Cron Job
Date Deposited: 07 Mar 2014 11:46
Last Modified: 08 Dec 2014 02:18
DOI: