A stochastic algorithm for probabilistic independent component analysis

A Stochastic Algorithm for Probabilistic Independent Component Analysis

A Stochastic Algorithm for Probabilistic Independent Component Analysis by Stéphanie Allassonnière

The decomposition of a sample of images on a relevant subspace is a recurrent problem in many different fields from Computer Vision to medical image analysis. We propose in this paper a new learning principle and implementation of the generative decomposition model generally known as noisy ICA (for independent component analysis) based on the SAEM algorithm, which is a versatile stochastic appr...

A unified probabilistic model for independent and principal component analysis

Principal component analysis (PCA) and independent component analysis (ICA) are both based on a linear model of multivariate data. They are often seen as complementary tools, PCA providing dimension reduction and ICA separating underlying components or sources. In practice, a two-stage approach is often followed, where first PCA and then ICA is applied. Here, we show how PCA and ICA can be seen...

Rapid Algorithm for Independent Component Analysis

A class of rapid algorithms for independent component analysis (ICA) is presented. This method utilizes multi-step past information with respect to an existing fixed-point style for increasing the non-Gaussianity. This can be viewed as the addition of a variable-size momentum term. The use of past information comes from the idea of surrogate optimization. There is little additional cost for eit...

​Rank based Least-squares Independent Component Analysis

  In this paper, we propose a nonparametric rank-based alternative to the least-squares independent component analysis algorithm developed. The basic idea is to estimate the squared-loss mutual information, which used as the objective function of the algorithm, based on its copula density version. Therefore, no marginal densities have to be estimated. We provide empirical evaluation of th...