ICA and ISA Using Schweizer-Wolff Measure of Dependence
published: Aug. 7, 2008, recorded: July 2008, views: 315
Report a problem or upload filesIf you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
We propose a new algorithm for independent component and independent subspace analysis problems. This algorithm uses a contrast based on the Schweizer-Wolff measure of pairwise dependence, a non-parametric measure based on pairwise ranks of the variables. Our algorithm frequently outperforms state of the art ICA methods in the normal setting, is significantly more robust to outliers in the mixed signals, and performs well even in the presence of noise. Since pairwise dependence is evaluated explicitly, using Cardoso's conjecture, our method can be applied to solve independence subspace analysis (ISA) problems by grouping signals recovered by ICA methods. We provide an extensive empirical evaluation using simulated, sound, and image data.
Download slides: icml08_kirshner_ica_01.pdf (1.1 MB)
Download slides: icml08_kirshner_ica_01.ppt (4.2 MB)
Link this pageWould you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !