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Independent Component Analysis: A Flexible Nonlinearity and Decorrelating Manifold Approach

Department of Electrical and Electronic Engineering, Imperial College of Science, Technology and Medicine, London, U.K.

Stephen Roberts

Department of Electrical and Electronic Engineering, Imperial College of Science, Technology and Medicine, London, U.K.

Independent component analysis (ICA) finds a linear transformation to variables that are maximally statistically independent. We examine ICA and algorithms for finding the best transformation from the point of view of maximizing the likelihood of the data. In particular, we discuss the way in which scaling of the unmixing matrix permits a "static" nonlinearity to adapt to various marginal densities. We demonstrate a new algorithm that uses generalized exponential functions to model the marginal densities and is able to separate densities with light tails.

We characterize the manifold of decorrelating matrices and show that it lies along the ridges of high-likelihood unmixing matrices in the space of all unmixing matrices. We show how to find the optimum ICA matrix on the manifold of decorrelating matrices, and as an example we use the algorithm to find independent component basis vectors for an ensemble of portraits.

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