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A Constrained EM Algorithm for Independent Component Analysis

Welling , Max and Weber, Markus (2001) A Constrained EM Algorithm for Independent Component Analysis. Neural Computation, 13 (3). pp. 677-689. ISSN 0899-7667. http://resolver.caltech.edu/CaltechAUTHORS:20111109-084139616

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Abstract

We introduce a novel way of performing independent component analysis using a constrained version of the expectation-maximization (EM) algorithm. The source distributions are modeled as D one-dimensional mixtures of gaussians. The observed data are modeled as linear mixtures of the sources with additive, isotropic noise. This generative model is fit to the data using constrained EM. The simpler “soft-switching” approach is introduced, which uses only one parameter to decide on the sub- or supergaussian nature of the sources. We explain how our approach relates to independent factor analysis.


Item Type:Article
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http://dx.doi.org/10.1162/089976601300014510DOIUNSPECIFIED
http://www.mitpressjournals.org/doi/abs/10.1162/089976601300014510PublisherUNSPECIFIED
Additional Information:© 2001 Massachusetts Institute of Technology. Received March 15, 1999; accepted June 1, 2000. Posted Online March 13, 2006. We thank Pietro Perona for stimulating discussions and the referees for many suggestions that improved the text significantly. M. Welling acknowledges the Sloan Center for its ongoing financial support.
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Record Number:CaltechAUTHORS:20111109-084139616
Persistent URL:http://resolver.caltech.edu/CaltechAUTHORS:20111109-084139616
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:27691
Collection:CaltechAUTHORS
Deposited By: Tony Diaz
Deposited On:18 Jan 2012 22:15
Last Modified:26 Dec 2012 14:23

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