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Monte Carlo Algorithm for Least Dependent Non-Negative Mixture Decomposition

Astakhov, Sergey A. and Stögbauer, Harald and Kraskov, Alexander and Grassberger, Peter (2006) Monte Carlo Algorithm for Least Dependent Non-Negative Mixture Decomposition. Analytical Chemistry, 78 (5). pp. 1620-1627. ISSN 0003-2700. https://resolver.caltech.edu/CaltechAUTHORS:20160818-143804965

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Abstract

We propose a simulated annealing algorithm (stochastic non-negative independent component analysis, SNICA) for blind decomposition of linear mixtures of non-negative sources with non-negative coefficients. The demixing is based on a Metropolis-type Monte Carlo search for least dependent components, with the mutual information between recovered components as a cost function and their non-negativity as a hard constraint. Elementary moves are shears in two-dimensional subspaces and rotations in three-dimensional subspaces. The algorithm is geared at decomposing signals whose probability densities peak at zero, the case typical in analytical spectroscopy and multivariate curve resolution. The decomposition performance on large samples of synthetic mixtures and experimental data is much better than that of traditional blind source separation methods based on principal component analysis (MILCA, FastICA, RADICAL) and chemometrics techniques (SIMPLISMA, ALS, BTEM).


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URLURL TypeDescription
http://dx.doi.org/10.1021/ac051707cDOIArticle
http://pubs.acs.org/doi/abs/10.1021/ac051707cPublisherArticle
Additional Information:© 2006 American Chemical Society. Received 23 September 2005; accepted 8 December 2005; published online 19 January 2006; published in print 1 March 2006. We thank Prof. M. Garland for providing us with the data set of ref 24. S.A.A. is grateful to Dr. Y. Alaverdyan and Prof. S. P. Mushtakova for discussions. We also thank the anonymous reviewers for their useful suggestions.
Issue or Number:5
Record Number:CaltechAUTHORS:20160818-143804965
Persistent URL:https://resolver.caltech.edu/CaltechAUTHORS:20160818-143804965
Official Citation:Astakhov, S. A., Stögbauer, H., Kraskov, A., & Grassberger, P. (2006). Monte Carlo Algorithm for Least Dependent Non-Negative Mixture Decomposition. Analytical Chemistry, 78(5), 1620-1627. doi:10.1021/ac051707c
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:69761
Collection:CaltechAUTHORS
Deposited By: Melissa Ray
Deposited On:22 Aug 2016 22:17
Last Modified:03 Oct 2019 10:25

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