Abstract | ||
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A new method for separating the mixtures of independent sources has been proposed recently in [Oja et al. (2006). Scatter matrices and independent component analysis. Austrian J. Statist., to appear]. This method is based on two scatter matrices with the so-called independence property. The corresponding method is now further examined. Simple simulation studies are used to compare the performance of so-called symmetrised scatter matrices in solving the independence component analysis problem. The results are also compared with the classical FastICA method. Finally, the theory is illustrated by some examples. |
Year | DOI | Venue |
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2007 | 10.1016/j.csda.2006.07.010 | Computational Statistics & Data Analysis |
Keywords | Field | DocType |
so-called independence property,scatter matrix,independent component analysis,independence component analysis problem,corresponding method,classical fastica method,new method,so-called symmetrised scatter matrix,austrian j. statist,independent source,fastica,scattering matrix | Econometrics,Statistical simulation,Matrix (mathematics),Independent component analysis,FastICA,Component analysis,Statistics,Mathematics,Source separation | Journal |
Volume | Issue | ISSN |
51 | 10 | Computational Statistics and Data Analysis |
Citations | PageRank | References |
2 | 0.47 | 1 |
Authors | ||
3 |
Name | Order | Citations | PageRank |
---|---|---|---|
S. Taskinen | 1 | 32 | 4.80 |
S. Sirkiä | 2 | 2 | 0.47 |
H. Oja | 3 | 19 | 2.30 |