Title
Independent component analysis based on symmetrised scatter matrices
Abstract
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
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. Taskinen1324.80
S. Sirkiä220.47
H. Oja3192.30