Title
Hierarchical Extraction of Independent Subspaces of Unknown Dimensions
Abstract
Independent Subspace Analysis (ISA) is an extension of Independent Component Analysis (ICA) that aims to linearly transform a random vector such as to render groups of its components mutually independent. A recently proposed fixed-point algorithm is able to locally perform ISA if the sizes of the subspaces are known, however global convergence is a serious problem as the proposed cost function has additional local minima. We introduce an extension to this algorithm, based on the idea that the algorithm converges to a solution, in which subspaces that are members of the global minimum occur with a higher frequency. We show that this overcomes the algorithm's limitations. Moreover, this idea allows a blind approach, where no a priori knowledge of subspace sizes is required.
Year
DOI
Venue
2009
10.1007/978-3-642-00599-2_33
ICA
Keywords
Field
DocType
blind approach,additional local minimum,independent component analysis,independent subspaces,global convergence,algorithm converges,unknown dimensions,fixed-point algorithm,proposed cost function,higher frequency,hierarchical extraction,global minimum,independent subspace analysis
Subspace topology,A priori and a posteriori,Minimum description length,Algorithm,Linear subspace,Maxima and minima,Multivariate random variable,Independent component analysis,Independence (probability theory),Mathematics
Conference
Volume
ISSN
Citations 
5441
0302-9743
3
PageRank 
References 
Authors
0.39
9
3
Name
Order
Citations
PageRank
P. Gruber1515.80
Harold W. Gutch2454.60
Fabian J. Theis393185.37