An Efficient Algorithm by Kurtosis Maximization in Reference-Based Framework

This paper deals with the optimization of kurtosis for complex-valued signals in the independent component analysis (ICA) framework, where source signals are linearly and instantaneously mixed. Inspired by the recently proposed reference-based contrast schemes, a similar contrast function is put forward, based on which a new fast fixed-point (FastICA) algorithm is proposed. The new optimization method is similar in spirit to the former classical kurtosis-based FastICA algorithm but differs in the fact that it is much more efficient than the latter in terms of computational speed, which is significantly striking with large number of samples. The performance of this new algorithm is confirmed through computer simulations

Automatic classification of lithofacies using fast independent component analysis

The problem of automatic classification of facies was addressed using the Fast Independent Component Analysis (FastICA) of a data set of geophysical well logs of the Namorado Field, Campos Basin, Brazil, followed by a k-nearest neighbor (k-NN) classification. The goal of an automatic classification of facies is to produce spatial models of facies that assist the geological characterization of petroleum reservoirs. The FastICA technique provides a new data set that has the most stable and less Gaussian distribution possible. The k-NN classifies this new data set according to its characteristics. The previous application of FastICA improves the accuracy of the k-NN automatic classification and it also provides better results in comparison with the automatic classification by means of the Principal Component Analysis (PCA). © 2015 Sociedade Brasileira de Geofísica.The problem of automatic classification of facies was addressed using the Fast Independent Component Analysis (FastICA) of a data set of geophysical well logs of the Namorado Field, Campos Basin, Brazil, followed by a k-nearest neighbor (k-NN) classification. The goal of an automatic classification of facies is to produce spatial models of facies that assist the geological characterization of petroleum reservoirs. The FastICA technique provides a new data set that has the most stable and less Gaussian distribution possible. The k-NN classifies this new data set according to its characteristics. 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BMICA-independent component analysis based on B-spline mutual information estimator

The information theoretic concept of mutual information provides a general framework to evaluate dependencies between variables. Its estimation however using B-Spline has not been used before in creating an approach for Independent Component Analysis. In this paper we present a B-Spline estimator for mutual information to find the independent components in mixed signals. Tested using electroencephalography (EEG) signals the resulting BMICA (B-Spline Mutual Information Independent Component Analysis) exhibits better performance than the standard Independent Component Analysis algorithms of FastICA, JADE, SOBI and EFICA in similar simulations. BMICA was found to be also more reliable than the 'renown' FastICA

New Negentropy Optimization Schemes for Blind Signal Extraction of Complex Valued Sources

Blind signal extraction, a hot issue in the field of communication signal processing, aims to retrieve the sources through the optimization of contrast functions. Many contrasts based on higher-order statistics such as kurtosis, usually behave sensitive to outliers. Thus, to achieve robust results, nonlinear functions are utilized as contrasts to approximate the negentropy criterion, which is also a classical metric for non-Gaussianity. However, existing methods generally have a high computational cost, hence leading us to address the problem of efficient optimization of contrast function. More precisely, we design a novel “reference-based” contrast function based on negentropy approximations, and then propose a new family of algorithms (Alg.1 and Alg.2) to maximize it. Simulations confirm the convergence of our method to a separating solution, which is also analyzed in theory. We also validate the theoretic complexity analysis that Alg.2 has a much lower computational cost than Alg.1 and existing optimization methods based on negentropy criterion. Finally, experiments for the separation of single sideband signals illustrate that our method has good prospects in real-world applications

Stochastic trapping in a solvable model of on-line independent component analysis

Previous analytical studies of on-line Independent Component Analysis (ICA) learning rules have focussed on asymptotic stability and efficiency. In practice the transient stages of learning will often be more significant in determining the success of an algorithm. This is demonstrated here with an analysis of a Hebbian ICA algorithm which can find a small number of non-Gaussian components given data composed of a linear mixture of independent source signals. An idealised data model is considered in which the sources comprise a number of non-Gaussian and Gaussian sources and a solution to the dynamics is obtained in the limit where the number of Gaussian sources is infinite. Previous stability results are confirmed by expanding around optimal fixed points, where a closed form solution to the learning dynamics is obtained. However, stochastic effects are shown to stabilise otherwise unstable sub-optimal fixed points. Conditions required to destabilise one such fixed point are obtained for the case of a single non-Gaussian component, indicating that the initial learning rate \eta required to successfully escape is very low (\eta = O(N^{-2}) where N is the data dimension) resulting in very slow learning typically requiring O(N^3) iterations. Simulations confirm that this picture holds for a finite system.Comment: 17 pages, 3 figures. To appear in Neural Computatio

Sparsity and adaptivity for the blind separation of partially correlated sources

Blind source separation (BSS) is a very popular technique to analyze multichannel data. In this context, the data are modeled as the linear combination of sources to be retrieved. For that purpose, standard BSS methods all rely on some discrimination principle, whether it is statistical independence or morphological diversity, to distinguish between the sources. However, dealing with real-world data reveals that such assumptions are rarely valid in practice: the signals of interest are more likely partially correlated, which generally hampers the performances of standard BSS methods. In this article, we introduce a novel sparsity-enforcing BSS method coined Adaptive Morphological Component Analysis (AMCA), which is designed to retrieve sparse and partially correlated sources. More precisely, it makes profit of an adaptive re-weighting scheme to favor/penalize samples based on their level of correlation. Extensive numerical experiments have been carried out which show that the proposed method is robust to the partial correlation of sources while standard BSS techniques fail. The AMCA algorithm is evaluated in the field of astrophysics for the separation of physical components from microwave data.Comment: submitted to IEEE Transactions on signal processin