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

Dynamical Component Analysis (DyCA) and its application on epileptic EEG

Dynamical Component Analysis (DyCA) is a recently-proposed method to detect projection vectors to reduce the dimensionality of multi-variate deterministic datasets. It is based on the solution of a generalized eigenvalue problem and therefore straight forward to implement. DyCA is introduced and applied to EEG data of epileptic seizures. The obtained eigenvectors are used to project the signal and the corresponding trajectories in phase space are compared with PCA and ICA-projections. The eigenvalues of DyCA are utilized for seizure detection and the obtained results in terms of specificity, false discovery rate and miss rate are compared to other seizure detection algorithms.Comment: 5 pages, 4 figures, accepted for IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) 201