Joint Analysis of Multiple Datasets by Cross-Cumulant Tensor (Block) Diagonalization

International audienceIn this paper, we propose approximate diagonalization of a cross-cumulant tensor as a means to achieve independent component analysis (ICA) in several linked datasets. This approach generalizes existing cumulant-based independent vector analysis (IVA). It leads to uniqueness, identifiability and resilience to noise that exceed those in the literature, in certain scenarios. The proposed method can achieve blind identification of underdetermined mixtures when single-dataset cumulant-based methods that use the same order of statistics fall short. In addition, it is possible to analyse more than two datasets in a single tensor factorization. The proposed approach readily extends to independent subspace analysis (ISA), by tensor block-diagonalization. The proposed approach can be used as-is or as an ingredient in various data fusion frameworks, using coupled decompositions. The core idea can be used to generalize existing ICA methods from one dataset to an ensemble

Blind identification of underdetermined mixtures of complex sources based on the characteristic function

International audienceIn this work we consider the problem of blind identification of underdetermined mixtures using the generating function of the observations. This approach had been successfully applied on real sources but had not been extended to the more attractive case of complex mixtures of complex sources. This is the main goal of the present study. By developing the core equation in the complex case, we arrive at a particular tensor stowage which involves an original tensor decomposition. Exploiting this decomposition, an algorithm is proposed to blindly estimate the mixing matrix. Three versions of this algorithm based on 2nd, 3rd and 4th-order derivatives of the generating function are evaluated on complex mixtures of 4-QAM and 8-PSK sources and compared to the 6-BIOME algorithm by means of simulation results

Fourier PCA and Robust Tensor Decomposition

Fourier PCA is Principal Component Analysis of a matrix obtained from higher order derivatives of the logarithm of the Fourier transform of a distribution.We make this method algorithmic by developing a tensor decomposition method for a pair of tensors sharing the same vectors in rank-$1$ decompositions. Our main application is the first provably polynomial-time algorithm for underdetermined ICA, i.e., learning an $n \times m$ matrix $A$ from observations $y=Ax$ where $x$ is drawn from an unknown product distribution with arbitrary non-Gaussian components. The number of component distributions $m$ can be arbitrarily higher than the dimension $n$ and the columns of $A$ only need to satisfy a natural and efficiently verifiable nondegeneracy condition. As a second application, we give an alternative algorithm for learning mixtures of spherical Gaussians with linearly independent means. These results also hold in the presence of Gaussian noise.Comment: Extensively revised; details added; minor errors corrected; exposition improve

Blind Identification of Underdetermined Mixtures Based on the Hexacovariance and Higher-Order Cyclostationarity

International audienceIn this work, we consider the problem of blind identification of underdetermined mixtures in a cyclostationary context relying on sixth-order statistics. We propose to exploit the cyclostationarity at higher orders by taking into account the knowledge of source cyclic frequencies in the sample estimator of the observation hexacovariance. Two blind identification algorithms based on the proposed estimator are considered and their performances are tested by means of computer simulations. Our simulation results show that significant improvements can be obtained when both second and fourth-order cyclo-stationarities are exploited

Differential fast fixed-point algorithms for underdetermined instantaneous and convolutive partial blind source separation

This paper concerns underdetermined linear instantaneous and convolutive blind source separation (BSS), i.e., the case when the number of observed mixed signals is lower than the number of sources.We propose partial BSS methods, which separate supposedly nonstationary sources of interest (while keeping residual components for the other, supposedly stationary, "noise" sources). These methods are based on the general differential BSS concept that we introduced before. In the instantaneous case, the approach proposed in this paper consists of a differential extension of the FastICA method (which does not apply to underdetermined mixtures). In the convolutive case, we extend our recent time-domain fast fixed-point C-FICA algorithm to underdetermined mixtures. Both proposed approaches thus keep the attractive features of the FastICA and C-FICA methods. Our approaches are based on differential sphering processes, followed by the optimization of the differential nonnormalized kurtosis that we introduce in this paper. Experimental tests show that these differential algorithms are much more robust to noise sources than the standard FastICA and C-FICA algorithms.Comment: this paper describes our differential FastICA-like algorithms for linear instantaneous and convolutive underdetermined mixture

ICAR, a tool for Blind Source Separation using Fourth Order Statistics only

International audienceThe problem of blind separation of overdetermined mixtures of sources, that is, with fewer sources than (or as many sources as) sensors, is addressed in this paper. A new method, named ICAR (Independent Component Analysis using Redundancies in the quadricovariance), is proposed in order to process complex data. This method, without any whitening operation, only exploits some redundancies of a particular quadricovariance matrix of the data. Computer simulations demonstrate that ICAR offers in general good results and even outperforms classical methods in several situations: ICAR ~(i) succeeds in separating sources with low signal to noise ratios, ~(ii) does not require sources with different SO or/and FO spectral densities, ~(iii) is asymptotically not affected by the presence of a Gaussian noise with unknown spatial correlation, (iv) is not sensitive to an over estimation of the number of sources