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

Fast Multidimensional Entropy Estimation by k-d Partitioning

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Channel Selection and Feature Projection for Cognitive Load Estimation Using Ambulatory EEG

We present an ambulatory cognitive state classification system to assess the subject's mental load based on EEG measurements. The ambulatory cognitive state estimator is utilized in the context of a real-time augmented cognition (AugCog) system that aims to enhance the cognitive performance of a human user through computer-mediated assistance based on assessments of cognitive states using physiological signals including, but not limited to, EEG. This paper focuses particularly on the offline channel selection and feature projection phases of the design and aims to present mutual-information-based techniques that use a simple sample estimator for this quantity. Analyses conducted on data collected from 3 subjects performing 2 tasks (n-back/Larson) at 2 difficulty levels (low/high) demonstrate that the proposed mutual-information-based dimensionality reduction scheme can achieve up to 94% cognitive load estimation accuracy

Finite-Sample Analysis of Fixed-k Nearest Neighbor Density Functional Estimators

We provide finite-sample analysis of a general framework for using k-nearest neighbor statistics to estimate functionals of a nonparametric continuous probability density, including entropies and divergences. Rather than plugging a consistent density estimate (which requires $k \to \infty$ as the sample size $n \to \infty$) into the functional of interest, the estimators we consider fix k and perform a bias correction. This is more efficient computationally, and, as we show in certain cases, statistically, leading to faster convergence rates. Our framework unifies several previous estimators, for most of which ours are the first finite sample guarantees.Comment: 16 pages, 0 figure