Complex Random Vectors and ICA Models: Identifiability, Uniqueness and Separability

In this paper the conditions for identifiability, separability and uniqueness of linear complex valued independent component analysis (ICA) models are established. These results extend the well-known conditions for solving real-valued ICA problems to complex-valued models. Relevant properties of complex random vectors are described in order to extend the Darmois-Skitovich theorem for complex-valued models. This theorem is used to construct a proof of a theorem for each of the above ICA model concepts. Both circular and noncircular complex random vectors are covered. Examples clarifying the above concepts are presented.Comment: To appear in IEEE TR-IT March 200

Joint Blind Source Separation of Multidimensional Components: Model and Algorithm

International audienceThis paper deals with joint blind source separation (JBSS) of multidimensional components. JBSS extends classical BSS to simultaneously resolve several BSS problems by assuming statistical dependence between latent sources across mixtures. JBSS offers some significant advantages over BSS, such as identifying more than one Gaussian white stationary source within a mixture. Multidimensional BSS extends classical BSS to deal with a more general and more flexible model within each mixture: the sources can be partitioned into groups exhibiting dependence within a given group but independence between two different groups. Motivated by various applications, we present a model that is inspired by both extensions. We derive an algorithm that achieves asymptotically the minimal mean square error (MMSE) in the estimation of Gaussian multidimensional components. We demonstrate the superior performance of this model over a two-step approach, in which JBSS, which ignores the multidimensional structure, is followed by a clustering step

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

An Alternative Proof for the Identifiability of Independent Vector Analysis Using Second Order Statistics

International audienceIn this paper, we present an alternative proof for characterizing the (non-) identifiability conditions of independent vector analysis (IVA). IVA extends blind source separation to several mixtures by taking into account statistical dependencies between mixtures. We focus on IVA in the presence of real Gaussian data with temporally independent and identically distributed samples. This model is always non-identifiable when each mixture is considered separately. However, it can be shown to be generically identifiable within the IVA framework. Our proof differs from previous ones by being based on direct factorization of a closed-form expression for the Fisher information matrix. Our analysis is based on a rigorous linear algebraic formulation, and leads to a new type of factorization of a structured matrix. Therefore, the proposed approach is of potential interest for a broader range of problems

Mapping hybrid functional-structural connectivity traits in the human connectome

One of the crucial questions in neuroscience is how a rich functional repertoire of brain states relates to its underlying structural organization. How to study the associations between these structural and functional layers is an open problem that involves novel conceptual ways of tackling this question. We here propose an extension of the Connectivity Independent Component Analysis (connICA) framework, to identify joint structural-functional connectivity traits. Here, we extend connICA to integrate structural and functional connectomes by merging them into common hybrid connectivity patterns that represent the connectivity fingerprint of a subject. We test this extended approach on the 100 unrelated subjects from the Human Connectome Project. The method is able to extract main independent structural-functional connectivity patterns from the entire cohort that are sensitive to the realization of different tasks. The hybrid connICA extracted two main task-sensitive hybrid traits. The first, encompassing the within and between connections of dorsal attentional and visual areas, as well as fronto-parietal circuits. The second, mainly encompassing the connectivity between visual, attentional, DMN and subcortical networks. Overall, these findings confirms the potential ofthe hybrid connICA for the compression of structural/functional connectomes into integrated patterns from a set of individual brain networks.Comment: article: 34 pages, 4 figures; supplementary material: 5 pages, 5 figure

Joint Independent Subspace Analysis Using Second-Order Statistics

International audienceThis paper deals with a novel generalization of classical blind source separation (BSS) in two directions. First, relaxing the constraint that the latent sources must be statistically independent. This generalization is well-known and sometimes termed independent subspace analysis (ISA). Second, jointly analyzing several ISA problems, where the link is due to statistical dependence among corresponding sources in different mixtures. When the data are one-dimensional, i.e., multiple classical BSS problems, this model, known as independent vector analysis (IVA), has already been studied. In this paper, we combine IVA with ISA and term this new model joint independent subspace analysis (JISA). We provide full performance analysis of JISA, including closed-form expressions for minimal mean square error (MSE), Fisher information and Cramér-Rao lower bound, in the separation of Gaussian data. The derived MSE applies also for non-Gaussian data, when only second-order statistics are used. We generalize previously known results on IVA, including its ability to uniquely resolve instantaneous mixtures of real Gaussian stationary data, and having the same arbitrary permutation at all mixtures. Numerical experiments validate our theoretical results and show the gain with respect to two competing approaches that either use a finer block partition or a different norm