Mixing and non-mixing local minima of the entropy contrast for blind source separation

In this paper, both non-mixing and mixing local minima of the entropy are analyzed from the viewpoint of blind source separation (BSS); they correspond respectively to acceptable and spurious solutions of the BSS problem. The contribution of this work is twofold. First, a Taylor development is used to show that the \textit{exact} output entropy cost function has a non-mixing minimum when this output is proportional to \textit{any} of the non-Gaussian sources, and not only when the output is proportional to the lowest entropic source. Second, in order to prove that mixing entropy minima exist when the source densities are strongly multimodal, an entropy approximator is proposed. The latter has the major advantage that an error bound can be provided. Even if this approximator (and the associated bound) is used here in the BSS context, it can be applied for estimating the entropy of any random variable with multimodal density.Comment: 11 pages, 6 figures, To appear in IEEE Transactions on Information Theor

On the conditions for valid objective functions in blind separation of independent and dependent sources

It is well known that independent sources can be blindly detected and separated, one by one, from linear mixtures by identifying local extrema of certain objective functions (contrasts), like negentropy, Non-Gaussianity measures, kurtosis, etc. It was also suggested in [1], and verified in practice in [2,4], that some of these measures remain useful for particular cases with dependent sources, but not much work has been done in this respect and a rigorous theoretical ground still lacks. In this paper, it is shown that, if a specific type of pairwise dependence among sources exists, called Linear Conditional Expectation (LCE) law, then a family of objective functions are valid for their separation. Interestingly, this particular type of dependence arises in modeling material abundances in the spectral unmixing problem of remote sensed images. In this work, a theoretical novel approach is used to analyze Shannon entropy (SE), Non-Gaussianity (NG) measure and absolute moments of arbitrarily order, i.e. Generic Absolute (GA) moments for the separation of sources allowing them to be dependent. We provide theoretical results that show the conditions under which sources are isolated by searching for a maximum or a minimum. Also, simple and efficient algorithms based on Parzen windows estimations of probability density functions (pdfs) and Newton-Raphson iterations are proposed for the separation of dependent or independent sources. A set of simulation results on synthetic data and an application to the blind spectral unmixing problem are provided in order to validate our theoretical results and compare these algorithms against FastICA and a very recently proposed algorithm for dependent sources, the Bounded Component Analysis algorithm (BCA). It is shown that, for dependent sources verifying the LCE law, the NG measure provides the best separation results.Fil: Caiafa, Cesar Federico. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico la Plata. Instituto Argentino de Radioastronomia (i); Argentina. Universidad de Buenos Aires. Facultad de Ingeniería; Argentin

A Canonical Genetic Algorithm for Blind Inversion of Linear Channels

It is well known the relationship between source separation and blind deconvolution: If a filtered version of an unknown i.i.d. signal is observed, temporal independence between samples can be used to retrieve the original signal, in the same manner as spatial independence is used for source separation. In this paper we propose the use of a Genetic Algorithm (GA) to blindly invert linear channels. The use of GA is justified in the case of small number of samples, where other gradient-like methods fails because of poor estimation of statistics

Information Theoretic Proofs of Entropy Power Inequalities

While most useful information theoretic inequalities can be deduced from the basic properties of entropy or mutual information, up to now Shannon's entropy power inequality (EPI) is an exception: Existing information theoretic proofs of the EPI hinge on representations of differential entropy using either Fisher information or minimum mean-square error (MMSE), which are derived from de Bruijn's identity. In this paper, we first present an unified view of these proofs, showing that they share two essential ingredients: 1) a data processing argument applied to a covariance-preserving linear transformation; 2) an integration over a path of a continuous Gaussian perturbation. Using these ingredients, we develop a new and brief proof of the EPI through a mutual information inequality, which replaces Stam and Blachman's Fisher information inequality (FII) and an inequality for MMSE by Guo, Shamai and Verd\'u used in earlier proofs. The result has the advantage of being very simple in that it relies only on the basic properties of mutual information. These ideas are then generalized to various extended versions of the EPI: Zamir and Feder's generalized EPI for linear transformations of the random variables, Takano and Johnson's EPI for dependent variables, Liu and Viswanath's covariance-constrained EPI, and Costa's concavity inequality for the entropy power.Comment: submitted for publication in the IEEE Transactions on Information Theory, revised versio

Using generic order moments for separation of dependent sources with linear conditional expectations

In this work, we approach the blind separation of dependent sources based only on a set of their linear mixtures. We prove that, when the sources have a pairwise dependence characterized by the linear conditional expectation (LCE) law, we are able to separate them by maximizing or minimizing a Generic Order Moment (GOM) of their mixture. This general measure includes the higher order as well as the fractional moment cases. Our results, not only confirm some of the existing results for the independent sources case but also they allow us to explore new objective functions for Dependent Component Analysis. A set of examples illustrating the consequences of our theory is presented. Also, a comparison of our GOM based algorithm, the classical FASTICA and a very recently proposed algorithm for dependent sources, the Bounded Component Analysis (BCA) algorithm, is shown.Fil: Caiafa, César Federico. Provincia de Buenos Aires. Gobernación. Comisión de Investigaciones Científicas. Instituto Argentino de Radioastronomía. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - La Plata. Instituto Argentino de Radioastronomía; ArgentinaFil: Kuruoglu, Ercan E.. Istituto di Scienza e Tecnologie dell’Informazione; Italia. Consiglio Nazionale delle Ricerche; Italia21ª European Signal Processing ConferenceMarrakechMarruecosEuropean Signal Processing Society (EURASIP