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

Decorrelation of Neutral Vector Variables: Theory and Applications

In this paper, we propose novel strategies for neutral vector variable decorrelation. Two fundamental invertible transformations, namely serial nonlinear transformation and parallel nonlinear transformation, are proposed to carry out the decorrelation. For a neutral vector variable, which is not multivariate Gaussian distributed, the conventional principal component analysis (PCA) cannot yield mutually independent scalar variables. With the two proposed transformations, a highly negatively correlated neutral vector can be transformed to a set of mutually independent scalar variables with the same degrees of freedom. We also evaluate the decorrelation performances for the vectors generated from a single Dirichlet distribution and a mixture of Dirichlet distributions. The mutual independence is verified with the distance correlation measurement. The advantages of the proposed decorrelation strategies are intensively studied and demonstrated with synthesized data and practical application evaluations