21,568 research outputs found
Stochastic trapping in a solvable model of on-line independent component analysis
Previous analytical studies of on-line Independent Component Analysis (ICA)
learning rules have focussed on asymptotic stability and efficiency. In
practice the transient stages of learning will often be more significant in
determining the success of an algorithm. This is demonstrated here with an
analysis of a Hebbian ICA algorithm which can find a small number of
non-Gaussian components given data composed of a linear mixture of independent
source signals. An idealised data model is considered in which the sources
comprise a number of non-Gaussian and Gaussian sources and a solution to the
dynamics is obtained in the limit where the number of Gaussian sources is
infinite. Previous stability results are confirmed by expanding around optimal
fixed points, where a closed form solution to the learning dynamics is
obtained. However, stochastic effects are shown to stabilise otherwise unstable
sub-optimal fixed points. Conditions required to destabilise one such fixed
point are obtained for the case of a single non-Gaussian component, indicating
that the initial learning rate \eta required to successfully escape is very low
(\eta = O(N^{-2}) where N is the data dimension) resulting in very slow
learning typically requiring O(N^3) iterations. Simulations confirm that this
picture holds for a finite system.Comment: 17 pages, 3 figures. To appear in Neural Computatio
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
On the stable recovery of the sparsest overcomplete representations in presence of noise
Let x be a signal to be sparsely decomposed over a redundant dictionary A,
i.e., a sparse coefficient vector s has to be found such that x=As. It is known
that this problem is inherently unstable against noise, and to overcome this
instability, the authors of [Stable Recovery; Donoho et.al., 2006] have
proposed to use an "approximate" decomposition, that is, a decomposition
satisfying ||x - A s|| < \delta, rather than satisfying the exact equality x =
As. Then, they have shown that if there is a decomposition with ||s||_0 <
(1+M^{-1})/2, where M denotes the coherence of the dictionary, this
decomposition would be stable against noise. On the other hand, it is known
that a sparse decomposition with ||s||_0 < spark(A)/2 is unique. In other
words, although a decomposition with ||s||_0 < spark(A)/2 is unique, its
stability against noise has been proved only for highly more restrictive
decompositions satisfying ||s||_0 < (1+M^{-1})/2, because usually (1+M^{-1})/2
<< spark(A)/2.
This limitation maybe had not been very important before, because ||s||_0 <
(1+M^{-1})/2 is also the bound which guaranties that the sparse decomposition
can be found via minimizing the L1 norm, a classic approach for sparse
decomposition. However, with the availability of new algorithms for sparse
decomposition, namely SL0 and Robust-SL0, it would be important to know whether
or not unique sparse decompositions with (1+M^{-1})/2 < ||s||_0 < spark(A)/2
are stable. In this paper, we show that such decompositions are indeed stable.
In other words, we extend the stability bound from ||s||_0 < (1+M^{-1})/2 to
the whole uniqueness range ||s||_0 < spark(A)/2. In summary, we show that "all
unique sparse decompositions are stably recoverable". Moreover, we see that
sparser decompositions are "more stable".Comment: Accepted in IEEE Trans on SP on 4 May 2010. (c) 2010 IEEE. Personal
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Blind image separation based on exponentiated transmuted Weibull distribution
In recent years the processing of blind image separation has been
investigated. As a result, a number of feature extraction algorithms for direct
application of such image structures have been developed. For example,
separation of mixed fingerprints found in any crime scene, in which a mixture
of two or more fingerprints may be obtained, for identification, we have to
separate them. In this paper, we have proposed a new technique for separating a
multiple mixed images based on exponentiated transmuted Weibull distribution.
To adaptively estimate the parameters of such score functions, an efficient
method based on maximum likelihood and genetic algorithm will be used. We also
calculate the accuracy of this proposed distribution and compare the
algorithmic performance using the efficient approach with other previous
generalized distributions. We find from the numerical results that the proposed
distribution has flexibility and an efficient resultComment: 14 pages, 12 figures, 4 tables. International Journal of Computer
Science and Information Security (IJCSIS),Vol. 14, No. 3, March 2016 (pp.
423-433
Blind extraction of an exoplanetary spectrum through Independent Component Analysis
Blind-source separation techniques are used to extract the transmission
spectrum of the hot-Jupiter HD189733b recorded by the Hubble/NICMOS instrument.
Such a 'blind' analysis of the data is based on the concept of independent
component analysis. The de-trending of Hubble/NICMOS data using the sole
assumption that nongaussian systematic noise is statistically independent from
the desired light-curve signals is presented. By not assuming any prior, nor
auxiliary information but the data themselves, it is shown that spectroscopic
errors only about 10 - 30% larger than parametric methods can be obtained for
11 spectral bins with bin sizes of ~0.09 microns. This represents a reasonable
trade-off between a higher degree of objectivity for the non-parametric methods
and smaller standard errors for the parametric de-trending. Results are
discussed in the light of previous analyses published in the literature. The
fact that three very different analysis techniques yield comparable spectra is
a strong indication of the stability of these results.Comment: ApJ accepte
New Negentropy Optimization Schemes for Blind Signal Extraction of Complex Valued Sources
Blind signal extraction, a hot issue in the field of communication signal processing, aims to retrieve the sources through the optimization of contrast functions. Many contrasts based on higher-order statistics such as kurtosis, usually behave sensitive to outliers. Thus, to achieve robust results, nonlinear functions are utilized as contrasts to approximate the negentropy criterion, which is also a classical metric for non-Gaussianity. However, existing methods generally have a high computational cost, hence leading us to address the problem of efficient optimization of contrast function. More precisely, we design a novel “reference-based” contrast function based on negentropy approximations, and then propose a new family of algorithms (Alg.1 and Alg.2) to maximize it. Simulations confirm the convergence of our method to a separating solution, which is also analyzed in theory. We also validate the theoretic complexity analysis that Alg.2 has a much lower computational cost than Alg.1 and existing optimization methods based on negentropy criterion. Finally, experiments for the separation of single sideband signals illustrate that our method has good prospects in real-world applications
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