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Kernel independent component analysis

2003 IEEE International Conference on Acoustics, Speech, and Signal Processing, 2003. Proceedings. (ICASSP '03).Published 24 January 2004
Francis Bach, Michael I. Jordan
Citations569

TL;DR

A class of algorithms for independent component analysis which use contrast functions based on canonical correlations in a reproducing kernel Hilbert space is presented, showing that these algorithms outperform many of the presently known algorithms.

Abstract

We present a class of algorithms for independent component analysis (ICA) which use contrast functions based on canonical correlations in a reproducing kernel Hilbert space. On the one hand, we show that our contrast functions are related to mutual information and have desirable mathematical properties as measures of statistical dependence. On the other hand, building on recent developments in kernel methods, we show that these criteria can be computed efficiently. Minimizing these criteria leads to flexible and robust algorithms for ICA. We illustrate with simulations involving a wide variety of source distributions, showing that our algorithms outperform many of the presently known algorithms.

Keywords

ChemistryComputer Science