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Independent Component Analysis by Entropy Bound Minimization

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2 Author(s)
Xi-Lin Li ; Dept. of CSEE, UMBC, Baltimore, MD, USA ; Adali, T.

A novel (differential) entropy estimator is introduced where the maximum entropy bound is used to approximate the entropy given the observations, and is computed using a numerical procedure thus resulting in accurate estimates for the entropy. We show that such an estimator exists for a wide class of measuring functions, and provide a number of design examples to demonstrate its flexible nature. We then derive a novel independent component analysis (ICA) algorithm that uses the entropy estimate thus obtained, ICA by entropy bound minimization (ICA-EBM). The algorithm adopts a line search procedure, and initially uses updates that constrain the demixing matrix to be orthogonal for robust performance. We demonstrate the superior performance of ICA-EBM and its ability to match sources that come from a wide range of distributions using simulated and real-world data.

Published in:

Signal Processing, IEEE Transactions on  (Volume:58 ,  Issue: 10 )