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FastICA Algorithm: Five Criteria for the Optimal Choice of the Nonlinearity Function

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2 Author(s)
Dermoune, A. ; Laboratoire Paul Painlevé, USTL-UMR-CNRS 8524. UFR de Mathématiques, Bât. M2, Villeneuve d'Ascq Cédex, France ; Wei, T.

Using an infinite sample, the contrast function and the FastICA algorithm are deterministic. In the practical case, we have only a finite sample. Then the contrast function and the FastICA algorithm become estimators of the deterministic case. This paper provides a unified study of the deflation FastICA algorithm assuming a finite or an infinite sample. We consider four random probability distributions based on the finite sample, and construct four FastICA estimators. We show that under mild conditions, each of these estimators are equal to a local minimizer of the contrast function with respect to the underlying random probability distribution. Making use of the existing results of M-estimators, we give a rigorous analysis of the asymptotic errors of FastICA estimators. We derive five criteria for the optimal choice of the nonlinearity function.

Published in:

Signal Processing, IEEE Transactions on  (Volume:61 ,  Issue: 8 )

Date of Publication:

April15, 2013

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