CuBICA: Independent component analysis by simultaneous third- and fourth-order cumulant diagonalization. CuBICA, which is an improved method for independent component analysis (ICA) based on the diagonalization of cumulant tensors is proposed. It is based on Comon’s algorithm, but it takes third- and fourth-order cumulant tensors into account simultaneously. The underlying contrast function is also mathematically much simpler and has a more intuitive interpretation. It is therefore easier to optimize and approximate. A comparison with Comon’s and three other ICA algorithms on different data sets demonstrates its performance.
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References in zbMATH (referenced in 7 articles , 1 standard article )
Showing results 1 to 7 of 7.
- Domino, Krzysztof; Gawron, Piotr: An algorithm for arbitrary-order cumulant tensor calculation in a sliding window of data streams (2019)
- Chen, Ray-Bing; Guo, Meihui; Härdle, Wolfgang K.; Huang, Shih-Feng: COPICA -- independent component analysis via copula techniques (2015)
- Chen, Ray-Bing; Chen, Ying; Härdle, Wolfgang K.: TVICA -- time varying independent component analysis and its application to financial data (2014)
- Liu, Zhiyong; Qiao, Hong: Investigation on the skewness for independent component analysis (2011)
- Franzius, M.; Vollgraf, R.; Wiskott, L.: From grids to places (2007) ioport
- Moreau, Eric: Comments on “CuBICA: independent component analysis by simultaneous third- and fourth-order cumulant diagonalization” (2006)
- Blaschke, Tobias; Wiskott, Laurenz: CuBICA: Independent component analysis by simultaneous third- and fourth-order cumulant diagonalization (2004)