Expectation–Maximization approaches to independent component analysis

Mingjun Zhong, Huanwen Tang, Yiyuan Tang

Research output: Contribution to journalArticlepeer-review

Abstract

Expectation–Maximization (EM) algorithms for independent component analysis are presented in this paper. For super-Gaussian sources, a variational method is employed to develop an EM algorithm in closed form for learning the mixing matrix and inferring the independent components. For sub-Gaussian sources, a symmetrical form of the Pearson mixture model (Neural Comput. 11 (2) (1999) 417–441) is used as the prior, which also enables the development of an EM algorithm in fclosed form for parameter estimation.
Original languageEnglish
Pages (from-to)503-512
Number of pages10
JournalNeurocomputing
Volume61
DOIs
Publication statusPublished - Oct 2004

Keywords / Materials (for Non-textual outputs)

  • Independent component analysis
  • Overcomplete representations
  • EM algorithm
  • Variational method

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