An improved method for independent component analysis based on the diagonalization of cumulant tensors is proposed. It is based on Comon's algorithm [1] 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 algorithm, JADE [2] and FastICA [3] on different data sets demonstrates its performance. © Springer-Verlag Berlin Heidelberg 2002.
CITATION STYLE
Blaschke, T., & Wiskott, L. (2002). An improved cumulant based method for independent component analysis. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 2415 LNCS, pp. 1087–1093). Springer Verlag. https://doi.org/10.1007/3-540-46084-5_176
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