Joint diagonalization for ICA is often performed on the orthogonal group after a pre-whitening step. Here we assume that we only want to extract a few sources after pre-whitening, and hence work on the Stiefel manifold of p-frames in Rn. The resulting method does not only use second-order statistics to estimate the dimension reduction and is therefore denoted as soft dimension reduction. We employ a trust- region method for minimizing the cost function on the Stiefel manifold. Applications to a toy example and functional MRI data show a higher numerical efficiency, especially when p is much smaller than n,and more robust performance in the presence of strong noise than methods based on pre-whitening. © Springer-Verlag Berlin Heidelberg 2009.
CITATION STYLE
Theis, F. J., Cason, T. P., & P-AAbsil. (2009). Soft dimension reduction for ICA by joint diagonalization on the stiefel manifold. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 5441, pp. 354–361). https://doi.org/10.1007/978-3-642-00599-2_45
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