Abstract not found

We show that different theories recently proposed for Independent Component Analysis (ICA) lead to the same iterative learning algorithm for blind separation of mixed independent sources. We review those theories and suggest that information theory can be used to unify several lines of research. Pearlmutter and Parra (1996) and Cardoso (1997) showed that the infomax approach of Bell and Sejnowski (1995) and the maximum likelihood estimation approach are equivalent. We show that negentropy maximization also has equivalent properties and therefore all three approaches yield the same learning rule for a fixed nonlinearity. Girolami and Fyfe (1997a) have shown that the nonlinear Principal Component Analysis (PCA) algorithm of Karhunen and Joutsensalo (1994) and Oja (1997) can also be viewed from information-theoretic principles since it minimizes the sum of squares of the fourth-order marginal cumulants and therefore approximately minimizes the mutual information (Comon, 1994). Lambert (19...

This paper discusses the application of a modern signal processing technique known as inde-pendent component analysis (ICA) or blind source separation to multivariate financial time series such as a portfolio of stocks. The key idea of ICA is to linearly map the observed multivariate time series into a new space of statistically independent components (ICs). This can be viewed as a factorization of the portfolio since joint probabilities become simple products in the coordinate system of the ICs. We apply ICA to three years of daily returns of the 28 largest Japanese stocks and compare the results with those obtained using principal component analysis. The results indicate that the estimated ICs fall into two categories, (i) infrequent but large shocks (responsible for the major changes in the stock prices), and (ii) frequent smaller fluctuations (contributing little to the overall level of the stocks). We show that the overall stock price can be reconstructed surprisingly well by using a small number of thresholded weighted ICs. In contrast, when using shocks derived from principal components instead of independent components, the reconstructed price is less similar to the original one. Independent component analysis is a potentially powerful method of analyzing and understanding driving mechanisms in financial markets. There are further

Recently, many new Blind Signal Separation (BSS) algorithms have been introduced. Authors evaluate the performance of their algorithms in various ways. Among these are speech recognition rates, plots of separated signals, plots of cascaded mixing/unmixing impulse responses and signal to noise ratios. Clearly, not all of these methods give a good reflection of the performance of these algorithms. Moreover, since the evaluation is done using different measures and different data, results cannot be compared. As a solution we provide a unified methodology of evaluating BSS algorithms along with providing data online such that researches can compare their results. We will focus on acoustical applications, but many of the remarks apply to other BSS application areas as well. 1. INTRODUCTION Blind Signal Separation (BSS) is the process that aims at separating a number of source signals from observed mixtures of those sources [1, 2, 3, 4, 5]. For example, in an acoustical application, these m...

Recently a number of adaptive learning algorithms have been proposed for blind source separation. Although the underlying principles and approaches are different, most of them have very similar forms. Two important issues have remained to be elucidated further: the statistical efficiency and the stability of learning algorithms. The present letter analyzes a general form of statistically efficient algorithm and give a necessary and sufficient condition for the separating solution to be a stable equilibrium of a general learning algorithm. Moreover, when the separating solution is unstable, a simple method is given for stabilizing the separating solution by modifying the algorithm.

The analysis of electroencephalographic (EEG) and magnetoencephalographic (MEG) recordings is important both for basic brain research and for medical diagnosis and treatment. Independent component analysis (ICA) is an effective method for removing artifacts and separating sources of the brain signals from these recordings. A similar approach is proving useful for analyzing functional magnetic resonance brain imaging (fMRI) data. In this paper, we outline the assumptions underlying ICA and demonstrate its application to a variety of electrical and hemodynamic recordings from the human brain. Keywords—Blind source separation, EEG, fMRI, independent component analysis.

Source separation arises in a variety of signal processing applications, ranging from speech processing to medical image analysis. The separation of a superposition of multiple signals is accomplished by taking into account the structure of the mixing process and by making assumptions about the sources. When the information about the mixing process and sources is limited, the problem is called ‘blind’. By assuming that the sources can be represented sparsely in a given basis, recent research has demonstrated that solutions to previously problematic blind source separation problems can be obtained. In some cases, solutions are possible to problems intractable by previous non-sparse methods. Indeed, sparse methods provide a powerful approach to the separation of linear mixtures of independent data. This paper surveys the recent arrival of sparse blind source separation methods and the previously existing non-sparse methods, providing insights and appropriate hooks into the literature along the way.

We have created new networks to unmix signals which have been mixed either with time delays or via ltering. We rst show that a subset of the Herault-Jutten learning rules ful lls a principle of minimum output power. We then apply this principle to extensions of the Herault-Jutten network which have delays in the feedback path. Our networks perform well on real speech and music signals that have been mixed using time delays or ltering. 1

this article can be seen as a general framework for the algorithms proposed by Lin (1998) and Yeredor (2000)

This paper proposes a novel neural-network approach to blind source separation in nonlinear mixture. The approach utilizes a radial basis function (RBF) neural-network to approximate the inverse of the nonlinear mixing mapping which is assumed to exist and able to be approximated using an RBF network. A contrast function which consists of the mutual information and partial moments of the outputs of the separation system, is defined to separate the nonlinear mixture. The minimization of the contrast function results in the independence of the outputs with desirable moments such that the original sources are separated properly. Two learning algorithms for the parametric RBF network are developed by using the stochastic gradient descent method and an unsupervised clustering method. By virtue of the RBF neural network, this proposed approach takes advantage of high learning convergence rate of weights in the hidden layer and output layer, natural unsupervised learning characteristics, modular structure, and universal approximation capability. Simulation results are presented to demonstrate the feasibility, robustness, and computability of the proposed method. Index Terms---Blind source separation, nonlinear mixtures, radial basis function (RBF) neural networks, statistical independence, unsupervised learning.