A robust approach to independent component analysis of signals with high-level noise measurements

Jianting Cao, N. Murata, S.-i. Amari, A. Cichocki, T. Takeda
<span title="">2003</span> <i title="Institute of Electrical and Electronics Engineers (IEEE)"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/22mhkeaq5zdqlmtti5oidj26fi" style="color: black;">IEEE Transactions on Neural Networks</a> </i> &nbsp;
In this paper, we propose a robust approach for independent component analysis (ICA) of signals that observations are contaminated with high-level additive noise and/or outliers. The source signals may contain mixtures of both sub-Gaussian and super-Gaussian components, and the number of sources is unknown. Our robust approach includes two procedures. In the first procedure, a robust prewhitening technique is used to reduce the power of additive noise, the dimensionality and the correlation
more &raquo; ... g sources. A cross-validation technique is introduced to estimate the number of sources in this first procedure. In the second procedure, a nonlinear function is derived using the parameterized t-distribution density model. This nonlinear function is robust against the undue influence of outliers fundamentally. Moreover, the stability of the proposed algorithm and the robust property of misestimating the parameters (kurtosis) have been studied. By combining the t-distribution model with a family of light-tailed distributions (sub-Gaussian) model, we can separate the mixture of sub-Gaussian and super-Gaussian source components. Through the analysis of artificially synthesized data and real-world magnetoencephalographic (MEG) data, we illustrate the efficacy of this robust approach. Index Terms-Cross-validation method, independent component analysis (ICA), parametric estimation method, principal component analysis (PCA), robust prewhitening, t-distribution density model, unaveraged single-trial MEG data analysis.
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1109/tnn.2002.806648">doi:10.1109/tnn.2002.806648</a> <a target="_blank" rel="external noopener" href="https://www.ncbi.nlm.nih.gov/pubmed/18238044">pmid:18238044</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/rfiqfybumngmjggfmc5sybpjpm">fatcat:rfiqfybumngmjggfmc5sybpjpm</a> </span>
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