We describe an efficient method for accurate estimation of the scorefunction of a random variable, which can be regarded as an extension of the FFT-based fast density estimation method of Silverman (1982), and which ...
详细信息
ISBN:
(纸本)3540424865
We describe an efficient method for accurate estimation of the scorefunction of a random variable, which can be regarded as an extension of the FFT-based fast density estimation method of Silverman (1982), and which scales no more than linearly with the sample size. We demonstrate the utility of our approach in a real-life ICA problem involving the separation of eight sound signals, where better results are observed than using state-of-the-art ICA methods.
The linear mixing model has been considered previously in most of the researches which are devoted to the blind source separation (BSS) problem. In practice, a more realistic BSS mixing model should be the non-linear ...
详细信息
The linear mixing model has been considered previously in most of the researches which are devoted to the blind source separation (BSS) problem. In practice, a more realistic BSS mixing model should be the non-linear one. In this paper, we propose a non-linear BSS method, in which a two-layer perceptron network is employed as the separating system to separate sources from observed non-linear mixture signals. The learning rules for the parameters of the separating system are derived based on the minimum mutual information criterion with conjugate gradient algorithm. Instead of choosing a proper non-linear functions empirically, the adaptive kernel density estimation is used in order to estimate the probability density functions and their derivatives of the separated signals. As a result, the scorefunction of the perceptron's outputs can be estimated directly. Simulations show good performance of the proposed non-linear BSS algorithm.
A basic element in most independent component analysis (ICA) algorithms is the choice of a model for the scorefunctions of the unknown sources. While this is usually based on approximations, for large data sets it is...
详细信息
A basic element in most independent component analysis (ICA) algorithms is the choice of a model for the scorefunctions of the unknown sources. While this is usually based on approximations, for large data sets it is possible to achieve "source adaptivity" by directly estimating from the data the "'true" scorefunctions of the sources. In this paper we describe an efficient scheme for achieving this by extending the fast density estimation method of Silverman (1982), We show with a real and a synthetic experiment that our method can provide more accurate solutions than state-of-the-art methods when optimization is carried out in the vicinity of the global minimum of the contrast function.
This paper provides fast algorithms to perform independent component analysis based on the mutual information criterion. The main ingredient is the binning technique and the use of cardinal splines, which allows the f...
详细信息
This paper provides fast algorithms to perform independent component analysis based on the mutual information criterion. The main ingredient is the binning technique and the use of cardinal splines, which allows the fast computation of the density estimator over a regular grid. Using a discretized form of the entropy, the criterion can be evaluated quickly together with its gradient, which can be expressed in terms of the scorefunctions. Both offline and online separation algorithms have been developed. Our density, entropy, and score estimators also have their own interest.
Blind source separation consists in processing a set of observed mixed signals to separate them into a set of original *** this paper,an adaptive blind source separation method based on the entropy maximization criter...
详细信息
ISBN:
(纸本)9781479900305
Blind source separation consists in processing a set of observed mixed signals to separate them into a set of original *** this paper,an adaptive blind source separation method based on the entropy maximization criterion is proposed. Momentum term is added into the updating rules to speed up the algorithm and improve the convergence ***,an adaptive estimation of the scorefunction for both sub-Gaussian and super-Gaussian signals is *** results show that the proposed method can separate signals with different kurtosis.
暂无评论