Independent component analysis based on symmetrised scatter matrices
Taskinen, S., Sirkiä, S., & Oja, H. (2007). Independent component analysis based on symmetrised scatter matrices. Comput. Statist. Data Anal., 51(10), 5103-5111. https://doi.org/10.1016/j.csda.2006.07.010
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2007Copyright
© Elsevier. This is a pre-print version of an article whose final and definitive form has been published by Elsevier.
A new method for separating the mixtures of independent sources has been proposed recently in [Oja et al. (2006). Scatter matrices and independent component analysis. Austrian J. Statist., to appear]. This method is based on two scatter matrices with the so-called independence property. The corresponding method is now further examined. Simple simulation studies are used to compare the performance of so-called symmetrised scatter matrices in solving the independence component analysis problem. The results are also compared with the classical FastICA method. Finally, the theory is illustrated by some examples.
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