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| Description
| - FastICA is one of the most popular algorithms for Independent Component Analysis, demixing a set of statistically independent sources that have been mixed linearly. A key question is how accurate the method is for finite data samples. We propose an improved version of the FastICA algorithm which is asymptotically efficient, i.e., its accuracy given by the residual error variance attains the Cram'er-Rao lower bound. The error is thus as small as possible. This result is rigorously proven under the assumption that the probability distribution of the independent signal components belongs to the class of generalized Gaussian distributions with parameter $/alpha$, denoted GG$(/alpha)$ for $/alpha >2$. We name the algorithm EFICA. Computational complexity of a Matlab$^TM$ implementation of the algorithm is shown to be only slightly (about three times) higher than that of the standard symmetric FastICA.
- FastICA is one of the most popular algorithms for Independent Component Analysis, demixing a set of statistically independent sources that have been mixed linearly. A key question is how accurate the method is for finite data samples. We propose an improved version of the FastICA algorithm which is asymptotically efficient, i.e., its accuracy given by the residual error variance attains the Cram'er-Rao lower bound. The error is thus as small as possible. This result is rigorously proven under the assumption that the probability distribution of the independent signal components belongs to the class of generalized Gaussian distributions with parameter $/alpha$, denoted GG$(/alpha)$ for $/alpha >2$. We name the algorithm EFICA. Computational complexity of a Matlab$^TM$ implementation of the algorithm is shown to be only slightly (about three times) higher than that of the standard symmetric FastICA. (en)
- Algoritmus FastICA je jednim z popularnich algoritmu ktere slouzi ke slepe separaci puvodne nezavislych signalu, ktere byly linearne smichane dohromady.V clanku je navrzena vylepsena varianta tohoto algoritmu, ktera je statisticky eficientni, tj. jeji presnost merena pomoci rezidualni variance chyby dosahuje Rao-Cramerovy meze. Tento vysledek j eodvozen za predpokladu, ze pravdepodobnostni distribuce puvodnich signalu patri do rodiny zobecnenych Gaussovych distribuci. Vypocetni narocnost nove procedury jen mirne (asi trikrat) prevysuje slozitost symetricke varianty algoritmu FastICA. Vlastnosti algoritmu jsou porovnavany v simulacich s jinymi algoritmy, a to nejen na tride zobecnenych Gaussovskych distribucich ale take na bi-modalnich distribucich a na separaci linearne smichanych recovych signalu. (cs)
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| Title
| - Efficient Variant of Algorithm FastICA for Independent Component Analysis Attaining the Cramer-Rao Lower Bound
- Statisticky eficientni varianta algoritmu FastICA pro analyzu nezavislych komponent (cs)
- Efficient Variant of Algorithm FastICA for Independent Component Analysis Attaining the Cramer-Rao Lower Bound (en)
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| skos:prefLabel
| - Efficient Variant of Algorithm FastICA for Independent Component Analysis Attaining the Cramer-Rao Lower Bound
- Statisticky eficientni varianta algoritmu FastICA pro analyzu nezavislych komponent (cs)
- Efficient Variant of Algorithm FastICA for Independent Component Analysis Attaining the Cramer-Rao Lower Bound (en)
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| skos:notation
| - RIV/67985556:_____/06:00041066!RIV07-AV0-67985556
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| http://linked.open.../vavai/riv/strany
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| http://linked.open...avai/riv/aktivita
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| http://linked.open...avai/riv/aktivity
| - P(1M0572), Z(AV0Z10750506)
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| http://linked.open...iv/cisloPeriodika
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| http://linked.open...vai/riv/dodaniDat
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| http://linked.open...aciTvurceVysledku
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| http://linked.open.../riv/druhVysledku
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| http://linked.open...iv/duvernostUdaju
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| http://linked.open...titaPredkladatele
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| http://linked.open...dnocenehoVysledku
| |
| http://linked.open...ai/riv/idVysledku
| - RIV/67985556:_____/06:00041066
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| http://linked.open...riv/jazykVysledku
| |
| http://linked.open.../riv/klicovaSlova
| - Independent component analysis; blind source separation; blind deconvolution; Cramer-Rao lower bound; algorithm FastICA (en)
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| http://linked.open.../riv/klicoveSlovo
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| http://linked.open...odStatuVydavatele
| - US - Spojené státy americké
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| http://linked.open...ontrolniKodProRIV
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| http://linked.open...i/riv/nazevZdroje
| - IEEE Transactions on Neural Networks
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| http://linked.open...in/vavai/riv/obor
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| http://linked.open...ichTvurcuVysledku
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| http://linked.open...cetTvurcuVysledku
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| http://linked.open...vavai/riv/projekt
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| http://linked.open...UplatneniVysledku
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| http://linked.open...v/svazekPeriodika
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| http://linked.open...iv/tvurceVysledku
| - Koldovský, Zbyněk
- Tichavský, Petr
- Oja, E.
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| http://linked.open...n/vavai/riv/zamer
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| issn
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| number of pages
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| is http://linked.open...avai/riv/vysledek
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