A stochastic algorithm for probabilistic independent component analysis
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Abstract: The decomposition of a sample of images on a relevant subspace is a recurrent problem in many different fields from Computer Vision to medical image analysis. We propose in this paper a new learning principle and implementation of the generative decomposition model generally known as noisy ICA (for independent component analysis) based on the SAEM algorithm, which is a versatile stochastic approximation of the standard EM algorithm. We demonstrate the applicability of the method on a large range of decomposition models and illustrate the developments with experimental results on various data sets.
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- 10.1162/jmlr.2003.4.7-8.1393
- scientific article; zbMATH DE number 1233949
Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3426633 (Why is no real title available?)
- 10.1162/153244303768966085
- 10.1162/jmlr.2003.4.7-8.1271
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Cited in
(9)- Differential learning algorithms for decorrelation and independent component analysis
- A new class of stochastic EM algorithms. Escaping local maxima and handling intractable sampling
- Advances in Neural Networks – ISNN 2005
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- A stochastic algorithm for probabilistic independent component analysis
- On the curved exponential family in the stochastic approximation expectation maximization algorithm
- Linear Non-Gaussian Component Analysis Via Maximum Likelihood
- On the convergence of stochastic approximations under a subgeometric ergodic Markov dynamic
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