Independent Process Analysis Without a Priori Dimensional Information

DOI10.1007/978-3-540-74494-8_32MaRDI QIDQ3608555zbMATH OpenOpenAlexFDO

Authors Barnabás Póczos, Zoltán Szabó, Melinda Kiszlinger, András Lőrincz

Publication date 5 March 2009

Published in Independent Component Analysis and Signal Separation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0703612

Mathematics Subject Classification ID

Communication theory (94A05) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: Recently, several algorithms have been proposed for independent subspace analysis where hidden variables are i.i.d. processes. We show that these methods can be extended to certain AR, MA, ARMA and ARIMA tasks. Central to our paper is that we introduce a cascade of algorithms, which aims to solve these tasks without previous knowledge about the number and the dimensions of the hidden processes. Our claim is supported by numerical simulations. As a particular application, we search for subspaces of facial components.

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Cites work

• 10.1162/jmlr.2003.4.7-8.1205
• Blind identification of MIMO-FIR systems: A generalized linear prediction approach
• Estimation of parameters and eigenmodes of multivariate autoregressive models
• Independent Component Analysis and Blind Signal Separation
• Independent component analysis, a new concept?
• Uniqueness of complex and multidimensional independent component analysis

Cited in

(4)

• Complex Independent Process Analysis
• Fast Parallel Estimation of High Dimensional Information Theoretical Quantities with Low Dimensional Random Projection Ensembles
• Independent Component Analysis and Blind Signal Separation
• Separation theorem for independent subspace analysis and its consequences

Describes a project that uses

Uses Software

• ARfit

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