Independent component analysis by wavelets

DOI10.1007/S11749-007-0073-7MaRDI QIDQ619087zbMATH OpenOpenAlexFDO

Authors Pascal Barbedor

Publication date 22 January 2011

Published in Test (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0506607

zbMATH Keywords

waveletsBesov spacesICAnon parametric density estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Estimation in multivariate analysis (62H12)

Abstract: We propose an ICA contrast based on the density estimation of the observed signal and its marginals by means of wavelets. The risk of the associated moment estimator is linked with approximation properties in Besov spaces. It is shown to converge faster than the at least expected minimax rate carried over from the underlying density estimations. Numerical simulations performed on some common types of densities yield very competitive results, with a high sensitivity to small departures from independence.

Recommendations

• 10.1162/153244303768966085
• Independent component analysis: principles and practice
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Cites work

• 10.1162/153244303768966085
• A quadratic measure of deviation of two-dimensional density estimates and a test of independence
• Algorithmic Learning Theory
• Approximation Theorems of Mathematical Statistics
• Independent component analysis by wavelets
• Independent component analysis, a new concept?
• Nonparametric independent component analysis
• Ten Lectures on Wavelets
• The Geometry of Algorithms with Orthogonality Constraints
• Wavelets and filter banks

Cited in

(9)

• Independent multiresolution component analysis and matching pursuit
• Independent component analysis and resolution pursuit with wavelet and cosine packets
• Contrasts, independent component analysis, and blind deconvolution
• Independent Component Analysis and Blind Signal Separation
• Independent component analysis by wavelets
• A fast implementation of ICA using discrete wavelet transformation
• Biological signal analysis by independent component analysis using complex wavelet transform
• Solving noisy ICA using multivariate wavelet denoising with an application to noisy latent variables regression
• Least-squares independent component analysis

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