Efficient independent component analysis
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Publication:2373580
DOI10.1214/009053606000000939zbMATH Open1114.62033arXiv0705.4230OpenAlexW3099400922MaRDI QIDQ2373580FDOQ2373580
Authors: Aiyou Chen, P. J. Bickel 
Publication date: 12 July 2007
Published in: The Annals of Statistics (Search for Journal in Brave)
Abstract: Independent component analysis (ICA) has been widely used for blind source separation in many fields such as brain imaging analysis, signal processing and telecommunication. Many statistical techniques based on M-estimates have been proposed for estimating the mixing matrix. Recently, several nonparametric methods have been developed, but in-depth analysis of asymptotic efficiency has not been available. We analyze ICA using semiparametric theories and propose a straightforward estimate based on the efficient score function by using B-spline approximations. The estimate is asymptotically efficient under moderate conditions and exhibits better performance than standard ICA methods in a variety of simulations.
Full work available at URL: https://arxiv.org/abs/0705.4230
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semiparametric modelsB-splinesasymptotically efficientgeneralized \(M\)-estimatorsefficient score functions
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)
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Cited In (49)
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