Mixing and Non-Mixing Local Minima of the Entropy Contrast for Blind Source Separation

DOI10.1109/TIT.2006.890716zbMATH Open1310.94044OpenAlexW2168478420MaRDI QIDQ3548859FDOQ3548859

Authors Frédéric Vrins, Dinh-Tuan Pham, Michel Verleysen 

Publication date 21 December 2008

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cs/0611106

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Measures of information, entropy (94A17) Detection theory in information and communication theory (94A13)

Abstract: In this paper, both non-mixing and mixing local minima of the entropy are analyzed from the viewpoint of blind source separation (BSS); they correspond respectively to acceptable and spurious solutions of the BSS problem. The contribution of this work is twofold. First, a Taylor development is used to show that the extit{exact} output entropy cost function has a non-mixing minimum when this output is proportional to extit{any} of the non-Gaussian sources, and not only when the output is proportional to the lowest entropic source. Second, in order to prove that mixing entropy minima exist when the source densities are strongly multimodal, an entropy approximator is proposed. The latter has the major advantage that an error bound can be provided. Even if this approximator (and the associated bound) is used here in the BSS context, it can be applied for estimating the entropy of any random variable with multimodal density.

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