Independent Component Analysis and estimation of a quadratic functional

MaRDI QIDQ6477294zbMATH OpenFDO

Authors Pascal Barbedor

Publication date 31 May 2006

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Estimation in multivariate analysis (62H12)

Abstract: Independent component analysis (ICA) is linked up with the problem of estimating a non linear functional of a density, for which optimal estimators are well known. The precision of ICA is analyzed from the viewpoint of functional spaces in the wavelet framework. In particular, it is shown that, under Besov smoothness conditions, parametric rate of convergence is achieved by a U-statistic estimator of the wavelet ICA contrast, while the previously introduced plug-in estimator $hat{C}_j^2$, with moderate computational cost, has a rate in $n^{-4sover4s+d}$.

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