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Cited by 6,246

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Fast and robust fixed-point algorithms for independent component analysis

Hyvarinen, A.·1999·IEEE Transactions on Neural Networks

Abstract

Independent component analysis (ICA) is a statistical method for transforming an observed multidimensional random vector into components that are statistically as independent from each other as possible. In this paper, we use a combination of two different approaches for linear ICA: Comon's information-theoretic approach and the projection pursuit approach. Using maximum entropy approximations of differential entropy, we introduce a family of new contrast (objective) functions for ICA. These contrast functions enable both the estimation of the whole decomposition by minimizing mutual information, and estimation of individual independent components as projection pursuit directions. The statistical properties of the estimators based on such contrast functions are analyzed under the assumption of the linear mixture model, and it is shown how to choose contrast functions that are robust and/or of minimum variance. Finally, we introduce simple fixed-point algorithms for practical optimization of the contrast functions. These algorithms optimize the contrast functions very fast and reliably.

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Metadata

Authors
Hyvarinen, A.
Venue
IEEE Transactions on Neural Networks
Published
1999-05
Volume
10
Issue
3
Pages
626-634
ISSN
  • 1045-9227 (ISSN-L)
  • 1941-0093
OpenAlex
W2141224535
Cited by
6,246
References
3
FWCI
90.76
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Fast and robust fixed-point algorithms for independent component analysis. https://app.cochat.ai/papers/10.1109/72.761722
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Hyvarinen, A. (1999). Fast and robust fixed-point algorithms for independent component analysis. IEEE Transactions on Neural Networks. https://doi.org/10.1109/72.761722

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