@inproceedings{2d85292b37c24e56a36cc9aa7a0b4f2d,
title = "Joint diagonalization of several scatter matrices for ICA",
abstract = "Procedures such as FOBI that jointly diagonalize two matrices with the independence property have a long tradition in ICA. These procedures have well-known statistical properties, for example they are prone to failure if the sources have multiple identical values on the diagonal. In this paper we suggest to diagonalize jointly k ≥ 2 scatter matrices having the independence property. For the joint diagonalization we suggest a novel algorithm which finds the correct direction in an deflation based manner, one after another. The method is demonstrated in a small simulation study.",
keywords = "ICA, independence property, joint diagonalization, scatter matrix",
author = "Klaus Nordhausen and Gutch, \{Harold W.\} and Hannu Oja and Theis, \{Fabian J.\}",
year = "2012",
doi = "10.1007/978-3-642-28551-6\_22",
language = "English",
isbn = "9783642285509",
series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",
pages = "172--179",
booktitle = "Latent Variable Analysis and Signal Separation - 10th International Conference, LVA/ICA 2012, Proceedings",
note = "10th International Conference on Latent Variable Analysis and Signal Separation, LVA/ICA 2012 ; Conference date: 12-03-2012 Through 15-03-2012",
}