Postnonlinear overcomplete blind source separation using sparse sources

Fabian J. Theis, Shun Ichi Amari

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

9 Scopus citations

Abstract

We present an approach for blindly decomposing an observed random vector x into f(As) where f is a diagonal function i.e. f = f1× ... × fm with one-dimensional functions fi and A an m × n matrix. This postnonlinear model is allowed to be overcomplete, which means that less observations than sources (m < n) are given. In contrast to Independent Component Analysis (ICA) we do not assume the sources s to be independent but to be sparse in the sense that at each time instant they have at most m -1 non-zero components (Sparse Component Analysis or SCA). Identifiability of the model is shown, and an algorithm for model and source recovery is proposed. It first detects the postnonlinearities in each component, and then identifies the now linearized model using previous results.

Original languageEnglish
Title of host publicationLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
EditorsCarlos G. Puntonet, Alberto Prieto
PublisherSpringer Verlag
Pages718-725
Number of pages8
ISBN (Electronic)3540230564, 9783540230564
DOIs
StatePublished - 2004
Externally publishedYes

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume3195
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

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