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Presentation - MIV

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collet@lsiit.u-strasbg.fr<br />

iAstro Workshop - Nice Observatory<br />

16/17 October 2003<br />

Dimensionality reduction<br />

ICA principles<br />

* Model of source mixture (« cocktail party problem »)<br />

* linear transform making the data components independent<br />

* Mutual information measured by Kullback-Leibler distance<br />

* Weak mutual information between sources : Neguentropy<br />

(non gaussianity criterion)<br />

* pre-processing : centered data, spherical noise<br />

* loss of source order<br />

*lossof source power<br />

ICA’s methods<br />

* Cumulant-based approach (Comon)<br />

* Jade (4th order cumulant + joint diagonalization), (Carodoso, Souloumiac)<br />

* Infomax : Neural Network (Bell, Sejnowski) ;<br />

* FastICA (Oja & Hyvärinen),<br />

* SOBI : cross-correlation + joint diagonalization (Belouchrani)…

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