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Mathematics in Independent Component Analysis

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112 Chapter 5. IEICE TF E87-A(9):2355-2363, 2004<br />

THEIS and NAKAMURA: QUADRATIC INDEPENDENT COMPONENT ANALYSIS<br />

−0.17 0.16 −0.25 0.08 0.16 −0.11 0.28 −0.10 0.19 −0.13 −0.24 0.23<br />

−0.20 0.12 −0.27 0.27 0.19 −0.16 −0.17 0.16 −0.30 0.09 0.38 0.05<br />

−0.19 0.17 0.18 −0.12 −0.24 0.24 −0.22 0.22 −0.24 0.22 0.24 −0.17<br />

0.24 −0.09 0.25 −0.22 0.23 −0.15 0.19 −0.17 0.18 −0.16 0.21 −0.21<br />

0.26 −0.20 0.33 −0.15 −0.28 0.15 −0.17 0.17 −0.17 0.16 −0.23 0.23<br />

−0.24 0.23 0.23 −0.22 0.20 −0.20 −0.30 0.30 0.18 −0.16 −0.18 0.15<br />

0.28 −0.24 −0.23 0.18 0.20 −0.20 −0.26 0.26 0.19 −0.19 −0.22 0.22<br />

0.31 −0.30 0.26 −0.23 0.18 −0.13 0.15 −0.15 0.18 −0.18 −0.31 0.30<br />

−0.23 0.17 −0.25 0.24 −0.27 0.26 0.25 −0.23 −0.19 0.17 0.11 −0.11<br />

−0.08 0.06 −0.15 0.13 0.25 −0.24 0.28 −0.26 −0.23 0.20 −0.18 0.15<br />

−0.22 0.19 −0.22 0.18 0.11 −0.09 0.28 −0.28<br />

Fig. 9 Quadratic ICA of natural images. 3·10 5 sample pictures<br />

of size 8 × 8 were used. Plotted are the recovered maximal filters<br />

of i.e. rows of the eigenvalue matrices of the quadratic form coefficient<br />

matrices (top figure). For each component the two largest<br />

filters (with respect to the absolute eigenvalues) are shown (altogether<br />

2 · 64). Above each image the correspond<strong>in</strong>g eigenvalue<br />

(multiplied with 10 3 ) is pr<strong>in</strong>ted. In the bottom figure, the absolute<br />

values of the 10 largest eigenvalues of each filter are shown.<br />

Clearly, <strong>in</strong> most filters one or two eigenvalues are dom<strong>in</strong>ant.<br />

’Nonl<strong>in</strong>earity and Nonequilibrium <strong>in</strong> Condensed Matter’<br />

and the BMBF <strong>in</strong> the project ’ModKog’.<br />

References<br />

[1] K. Abed-Meraim, A. Belouchrani, and Y. Hua. Bl<strong>in</strong>d identification<br />

of a l<strong>in</strong>ear-quadratic mixture of <strong>in</strong>dependent components<br />

based on jo<strong>in</strong>t diagonalization procedure. In Proc.<br />

of ICASSP 1996, volume 5, pages 2718–2721, Atlanta,<br />

USA, 1996.<br />

[2] H. Bartsch and K. Obermayer. Second order statistics of<br />

natural images. Neurocomput<strong>in</strong>g, 52-54:467–472, 2003.<br />

[3] A. Cichocki and S. Amari. Adaptive bl<strong>in</strong>d signal and image<br />

process<strong>in</strong>g. John Wiley & Sons, 2002.<br />

[4] A. Cichocki and R. Unbehauen. Robust estimation of<br />

pr<strong>in</strong>cipal components <strong>in</strong> real time. Electronics Letters,<br />

29(21):1869–1870, 1993.<br />

[5] P. Comon. <strong>Independent</strong> component analysis - a new concept?<br />

Signal Process<strong>in</strong>g, 36:287–314, 1994.<br />

[6] G. Darmois. Analyse générale des liaisons stochastiques.<br />

Rev. Inst. Internationale Statist., 21:2–8, 1953.<br />

[7] J. Eriksson and V. Koivunen. Identifiability and separability<br />

of l<strong>in</strong>ear ica models revisited. In Proc. of ICA 2003,<br />

pages 23–27, 2003.<br />

[8] P.G. Georgiev. Bl<strong>in</strong>d source separation of bil<strong>in</strong>early mixed<br />

signals. In Proc. of ICA 2001, pages 328–330, San Diego,<br />

USA, 2001.<br />

[9] W. Hashimoto. Quadratic forms <strong>in</strong> natural images. Network:<br />

Computation <strong>in</strong> Neural Systems, 14:765–788, 2003.<br />

[10] S. Hosse<strong>in</strong>i and Y. Deville. Bl<strong>in</strong>d separation of l<strong>in</strong>earquadratic<br />

mixtures of real sources us<strong>in</strong>g a recurrent structure.<br />

Lecture Notes <strong>in</strong> Computer Science, 2687:241–248,<br />

2003.<br />

[11] A. Hyvär<strong>in</strong>en. Fast and robust fixed-po<strong>in</strong>t algorithms for<br />

<strong>in</strong>dependent component analysis. IEEE Transactions on<br />

Neural Networks, 10(3):626–634, 1999.<br />

[12] A. Hyvär<strong>in</strong>en, J.Karhunen, and E.Oja. <strong>Independent</strong> <strong>Component</strong><br />

<strong>Analysis</strong>. John Wiley & Sons, 2001.<br />

[13] A. Hyvär<strong>in</strong>en and P. Pajunen. On existence and uniqueness<br />

of solutions <strong>in</strong> nonl<strong>in</strong>ear <strong>in</strong>dependent component analysis.<br />

Proceed<strong>in</strong>gs of the 1998 IEEE International Jo<strong>in</strong>t Conference<br />

on Neural Networks (IJCNN’98), 2:1350–1355, 1998.<br />

[14] M. Joho, H. Mathis, and R.H. Lamber. Overdeterm<strong>in</strong>ed<br />

bl<strong>in</strong>d source separation: us<strong>in</strong>g more sensors than source<br />

signals <strong>in</strong> a noisy mixture. In Proc. of ICA 2000, pages<br />

81–86, Hels<strong>in</strong>ki, F<strong>in</strong>land, 2000.<br />

[15] A. Leshem. Source separation us<strong>in</strong>g bil<strong>in</strong>ear forms. In Proc.<br />

of the 8th Int. Conference on Higher-Order Statistical Signal<br />

Process<strong>in</strong>g, 1999.<br />

[16] V.P. Skitovitch. On a property of the normal distribution.<br />

DAN SSSR, 89:217–219, 1953.<br />

[17] F.J. Theis. A new concept for separability problems <strong>in</strong> bl<strong>in</strong>d<br />

source separation. Neural Computation accepted, 2004.<br />

[18] J.H. van Hateren and D.L. Ruderman. <strong>Independent</strong> component<br />

analysis of natural image sequences yields spatiotemporal<br />

filters similar to simple cells <strong>in</strong> primary visual<br />

cortex. Proc. R. Soc. Lond. B, 265:2315–2320, 1998.<br />

[19] S. W<strong>in</strong>ter, H. Sawada, and S. Mak<strong>in</strong>o. Geometrical <strong>in</strong>terpretation<br />

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bl<strong>in</strong>d source separation. In Proc. of ICA 2003, pages 775–<br />

780, Nara, Japan, 2003.<br />

9

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