Efficient independent component analysis

Details Efficient independent component analysis Efficient independent component analysis

2007-05-29

arxiv.org/abs/0705.4230v2

Annals of Statistics 2006, Vol. 34, No. 6, 2825-2855

Statistics

Methodology

Published at http://dx.doi.org/10.1214/009053606000000939 in the Annals of Statistics (http://www.imstat.org/aos/) by the Inst

Scientific paper

10.1214/009053606000000939

Independent component analysis (ICA) has been widely used for blind source separation in many fields such as brain imaging analysis, signal processing and telecommunication. Many statistical techniques based on M-estimates have been proposed for estimating the mixing matrix. Recently, several nonparametric methods have been developed, but in-depth analysis of asymptotic efficiency has not been available. We analyze ICA using semiparametric theories and propose a straightforward estimate based on the efficient score function by using B-spline approximations. The estimate is asymptotically efficient under moderate conditions and exhibits better performance than standard ICA methods in a variety of simulations.

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