TY - GEN
T1 - Sparse Gaussian noisy independent component analysis
AU - Palsson, Frosti
AU - Ulfarsson, Magnus O.
AU - Sveinsson, Johannes R.
PY - 2014
Y1 - 2014
N2 - There are two main approaches to independent component analysis (ICA); maximization of non-Gaussianity of the sources and the exploitation of temporal correlation in Gaussian sources. In this paper, we present a novel sparse noisy ICA model where we have introduced temporal correlation in the sources, described by a first order auto regressive (AR(1)) process. The correlation structure of the sources eliminates the rotational invariance of the estimates, enabling their separation. Using simulated data, we demonstrate both source separation and denoising, where we compare our results to a sparse PCA method and the fastICA method. Additionally, we apply the method on a real hyperspectral dataset.
AB - There are two main approaches to independent component analysis (ICA); maximization of non-Gaussianity of the sources and the exploitation of temporal correlation in Gaussian sources. In this paper, we present a novel sparse noisy ICA model where we have introduced temporal correlation in the sources, described by a first order auto regressive (AR(1)) process. The correlation structure of the sources eliminates the rotational invariance of the estimates, enabling their separation. Using simulated data, we demonstrate both source separation and denoising, where we compare our results to a sparse PCA method and the fastICA method. Additionally, we apply the method on a real hyperspectral dataset.
KW - Denoising
KW - Independent Component Analysis
KW - Noisy Principal Component Analysis
KW - Source Separation
KW - sparsity
UR - http://www.scopus.com/inward/record.url?scp=84905262873&partnerID=8YFLogxK
U2 - 10.1109/ICASSP.2014.6854398
DO - 10.1109/ICASSP.2014.6854398
M3 - Conference contribution
AN - SCOPUS:84905262873
SN - 9781479928927
T3 - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
SP - 4224
EP - 4228
BT - 2014 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2014
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2014 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2014
Y2 - 4 May 2014 through 9 May 2014
ER -