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A Null-space Algorithm for Overcomplete Independent Component Analysis
Ray-Bing Chen, Department of Statistics, UCLA
Ying N. Wu, Department of Statistics, UCLA
ABSTRACT: Independent component analysis (ICA) is an important method for blind
source separation and unsupervised learning. Recently, the method has
been extended to the overcomplete situation where the number of sources
is greater than the number of receivers. Comparing complete ICA and
overcomplete ICA in existing literature, one can notice that complete
ICA does not assume noise in observations, and the sources can be ex-
plicitly solved from the receivers, whereas the overcomplete ICA in gen-
eral assumes noise in observations and the sources are implicitly solved
by gradient type algorithms. In this paper, we present an explicit null-
space representation for overcomplete ICA in the noiseless situation
based on singular value decomposition (SVD), and develop an algorithm
for estimating mixing matrix and recovering the sources. The null-space
representation makes the connection between complete ICA and over-
complete ICA more apparent, and leads to a mathematical explanation
of lateral inhibition in the context of overcomplete linear model. It also
appears to work well on the experimental examples. Moreover, it can be
extended to the situation where there is noise in observations, and may
lead to more efficient algorithms in this situation.
SUGGESTED CITATION: Ray-Bing Chen and Ying N. Wu,
"A Null-space Algorithm for Overcomplete Independent Component Analysis"
(January 1, 2002).
Department of Statistics, UCLA.
Department of Statistics Papers.
Paper 2002010109.
http://repositories.cdlib.org/uclastat/papers/2002010109
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