Independent component analysis P11

ICA by Tensorial Methods One approach for estimation of independent component analysis (ICA) consists of using higher-order cumulant tensor. Tensors can be considered as generalization of matrices, or linear operators. Cumulant tensors are then generalizations of the covariance matrix. The covariance matrix is the second-order cumulant tensor, and the fourth order tensor is defined by the fourth-order cumulants cum(xi xj xk xl ). For an introduction to cumulants, see Section 2.7. As explained in Chapter 6, we can use the eigenvalue decomposition of the covariance matrix to whiten the data. This means that we transform the data so that second-order correlations...