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Robust Independent Component Analysis via Minimum Divergence Estimation

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 نشر من قبل Hung Hung
 تاريخ النشر 2012
  مجال البحث الاحصاء الرياضي
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Independent component analysis (ICA) has been shown to be useful in many applications. However, most ICA methods are sensitive to data contamination and outliers. In this article we introduce a general minimum U-divergence framework for ICA, which covers some standard ICA methods as special cases. Within the U-family we further focus on the gamma-divergence due to its desirable property of super robustness, which gives the proposed method gamma-ICA. Statistical properties and technical conditions for the consistency of gamma-ICA are rigorously studied. In the limiting case, it leads to a necessary and sufficient condition for the consistency of MLE-ICA. This necessary and sufficient condition is weaker than the condition known in the literature. Since the parameter of interest in ICA is an orthogonal matrix, a geometrical algorithm based on gradient flows on special orthogonal group is introduced to implement gamma-ICA. Furthermore, a data-driven selection for the gamma value, which is critical to the achievement of gamma-ICA, is developed. The performance, especially the robustness, of gamma-ICA in comparison with standard ICA methods is demonstrated through experimental studies using simulated data and image data.



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