Shifted Independent Component Analysis Morten Mørup, Kristoffer Hougaard Madsen and Lars Kai Hansen The shift problem Informatics and Mathematical Modelling.

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Presentation transcript:

Shifted Independent Component Analysis Morten Mørup, Kristoffer Hougaard Madsen and Lars Kai Hansen The shift problem Informatics and Mathematical Modelling Instantaneous ICA Shifted ICA (One specific delay between each sensor and source) Example of activities obtained (black graph) when summing three components (gray, blue dashed and red dash-dotted graphs) each shifted to various degrees (given in samples by the colored numbers). Clearly, the resulting activities are heavily impacted by the shifts such that a regular instantaneous ICA analysis would be inadequate. Convolutive ICA (echo effects) A update  update From the LS-error in the complex domain a gradient and Hessian can be derived and  updated by an iterative method such as the Newton-Raphson procedure. Shift Invariant Subspace Analysis (SISA) A Shift Invariant Subspace can be estimated alternatingly solving the least squares objective for A, S and . Shifted Independent Component Analysis (SICA) As the SISA is not unique (See figure above) we impose indepence using information maximization to resolve ambiguities. Notation and Least Squares objective References Mørup, M., Madsen, K.H.: Algorithm for sica. www2.imm.dtu.dk/pubdb/views/publication_details.php? id=5206 (2007) Kaiser, H.F.: The varimax criterion for analytic rotation in factor analysis. Psychometrica 23 (1958) Comon, P.: Independent component analysis, a new concept? Signal Processing 36 (1994) Bell, A.J., Sejnowski, T.J.: An information maximization approach to blind source separation and blind deconvolution. Neural Computation 7 (1995) Olshausen, B. A., Field, D.: Emergence of simple-cell receptive field properties by learning a sparse code for natural images. Nature 381 (1996) Harshman, R., Hong, S., Lundy, M.: Shifted factor analysis.part i: Models and properties. Journal of Chemometrics 17 (2003) Attias, H., Schreiner, C.: Blind source separation and deconvolution: the dynamic component analysis algorithm. Neural Computation 10(6) (1998) Parra, L., Spence, C., Vries, B.: Convolutive blind source separation based on multiple decorrelation. IEEE Workshop on NNSP (1998) Anemuller, J., Sejnowski, T.J., Makeig, S.: Complex independent component analysis of freq.-domain electroencephalographic data. Neur. Netw. 16(9) (2003) Harshman, R., Hong, S., Lundy, M.: Shifted factor analysis.part ii: Algorithms. Journal of Chemometrics 17 (2003) Torkkola, K.: Blind separation of delayed sources based on information maximization. Acoustics, Speech, and Signal Processing. ICASSP-96 6 (1996) Emile, B., Comon, P.: Est. of time delays between unknown colored signals. Signal Processing 68(1) (1998) Yeredor, A.: Time-delay estimation in mixtures. ICASSP 5 (2003) Yeredor, A.: Blind source separation in the presence of doppler frequency shifts. ICASSP 5 (2005) Cardoso, J.F., Tulay, A.: The maximum likelihood approach to complex ica. ICASSP (2006) Hyvarinen, A., Karhunen, J., Oja, E.: Independent Component Analysis. John Wiley and Sons. (2001) S update Where S is independent and E noise. Paper No: 103 ICA 2007