Paper
28 March 2005 ICA through a Fisher game
Ravi C. Venkatesan
Author Affiliations +
Abstract
A principled theoretical framework for a novel probabilistic source separation model for lattice data is derived using an invariant extension of the Extreme Physical Information (EPI) theory. The pdf’s of the estimated sources are parameterized by a unique ansatz that satisfies the invariant EPI (IEPI) game corollary. The mixing and unmixing matrices are described by unitary operators that diagonalize the Fisher information matrix, expressed in dimensionless form through application of the ansatz. The discrete IEPI source separation model is ascribed a quantum mechanical connotation.
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Ravi C. Venkatesan "ICA through a Fisher game", Proc. SPIE 5818, Independent Component Analyses, Wavelets, Unsupervised Smart Sensors, and Neural Networks III, (28 March 2005); https://doi.org/10.1117/12.603382
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KEYWORDS
Independent component analysis

Data modeling

Transform theory

Information theory

Matrices

Systems modeling

Tin

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