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International Conference on Independent Component Analysis and Signal Separation

ICA 2006: Independent Component Analysis and Blind Signal Separation pp 24–31Cite as

Fast Kernel Density Independent Component Analysis

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Part of the book series: Lecture Notes in Computer Science ((LNISA,volume 3889))

Abstract

We develop a super-fast kernel density estimation algorithm (FastKDE) and based on this a fast kernel independent component analysis algorithm (KDICA). FastKDE calculates the kernel density estimator exactly and its computation only requires sorting n numbers plus roughly 2n evaluations of the exponential function, where n is the sample size. KDICA converges as quickly as parametric ICA algorithms such as FastICA. By comparing with state-of-the-art ICA algorithms, simulation studies show that KDICA is promising for practical usages due to its computational efficiency as well as statistical efficiency. Some statistical properties of KDICA are analyzed.

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Author information

Authors and Affiliations

  1. Bell Labs, Lucent Technologies,  

    Aiyou Chen

Authors
  1. Aiyou Chen
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Editor information

Editors and Affiliations

  1. Siemens Corporate Research, 755 College Road East, 08540, Princeton, NJ, USA

    Justinian Rosca

  2. Department of CSEE, Oregon Health and Science University, Portland, Oregon, USA

    Deniz Erdogmus

  3. Dep. of Electrical and Computer Engineering, University of Florida, Gainesville, Florida, USA

    José C. Príncipe

  4. McMaster University, 1280 Main Street West, L8S 4K1, Hamilton, Ontario, Canada

    Simon Haykin

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© 2006 Springer-Verlag Berlin Heidelberg

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Chen, A. (2006). Fast Kernel Density Independent Component Analysis. In: Rosca, J., Erdogmus, D., Príncipe, J.C., Haykin, S. (eds) Independent Component Analysis and Blind Signal Separation. ICA 2006. Lecture Notes in Computer Science, vol 3889. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11679363_4

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  • DOI: https://doi.org/10.1007/11679363_4

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-32630-4

  • Online ISBN: 978-3-540-32631-1

  • eBook Packages: Computer ScienceComputer Science (R0)

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