Deterministic Independent Component Analysis
author: Csaba Szepesvári,
Department of Computing Science, University of Alberta
published: Sept. 27, 2015, recorded: July 2015, views: 1790
published: Sept. 27, 2015, recorded: July 2015, views: 1790
Related content
Report a problem or upload files
If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Description
We study independent component analysis with noisy observations. We present, for the first time in the literature, consistent, polynomial-time algorithms to recover non-Gaussian source signals and the mixing matrix with a reconstruction error that vanishes at a 1/T√ rate using T observations and scales only polynomially with the natural parameters of the problem. Our algorithms and analysis also extend to deterministic source signals whose empirical distributions are approximately independent.
Link this page
Would you like to put a link to this lecture on your homepage?Go ahead! Copy the HTML snippet !
Write your own review or comment: