A stochastic algorithm for probabilistic independent component analysis
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Publication:2428739
DOI10.1214/11-AOAS499zbMath1358.62060arXiv1203.3712OpenAlexW3103270836MaRDI QIDQ2428739
Stéphanie Allassonnière, Laurent Younes
Publication date: 20 April 2012
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.3712
EM algorithmstochastic approximationindependent component analysisimage analysisstatistical modelingindependent factor analysis
Factor analysis and principal components; correspondence analysis (62H25) Image analysis in multivariate analysis (62H35)
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A new class of stochastic EM algorithms. Escaping local maxima and handling intractable sampling ⋮ Sampling properties of color independent component analysis ⋮ A stochastic algorithm for probabilistic independent component analysis ⋮ Separation of Uncorrelated Stationary time series using Autocovariance Matrices ⋮ On the convergence of stochastic approximations under a subgeometric ergodic Markov dynamic ⋮ Linear Non-Gaussian Component Analysis Via Maximum Likelihood ⋮ On the curved exponential family in the Stochastic Approximation Expectation Maximization Algorithm
Uses Software
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