Parametric independent component analysis for stable distributions

Mohammad Reza Ameri, Mona Shokripour, Adel Mohammadpour, Vahid Nassiri

Abstract


Independent Component Analysis (ICA) is a method for blind source separation of a multivariate dataset that transforms observations to new statistically independent linear forms. Infinite variance of non-Gaussian α-stable distributions makes algorithms like ICA non-appropriate for these distributions. In this note, we propose an algorithm which computes mixing matrix of ICA, in a parametric subclass of α-stable distributions.

Full Text: PDF DOI: 10.5430/air.v2n3p27

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Artificial Intelligence Research

ISSN 1927-6974 (Print)   ISSN 1927-6982 (Online)

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