A robust approach to independent component analysis of signals with high-level noise measurements

Jianting Cao, Noboru Murata, Shun Ichi Amari, Andrzej Cichocki, Tsunehiro Takeda

Research output: Contribution to journalArticle

60 Citations (Scopus)

Abstract

In this paper, we propose a robust approach for independent component analysis (ICA) of signals that observations are contaminated with high-level additive noise and/or outliers. The source signals may contain mixtures of both sub-Gaussian and super-Gaussian components, and the number of sources is unknown. Our robust approach includes two procedures. In the first procedure, a robust prewhitening technique is used to reduce the power of additive noise, the dimensionality and the correlation among sources. A cross-validation technique is introduced to estimate the number of sources in this first procedure. In the second procedure, a nonlinear function is derived using the parameterized t-distribution density model. This nonlinear function is robust against the undue influence of outliers fundamentally. Moreover, the stability of the proposed algorithm and the robust property of misestimating the parameters (kurtosis) have been studied. By combining the t-distribution model with a family of light-tailed distributions (sub-Gaussian) model, we can separate the mixture of sub-Gaussian and super-Gaussian source components. Through the analysis of artificially synthesized data and real-world magnetoencephalographic (MEG) data, we illustrate the efficacy of this robust approach.

Original languageEnglish
Pages (from-to)631-645
Number of pages15
JournalIEEE Transactions on Neural Networks
Volume14
Issue number3
DOIs
Publication statusPublished - 2003 May 1

Keywords

  • Cross-validation method
  • Independent component analysis (ICA)
  • Parametric estimation method
  • Principal component analysis (PCA)
  • Robust prewhitening
  • T-distribution density model
  • Unaveraged single-trial MEG data analysis

ASJC Scopus subject areas

  • Software
  • Computer Science Applications
  • Computer Networks and Communications
  • Artificial Intelligence

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