A1 Refereed original research article in a scientific journal

Independent component analysis for tensor-valued data




AuthorsVirta J, Li B, Nordhausen K, Oja H

PublisherELSEVIER INC

Publication year2017

JournalJournal of Multivariate Analysis

Journal name in sourceJOURNAL OF MULTIVARIATE ANALYSIS

Journal acronymJ MULTIVARIATE ANAL

Volume162

First page 172

Last page192

Number of pages21

ISSN0047-259X

DOIhttps://doi.org/10.1016/j.jmva.2017.09.008

Self-archived copy’s web addresshttps://research.utu.fi/converis/portal/detail/Publication/27390341


Abstract
In preprocessing tensor-valued data, e.g., images and videos, a common procedure is to vectorize the observations and subject the resulting vectors to one of the many methods used for independent component analysis (ICA). However, the tensor structure of the original data is lost in the vectorization and, as a more suitable alternative, we propose the matrix- and tensor fourth order blind identification (MFOBI and TFOBI). In these tensorial extensions of the classic fourth order blind identification (FOBI) we assume a Kronecker structure for the mixing and perform FOBI simultaneously on each direction of the observed tensors. We discuss the theory and assumptions behind MFOBI and TFOBI and provide two different algorithms and related estimates of the unmixing matrices along with their asymptotic properties. Finally, simulations are used to compare the method's performance with that of classical FOBI for vectorized data and we end with a real data clustering example. (C) 2017 Elsevier Inc. All rights reserved.

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