A4 Refereed article in a conference publication

An Affine Equivariant Robust Second-Order BSS Method




AuthorsIlmonen P, Nordhausen K, Oja H, Theis FJ

EditorsVincent E, Yeredor A, Koldovsky Z, Tichavsky P

Conference nameInternational Conference on Latent Variable Analysis and Signal Separation

Publishing placeBerlin

Publication year2015

JournalLecture Notes in Computer Science

Book title Latent Variable Analysis and Signal Separation

Journal name in sourceLATENT VARIABLE ANALYSIS AND SIGNAL SEPARATION, LVA/ICA 2015

Series titleLecture Notes in Computer Science

Number in series9237

Volume9237

First page 328

Last page335

Number of pages8

ISBN978-3-319-22481-7

ISSN0302-9743

DOIhttps://doi.org/10.1007/978-3-319-22482-4_38(external)


Abstract

The interest in robust methods for blind source separation has increased recently. In this paper we shortly review what has been suggested so far for robustifying ICA and second order blind source separation. Furthermore do we suggest a new algorithm, eSAM-SOBI, which is an affine equivariant improvement of (already robust) SAM-SOBI. In a simulation study we illustrate the benefits of using eSAM-SOBI when compared to SOBI and SAM-SOBI. For uncontaminated time series SOBI and eSAM-SOBI perform equally well. However, SOBI suffers a lot when the data is contaminated by outliers, whereas robust eSAM-SOBI does not. Due to the lack of affine equivariance of SAM-SOBI, eSAM-SOBI performs clearly better than it for both, contaminated and uncontaminated data.




Last updated on 2024-26-11 at 14:12