Local convergence analysis of FastICA

Hao Shen*, Knut Hüper

*Corresponding author for this work

    Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

    6 Citations (Scopus)

    Abstract

    The FastICA algorithm can be considered as a selfmap on a manifold. It turns out that FastICA is a scalar shifted version of an algorithm recently proposed. We put these algorithms into a dynamical system framework. The local convergence properties are investigated subject to an ideal ICA model. The analysis is very similar to the well-known case in numerical linear algebra when studying power iterations versus Rayleigh quotient iteration.

    Original languageEnglish
    Title of host publicationIndependent Component Analysis and Blind Signal Separation - 6th International Conference, ICA 2006, Proceedings
    Pages893-900
    Number of pages8
    DOIs
    Publication statusPublished - 2006
    Event6th International Conference on Independent Component Analysis and Blind Signal Separation, ICA 2006 - Charleston, SC, United States
    Duration: 5 Mar 20068 Mar 2006

    Publication series

    NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
    Volume3889 LNCS
    ISSN (Print)0302-9743
    ISSN (Electronic)1611-3349

    Conference

    Conference6th International Conference on Independent Component Analysis and Blind Signal Separation, ICA 2006
    Country/TerritoryUnited States
    CityCharleston, SC
    Period5/03/068/03/06

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