TY - GEN
T1 - Local convergence analysis of FastICA
AU - Shen, Hao
AU - Hüper, Knut
PY - 2006
Y1 - 2006
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=33745711476&partnerID=8YFLogxK
U2 - 10.1007/11679363_111
DO - 10.1007/11679363_111
M3 - Conference contribution
SN - 3540326308
SN - 9783540326304
T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
SP - 893
EP - 900
BT - Independent Component Analysis and Blind Signal Separation - 6th International Conference, ICA 2006, Proceedings
T2 - 6th International Conference on Independent Component Analysis and Blind Signal Separation, ICA 2006
Y2 - 5 March 2006 through 8 March 2006
ER -