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Hyvarinen A. — Independent Component Analysis
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Название: Independent Component Analysis
Автор: Hyvarinen A.
Аннотация: Hyvarinen and fellow researchers Juhu Karhunen and Erkki Oja (all Helsinki U. of Technology) introduce independent component analysis as a statistical and computational technique for revealing hidden factors that underlie sets of random variables, measurements, or signals. Readers are intended to be from such disciplines as statistics, signal processing, neural networks, information theory, and engineering, and to have a grounding in college calculus, matrix algebra, probability theory, and statistics. Exercise problems and computer assignments facilitate the book's use in a graduate course.
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Рубрика: Математика /Вероятность /Статистика и приложения /
Статус предметного указателя: Готов указатель с номерами страниц
ed2k: ed2k stats
Год издания: 2001
Количество страниц: 505
Добавлена в каталог: 04.06.2005
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Предметный указатель
Maximum likelihood, in CDMA 424. See also Likelihood
Mean function 45
Mean vector 21
Mean-square error 81 94
Mean-square error, minimization for PCA 128
MEG 407
Minimization of function 57
Minimum description length 131
Minimum-phase filter 370
Minor components 135
Mixture of gaussians 322 329
ML See Maximum likelihood
MMSE estimator 424
MMSE-ICA detector 434 437—438
Model order choosing 131 271
Modified GTM method 323
Moment generating function 41
Moment method 84
Moments 20 37 41—42
Moments, central 22
Moments, nonpolynomial 207
Momentum term 426
Moving average (MA) process 51
Multilayer perceptron 136 328
Multipath propagation 420
Multiple access communications 417
Multiple access interference (MAI) 421
Multiuser detection 421
Mutual information 221—222 319
Mutual information, and Kullback — Leibler divergence 110
Mutual information, and likelihood 224
Mutual information, and nongaussianity 223
Mutual information, approximation of 223—224
Mutual information, definition 110
Mutual information, minimization of 221
Near-far problem 421 424
Negentropy 222
Negentropy, approximation 113 115 183
Negentropy, approximation, by cumulants 113
Negentropy, approximation, by nonpolynomial functions 115
Negentropy, as measure of nongaussianity 182
Negentropy, as nongaussianity measure 182
Negentropy, definition 112
Negentropy, optimality 277
Neural networks 36
Neurons 408
Newton's method 66
Noise 446
Noise, as independent components 295
Noise, in the ICA model 293
Noise, reduction by low-pass filtering 265
Noise, reduction by nonlinear filtering 300
Noise, reduction by PCA 268
Noise, reduction by shrinkage 300
Noise, reduction by shrinkage, application on images 398
Noise, sensor vs. source 294
Noisy ICA, application, image processing 398
Noisy ICA, application, telecommunications 423
Noisy ICA, estimation of ICs 299
Noisy ICA, estimation of ICs, by MAR 299
Noisy ICA, estimation of ICs, by maximum likelihood 299
Noisy ICA, estimation of ICs, by shrinkage 300
Noisy ICA, estimation of mixing matrix 295
Noisy ICA, estimation of mixing matrix, bias removal techniques 296
Noisy ICA, estimation of mixing matrix, by cumulant methods 298
Noisy ICA, estimation of mixing matrix, by FastICA 298
Noisy ICA, estimation of mixing matrix, by maximum likelihood 299
Nongaussianity 165
Nongaussianity, and projection pursuit 197
Nongaussianity, is interesting 197
Nongaussianity, measured by kurtosis 171 182
Nongaussianity, measured by negentropy 182
Nongaussianity, optimal measure is negentropy 277
Nonlinear BSS 315
Nonlinear BSS, definition 316
Nonlinear ICA 315
Nonlinear ICA, definition 316
Nonlinear ICA, existence and uniqueness 317
Nonlinear ICA, post-nonlinear mixtures 319
Nonlinear ICA, using ensemble learning 328
Nonlinear ICA, using modified GTM method 323
Nonlinear ICA, using self-organizing map (SOM) 320
Nonlinear mixing model 315
Nonlinearity in algorithm, choice of 276 280
Nonstationarity, and tracking 72 133 135 178
Nonstationarity, definition 46
Nonstationarity, measuring by autocorrelations 347
Nonstationarity, measuring by cross-cumulants 349
Nonstationarity, separation by 346
Oja's rule 133
On-line learning 69
Optical imaging 413
Optimization methods 57
Optimization methods, constrained 73
Optimization methods, unconstrained 63
Order statistics 226
Orthogonalization 141
Orthogonalization, Gram — Schmidt 141
Orthogonalization, symmetric 142
Overcomplete bases, and image feature extraction 311
Overcomplete bases, estimation of ICs 306
Overcomplete bases, estimation of ICs, by maximum likelihood 306
Overcomplete bases, estimation of mixing matrix 307
Overcomplete bases, estimation of mixing matrix, by FastICA 309
Overcomplete bases, estimation of mixing matrix, by maximum likelihood 307
Overlearning 268
Overlearning and PCA 269
Overlearning and priors on mixing 371
Parameter vector 78
PAST 136
Performance index 81
PET 407
Positive semidefinite 21
Post-nonlinear mixtures 316
Posterior 94
Power method, higher-order 232
Power spectrum 49
Prediction of time series 443
Preprocessing 263
Preprocessing, by PCA 267
Preprocessing, centering 154
Preprocessing, filtering 264
Preprocessing, whitening 158
Principal component analysis 125 332
Principal component analysis, and complexity 425
Principal component analysis, and ICA 139 249 251
Principal component analysis, and whitening 140
Principal component analysis, by on-line learning 132
Principal component analysis, closed-form computation 132
Principal component analysis, nonlinear 249
Principal component analysis, number of components 129
Principal component analysis, with nonquadratic criteria 137
Principal curves 249
Prior 94
Prior, conjugate 375
Prior, for mixing matrix 371
Prior, Jeffreys' 373
Prior, quadratic 373
Prior, sparse 374
Prior, sparse, for mixing matrix 375
probability density 16
Probability density, a posteriori 94
Probability density, a priori 94
Probability density, conditional 28
Probability density, double exponential 39 171
Probability density, gaussian 16 42
Probability density, generalized gaussian 40
Probability density, joint 19 22 27 30 45
Probability density, Laplacian 39 171
Probability density, marginal 19 27 29 33
Probability density, multivariate 17
Probability density, of a transformation 35
Probability density, posterior 31 328
Probability density, prior 31
Probability density, uniform 36 39 171
Projection matrix 427
Projection method 73
Projection pursuit 197 286
Pseudoinverse 87
Quasiorthogonality 310
Quasiorthogonality, in FastICA 310
RAKE detector 424 434 437—438
RAKE-ICA detector 434 438
Random variable 15
Random vector 17
Recursive least-squares, for nonlinear PCA 259
Recursive least-squares, for PCA 135
Robustness 83 182 277
Sample mean 24
Sample moment 84
Self-organizing map (SOM) 320
Semiblind methods 387 424 432
Semiparametric 204
skewness 38
Smoothing 445
SOBI 344
Sparse code shrinkage 303 398
Sparse coding 396
Sparsity, measurement of 374
Spatiotemporal ICA 377
Spatiotemporal statistics 362
Sphered random vector 140
Spreading code 418
Stability See consistency Stationarity
Stochastic approximation 71
Stochastic gradient ascent (SGA) 133
Stochastic processes 43
Subgaussian 38
Subspace MMSE detector 434 436 438
Subspace, learning algorithm for PCA 134
Subspace, noise 131
Subspace, nonlinear learning rule 254
Subspace, signal 131
Subspaces, independent 380
Subspaces, invariant-feature 380
Superefficiency 261
Supergaussian 39
Taylor series 62
TDSEP 344
Tensor methods for ICA 229
Time averages 48
Time structure 43
Time structure, ICA estimation using 341
Toeplitz matrix 48
Tracking in a nonstationary environment 72
Transfer function 370
Unbiasedness 80
Uncorrelatedness 24 27 33
Uncorrelatedness, constraint of 192
Uniform density 36 39
Uniform density, rotated 250
Variance 22
Variance, maximization 127
Vector, gradient of function 57
Vector, valued function 58
Visual cortex 403
Wavelets 394
Wavelets and ICA 398
Wavelets as preprocessing 267
White noise 50
Whiteness 25
Whitening 140
Whitening as preprocessing in ICA 158
Whitening by PCA expansion 140
Wiener filtering 96
Wiener filtering, nonlinear 300
z-transform 369
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