A SIMPLE ICA ALGORITHM FOR NON-DIFFERENTIABLE CONTRASTS (MonAmOR5)

Author(s) : John Aldo Lee (Université catholique de Louvain, Belgium) Frédéric Vrins (Université catholique de Louvain, Belgium) Michel Verleysen (Université catholique de Louvain, Belgium)

Abstract : A general-purpose algorithm is proposed for Independent Component Analysis. This algorithm is specifically designed in order to handle non-differentiable contrast functions. Sources are extracted one at a time (deflation approach). Examples are given for recently published contrast functions, e.g. the support width of the estimated source distribution.

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