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Ilmonen, P.* ; Nordhausen, K.* ; Oja, H.* ; Theis, F.J.

An affine equivariant robust second-order BSS method.

Lect. Notes Comput. Sc. 9237, 328-335 (2015)
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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.
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Publikationstyp Artikel: Journalartikel
Dokumenttyp Wissenschaftlicher Artikel
Schlagwörter ICA; SOBI; Location and scatter functionals; Time series
ISSN (print) / ISBN 0302-9743
e-ISSN 1611-3349
Konferenztitel Latent Variable Analysis and Signal Separation : 12th International Conference, LVA/ICA 2015
Quellenangaben Band: 9237, Heft: , Seiten: 328-335 Artikelnummer: , Supplement: ,
Verlag Springer
Verlagsort Berlin [u.a.]