scholarly journals Monitoring Nonlinear and Non-Gaussian Processes Using Gaussian Mixture Model-Based Weighted Kernel Independent Component Analysis

2017 ◽  
Vol 28 (1) ◽  
pp. 122-135 ◽  
Author(s):  
Lianfang Cai ◽  
Xuemin Tian ◽  
Sheng Chen
1998 ◽  
Vol 10 (8) ◽  
pp. 2103-2114 ◽  
Author(s):  
Mark Girolami

This article develops an extended independent component analysis algorithm for mixtures of arbitrary subgaussian and supergaussian sources. The gaussian mixture model of Pearson is employed in deriving a closed-form generic score function for strictly subgaussian sources. This is combined with the score function for a unimodal supergaussian density to provide a computationally simple yet powerful algorithm for performing independent component analysis on arbitrary mixtures of nongaussian sources.


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