### Refine

#### Document Type

- Article (31)
- Monograph/Edited Volume (2)

A new efficient algorithm is presented for joint diagonalization of several matrices. The algorithm is based on the Frobenius-norm formulation of the joint diagonalization problem, and addresses diagonalization with a general, non- orthogonal transformation. The iterative scheme of the algorithm is based on a multiplicative update which ensures the invertibility of the diagonalizer. The algorithm's efficiency stems from the special approximation of the cost function resulting in a sparse, block-diagonal Hessian to be used in the computation of the quasi-Newton update step. Extensive numerical simulations illustrate the performance of the algorithm and provide a comparison to other leading diagonalization methods. The results of such comparison demonstrate that the proposed algorithm is a viable alternative to existing state-of-the-art joint diagonalization algorithms. The practical use of our algorithm is shown for blind source separation problems

In this article, we consider high-dimensional data which contains a low-dimensional non-Gaussian structure contaminated with Gaussian noise and propose a new linear method to identify the non-Gaussian subspace. Our method NGCA (Non-Gaussian Component Analysis) is based on a very general semi-parametric framework and has a theoretical guarantee that the estimation error of finding the non-Gaussian components tends to zero at a parametric rate. NGCA can be used not only as preprocessing for ICA, but also for extracting and visualizing more general structures like clusters. A numerical study demonstrates the usefulness of our method

An asymptotic analysis and improvement of AdaBoost in the binary classification case (in Japanese)
(2000)

Recently blind source separation (BSS) methods have been highly successful when applied to biomedical data. This paper reviews the concept of BSS and demonstrates its usefulness in the context of event-related MEG measurements. In a first experiment we apply BSS to artifact identification of raw MEG data and discuss how the quality of the resulting independent component projections can be evaluated. The second part of our study considers averaged data of event-related magnetic fields. Here, it is particularly important to monitor and thus avoid possible overfitting due to limited sample size. A stability assessment of the BSS decomposition allows to solve this task and an additional grouping of the BSS components reveals interesting structure, that could ultimately be used for gaining a better physiological modeling of the data

Noninvasive electroencephalogram (EEG) recordings provide for easy and safe access to human neocortical processes which can be exploited for a brain-computer interface (BCI). At present, however, the use of BCIs is severely limited by low bit-transfer rates. We systematically analyze and develop two recent concepts, both capable of enhancing the information gain from multichannel scalp EEG recordings: 1) the combination of classifiers, each specifically tailored for different physiological phenomena, e.g., slow cortical potential shifts, such as the premovement Bereitschaftspotential or differences in spatio-spectral distributions of brain activity (i.e., focal event-related desynchronizations) and 2) behavioral paradigms inducing the subjects to generate one out of several brain states (multiclass approach) which all bare a distinctive spatio-temporal signature well discriminable in the standard scalp EEG. We derive information-theoretic predictions and demonstrate their relevance in experimental data. We will show that a suitably arranged interaction between these concepts can significantly boost BCI performances

When decomposing single trial electroencephalography it is a challenge to incorporate prior physiological knowledge. Here, we develop a method that uses prior information about the phase-locking property of event-related potentials in a regularization framework to bias a blind source separation algorithm toward an improved separation of single-trial phase-locked responses in terms of an increased signal-to-noise ratio. In particular, we suggest a transformation of the data, using weighted average of the single trial and trial-averaged response, that redirects the focus of source separation methods onto the subspace of event-related potentials. The practical benefit with respect to an improved separation of such components from ongoing background activity and extraneous noise is first illustrated on artificial data and finally verified in a real-world application of extracting single-trial somatosensory evoked potentials from multichannel EEG-recordings

A blind separation problem where the sources are not independent, but have variance dependencies is discussed. For this scenario Hyvarinen and Hurri (2004) proposed an algorithm which requires no assumption on distributions of sources and no parametric model of dependencies between components. In this paper, we extend the semiparametric approach of Amari and Cardoso (1997) to variance dependencies and study estimating functions for blind separation of such dependent sources. In particular, we show that many ICA algorithms are applicable to the variance-dependent model as well under mild conditions, although they should in principle not. Our results indicate that separation can be done based only on normalized sources which are adjusted to have stationary variances and is not affected by the dependent activity levels. We also study the asymptotic distribution of the quasi maximum likelihood method and the stability of the natural gradient learning in detail. Simulation results of artificial and realistic examples match well with our theoretical findings