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This paper proposes a new independent component analysis (ICA) method which is able to unmix overcomplete mixtures of sparce or structured signals like speech, music or images. Furthermore, the method is designed to be robust against outliers, which is a favorable feature for ICA algorithms since most of them are extremely sensitive to outliers. Our approach is based on a simple outlier index. However, instead of robustifying an existing algorithm by some outlier rejection technique we show how this index can be used directly to solve the ICA problem for super-Gaussian sources. The resulting inlier-based ICA (IBICA) is outlier-robust by construction and can be used for standard ICA as well as for overcomplete ICA (i.e. more source signals than observed signals). (c) 2005 Wiley Periodicals, Inc
Usually, noise is considered to be destructive. We present a new method that constructively injects noise to assess the reliability and the grouping structure of empirical ICA component estimates. Our method can be viewed as a Monte-Carlo-style approximation of the curvature of some performance measure at the solution. Simulations show that the true root-mean-squared angle distances between the real sources and the source estimates can be approximated well by our method. In a toy experiment, we see that we are also able to reveal the underlying grouping structure of the extracted ICA components. Furthermore, an experiment with fetal ECG data demonstrates that our approach is useful for exploratory data analysis of real-world data. (C) 2003 Elsevier B.V. All rights reserved
We propose simple and fast methods based on nearest neighbors that order objects from high-dimensional data sets from typical points to untypical points. On the one hand, we show that these easy-to-compute orderings allow us to detect outliers (i.e. very untypical points) with a performance comparable to or better than other often much more sophisticated methods. On the other hand, we show how to use these orderings to detect prototypes (very typical points) which facilitate exploratory data analysis algorithms such as noisy nonlinear dimensionality reduction and clustering. Comprehensive experiments demonstrate the validity of our approach.