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Independent Process Analysis without A Priori Dimensional Information

Póczos, B; Szabo, Z; Kiszlinger, M; Lőrincz, A; (2007) Independent Process Analysis without A Priori Dimensional Information. In: Davies, ME and James, CJ and Abdallah, SA and Plumbley, MD, (eds.) Independent Component Analysis and Signal Separation: Proceedings of the 7th International Conference, ICA 2007, London, UK, September 9-12, 2007. (pp. 252 - 259). Springer-Verlag Heidelberg Green open access

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Abstract

Recently, several algorithms have been proposed for independent subspace analysis where hidden variables are i.i.d. processes. We show that these methods can be extended to certain AR, MA, ARMA and ARIMA tasks. Central to our paper is that we introduce a cascade of algorithms, which aims to solve these tasks without previous knowledge about the number and the dimensions of the hidden processes. Our claim is supported by numerical simulations. As an illustrative application where the dimensions of the hidden variables are unknown, we search for subspaces of facial components.

Type: Proceedings paper
Title: Independent Process Analysis without A Priori Dimensional Information
Event: International Conference on Independent Component Analysis and Signal Separation (ICA)
Location: London, UK
Dates: 2007-09-09 - 2007-09-12
ISBN-13: 978-3-540-74493-1
Open access status: An open access version is available from UCL Discovery
DOI: 10.1007/978-3-540-74494-8_32
Publisher version: http://dx.doi.org/10.1007/978-3-540-74494-8_32
Language: English
Additional information: This is the authors' accepted version of this published article. The final publication is available at Springer via http://dx.doi.org/10.1007/978-3-540-74494-8_32
UCL classification: UCL
UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences
UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Life Sciences
URI: https://discovery.ucl.ac.uk/id/eprint/1433231
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