Szabo, Z;
Póczos, B;
Lőrincz, A;
(2006)
Cross-Entropy Optimization for Independent Process Analysis.
In: Rosca, J and Erdogmus, D and Príncipe, J and Haykin, S, (eds.)
Independent Component Analysis and Blind Signal Separation: . Proceedings of the 6th International Conference, ICA 2006, Charleston, SC, USA, March 5-8, 2006.
(pp. 909 - 916).
Springer
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Abstract
We treat the problem of searching for hidden multi-dimensional independent auto-regressive processes. First, we transform the problem to Independent Subspace Analysis (ISA). Our main contribution concerns ISA. We show that under certain conditions, ISA is equivalent to a combinatorial optimization problem. For the solution of this optimization we apply the cross-entropy method. Numerical simulations indicate that the cross-entropy method can provide considerable improvements over other state-of-the-art methods.
| Type: | Proceedings paper |
|---|---|
| Title: | Cross-Entropy Optimization for Independent Process Analysis |
| Event: | International Conference on Independent Component Analysis and Blind Source Separation (ICA) |
| Location: | Charleston, SC, USA |
| Dates: | 2006-03-05 - 2006-03-08 |
| ISBN-13: | 978-3-540-32630-4 |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1007/11679363_113 |
| Publisher version: | http://dx.doi.org/10.1007/11679363_113 |
| Language: | English |
| Additional information: | The final publication is available at Springer via http://dx.doi.org/10.1007/11679363_113 |
| 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/1433235 |
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