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Cross-Entropy Optimization for Independent Process Analysis

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 Green open access

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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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