Blind separation of sparse sources with relative Newton method
Michael Zibulevsky · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 2003
We study a relative optimization framework for the quasi-maximum likelihood blind source separation and relative Newton method as its particular instance. Convergence of the Newton method is stabilized by the line search and by the modification of the Hessian, which forces its positive definiteness. The structure of the Hessian allows fast approximate inversion. In order to separate sparse sources, we use a non-linearity based on smooth approximation to the absolute value function. Sequential optimization with the gradual reduction of the smoothing parameter leads to the super-efficient separation.