Relative Newton method for signal separation
Michael Zibulevsky · 2003 IEEE International Conference on Acoustics, Speech, and Signal Processing, 2003. Proceedings. (ICASSP '03). · 2004
The presented relative Newton method for quasi-maximum likelihood blind source separation significantly outperforms the natural gradient descent in batch mode. The structure of the corresponding Hessian matrix allows its fast inversion without assembling. Experiments with sparsely representable signals demonstrate super-efficient separation. More experiments with natural images are presented elsewhere (http://ie.technion.ac.il//spl sim/mcib/).