On the Unimodality of Deflation based Fast ICA Contrast

Malay Gupta, Balu Santhanam · 2006

A general behavioral analysis of the contrast surface for the negentropy based ICA is performed. It is shown that while the convexity of the nonlinearity employed is certainly sufficient to guarantee unimodality of the contrast surface, a milder form of local convexity also ensures unimodality. Several classes of nonlinearities that preserve the unimodality are also introduced. Computer simulations are then used to illustrate the effect of non-convexity on the source separation capabilities of the deflation mode fast-ICA algorithm

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