Independent Vector Analysis: Definition and Algorithms
Taesu Kim, Intae Lee, Te-Won Lee · 2006
We present a new approach to independent component analysis (ICA) by extending the formulation of univariate source signals to multivariate source signals. The new approach is termed independent vector analysis (IVA). In the model, we assume that linear mixing model exists in each dimension separately, and the latent sources are independent of the others. In contrast to ICA, the sources are random vectors, not just single variables, which means the elements of a random vector are closely related to the others. Thus, we assume the dependency between the elements of a source vector. In this manner, we define dependence between vectors as Kullback-Leibler divergence between the total joint probability of vectors and the product of marginal probabilities of vectors. Then, the model allows independence between multivariate source signals represented as random vectors, and dependence between the source signals within the vector representation. The proposed vector density model can for example capture variance dependencies within a vector source signal. There are several applications of this new formulation. In the separation of acoustic sources, the algorithm mitigates the permutation problem, i.e. the usual ICA algorithms applied in to the frequency domain mixture data suffer from the unknown permutation of the output signals. Although there are several engineering solutions to fix this problem after the ICA stage, the proposed method provides a natural solution to the problem by capturing the inherent dependencies of the acoustic signals. It therefore avoids the permutation problem and allows the separation of sources in very challenging environments for many sound sources.