Independent Subspace Analysis Using Three Scatter Matrices
Klaus Nordhausen, Hannu Oja · DOAJ (DOAJ: Directory of Open Access Journals) · 2011
In independent subspace analysis (ISA) one assumes that the components of the observed random vector are linear combinations of the components of a latent random vector with independent subvectors. The problem is then to find an estimate of a transformation matrix to recover the independent subvectors. Regular independent component analysis (ICA) is a special case. In this paper we show how three scatter matrices with the so called block independence property can be used in independent subspace analysis. The procedure is illustrated with a small example.