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In this paper, we consider the source separation problem through a block algorithm based on the maximization of contrast functions. We propose a new contrast with parameterized cross-cumulants. It allows us to put three classical contrasts in a common framework. Following the same spirit of the independent component analysis (ICA) algorithm, we derive the(More)
NOTICE This report was prepared as an account of work sponsored by an agency of the United States government. Neither the United States government nor any agency thereof, nor any of their employees, makes any warranty, express or implied, or assumes any legal liability or responsibility for the accuracy, completeness, or usefulness of any information,(More)
The financial crisis illustrated the need for a functional understanding of systemic risk in strongly interconnected financial structures. Dynamic processes on complex networks being intrinsically difficult to model analytically, most recent studies of this problem have relied on numerical simulations. Here we report analytical results in a network model of(More)
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