A combination of parallel factor and independent component analysis

@article{Vos2012ACO,
  title={A combination of parallel factor and independent component analysis},
  author={Maarten De Vos and Dimitri Nion and Sabine Van Huffel and Lieven De Lathauwer},
  journal={Signal Processing},
  year={2012},
  volume={92},
  pages={2990-2999}
}
Although CPA (Canonical/Parallel factor Analysis) provides a unique decomposition, the actual computation ca n be made more robust by incorporating extra constraints. In several applications, the factors in one mode are known to be statist ically independent. On the other hand, in Independent Component Analysis (ICA), it often makes sense to impose a Khatri-Rao structure on the mixing vectors. In this paper, we propose a new algorithm to impose independence constraints in CPA. Our algorithm… CONTINUE READING
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