The Deflation-Based FastICA Estimator: Statistical Analysis Revisited

  • Esa Ollila
  • Published 2010 in IEEE Transactions on Signal Processing

Abstract

This paper provides a rigorous statistical analysis of the deflation-based FastICA estimator, where the independent components (ICs) are extracted sequentially. The focus is on two aspects of the estimator: robustness against outliers as measured by the influence function (IF) and on its asymptotic relative efficiency (ARE) as measured by the ratio of the… (More)
DOI: 10.1109/TSP.2009.2036072

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@article{Ollila2010TheDF, title={The Deflation-Based FastICA Estimator: Statistical Analysis Revisited}, author={Esa Ollila}, journal={IEEE Transactions on Signal Processing}, year={2010}, volume={58}, pages={1527-1541} }