An overview of properties and extensions of FOBI

K. Nordhausen; J. Virta

doi:10.1016/j.knosys.2019.02.026

An overview of properties and extensions of FOBI

K. Nordhausen^*, J. Virta

^*Corresponding author for this work

Department of Mathematics and Systems Analysis

Vienna University of Technology

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11 Citations (Scopus)

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Abstract

Recently, Spurek, Tabor, Struksi and Smieja (2018) suggested an independent component analysis method that is obtained via a generalized eigenvalue decomposition and stated that their estimator enjoys several useful properties. The estimator is however already known since 1989 as FOBI (Fourth order blind identification), and it indeed has many nice properties, even outside the independent component model. As there seems to be interest in the readers of Knowledge-Based Systems in the estimator, we shortly review it and various of its properties not mentioned by Spurek et al. (2018), along with some recent extensions of FOBI.

Original language	English
Pages (from-to)	113-116
Number of pages	4
Journal	Knowledge-Based Systems
Volume	173
DOIs	https://doi.org/10.1016/j.knosys.2019.02.026
Publication status	Published - 1 Jun 2019
MoE publication type	A1 Journal article-refereed

Keywords

Independence property
Independent component analysis
Invariant coordinate selection

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FOBI_finalAccepted author manuscript, 247 KBLicence: CC BY-NC-ND

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AB - Recently, Spurek, Tabor, Struksi and Smieja (2018) suggested an independent component analysis method that is obtained via a generalized eigenvalue decomposition and stated that their estimator enjoys several useful properties. The estimator is however already known since 1989 as FOBI (Fourth order blind identification), and it indeed has many nice properties, even outside the independent component model. As there seems to be interest in the readers of Knowledge-Based Systems in the estimator, we shortly review it and various of its properties not mentioned by Spurek et al. (2018), along with some recent extensions of FOBI.

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An overview of properties and extensions of FOBI

Abstract

Keywords

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