The Real Eigenpairs of Symmetric Tensors and Its Application to Independent Component Analysis.

Abstract

It has been proved that the determination of independent components (ICs) in the independent component analysis (ICA) can be attributed to calculating the eigenpairs of high-order statistical tensors of the data. However, previous works can only obtain approximate solutions, which may affect the accuracy of the ICs. In addition, the number of ICs would need to be set manually. Recently, an algorithm based on semidefinite programming (SDP) has been proposed, which utilizes the first-order gradient information of the Lagrangian function and can obtain all the accurate real eigenpairs. In this article, for the first time, we introduce this into the ICA field, which tends to further improve the accuracy of the ICs. Note that the number of eigenpairs of symmetric tensors is usually larger than the number of ICs, indicating that the results directly obtained by SDP are redundant. Thus, in practice, it is necessary to introduce second-order derivative information to identify local extremum solutions. Therefore, originating from the SDP method, we present a new modified version, called modified SDP (MSDP), which incorporates the concept of the projected Hessian matrix into SDP and, thus, can intellectually exclude redundant ICs and select true ICs. Some cases that have been tested in the experiments demonstrate its effectiveness. Experiments on the image/sound blind separation and real multi/hyperspectral image also show its superiority in improving the accuracy of ICs and automatically determining the number of ICs. In addition, the results on hyperspectral simulation and real data also demonstrate that MSDP is also capable of dealing with cases, where the number of features is less than the number of ICs.