A stochastic algorithm for probabilistic independent component analysis
Stéphanie Allassonnière, Laurent Younes
The Annals of Applied Statistics · 2012 · Volume 6 · Issue 1
Abstract
The decomposition of a sample of images on a relevant subspace is a recurrent problem in many different fields from Computer Vision to medical image analysis. We propose in this paper a new learning principle and implementation of the generative decomposition model generally known as noisy ICA (for independent component analysis) based on the SAEM algorithm, which is a versatile stochastic approximation of the standard EM algorithm. We demonstrate the applicability of the method on a large range of decomposition models and illustrate the developments with experimental results on various data sets.
Keywords
EM algorithm, image analysis, Independent component analysis, independent factor analysis, LaTeXe 2ε, statistical modeling, stochastic approximation
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