Optimization on the orthogonal group for independent component analysis

This paper derives a new algorithm that performs independent component analysis (ICA) by optimizing the contrast function of the RADICAL algorithm. The core idea of the proposed optimization method is to combine the global search of a good initial condition with a gradient-descent algorithm. This new ICA algorithm performs faster than the RADICAL algorithm (based on Jacobi rotations) while still preserving, and even enhancing, the strong robustness properties that result from its contrast. © Springer-Verlag Berlin Heidelberg 2007.

Geometric optimization methods for independent component analysis applied on gene expression data

DNA microarrays provide a huge amount of data and require therefore dimensionality reduction methods to extract meaningful biological information. Independent Component Analysis (ICA) was proposed by several authors as an interesting means. Unfortunately, experimental data are usually of poor quality- because of noise, outliers and lack of samples. Robustness to these hurdles will thus be a key feature for an ICA algorithm. This paper identifies a robust contrast function and proposes a new ICA algorithm. © 2007 IEEE.