My blogs reporting quantitative financial analysis, artificial intelligence for stock investment & trading, and latest progress in signal processing and machine learning

Friday, March 30, 2012

Literature-ICA/LVA: Recently published/accepted ICA papers

Here are other recently published/accepted ICA papers. Enjoying!

Shashwath A. Meda, Balaji Narayanan, Jingyu Liu, Nora I. Perrone-Bizzozero, Michael C. Stevens, Vince D. Calhoun, David C. Glahn, Li Shen, Shannon L. Risacher, Andrew J. Saykin, Godfrey D. Pearlson, A large scale multivariate parallel ICA method reveals novel imaging-genetic relationships for Alzheimer's disease in the ADNI cohortNeuroImage, vol.60, 2012

The underlying genetic etiology of late onset Alzheimer's disease (LOAD) remains largely unknown, likely due to its polygenic architecture and a lack of sophisticated analytic methods to evaluate complex genotype-phenotype models. The aim of the current study was to overcome these limitations in a bimultivariate fashion by linking intermediate magnetic resonance imaging (MRI) phenotypes with a genome-wide sample of common single nucleotide polymorphism (SNP) variants. We compared associations between 94 different brain regions of interest derived from structural MRI scans and 533,872 genome-wide SNPs using a novel multivariate statistical procedure, parallel-independent component analysis, in a large, national multi-center subject cohort. The study included 209 elderly healthy controls, 367 subjects with amnestic mild cognitive impairment and 181 with mild, early-stage LOAD, all of them Caucasian adults, from the Alzheimer's Disease Neuroimaging Initiative cohort. Imaging was performed on comparable 1.5 T scanners at over 50 sites in the USA/Canada. Four primary "genetic components" were associated significantly with a single structural network including all regions involved neuropathologically in LOAD. Pathway analysis suggested that each component included several genes already known to contribute to LOAD risk (e.g. APOE4) or involved in pathologic processes contributing to the disorder, including inflammation, diabetes, obesity and cardiovascular disease. In addition significant novel genes identified included ZNF673, VPS13, SLC9A7, ATP5G2 and SHROOM2. Unlike conventional analyses, this multivariate approach identified distinct groups of genes that are plausibly linked in physiologic pathways, perhaps epistatically. Further, the study exemplifies the value of this novel approach to explore large-scale data sets involving high-dimensional gene and endophenotype data.

[My comments: I really like this paper, not only the algorithm used but also the application. This application is closely related to the one in my CVPR paper. And, some of the authors here are also the authors of my CVPR paper.]

Matthew Anderson, Tülay Adalı, Xi-Lin Li, Joint Blind Source Separation With Multivariate Gaussian Model: Algorithms and Performance Analysis, IEEE Trans. on Signal Processing, vol.60, no.4, 2012

Abstract: In this paper, we consider the joint blind source separation (JBSS) problem and introduce a number of algorithms to solve the JBSS problem using the independent vector analysis (IVA) framework. Source separation of multiple datasets simultaneously is possible when the sources within each and every dataset are independent of one another and each source is dependent on at most one source within each of the other datasets. In addition to source separation, the IVA framework solves an essential problem of JBSS, namely the identification of the dependent sources across the datasets. We propose to use the multivariate Gaussian source prior to achieve JBSS of sources that are linearly dependent across datasets. Analysis within the paper yields the local stability conditions, nonidentifiability conditions, and induced Cramér-Rao lower bound on the achievable interference to source ratio for IVA with multivariate Gaussian source priors. Additionally, by exploiting a novel nonorthogonal decoupling of the IVA cost function we introduce both Newton and quasi-Newton optimization algorithms for the general IVA framework.

[My comments: Joint analysis of multiple datasets is a very important and meaningful topic in biomedicine. The topic is a hot one not only in BSS but also in other machine learning subfields, even in sparse signal recovery/L1-penalized regression in high-dimensional space]


Gautam V. Pendse, PMOG: The projected mixture of Gaussians model with application to blind source separation, Neural Networks, vol.28, 2012, pp.40-60

Abstract: We extend the mixtures of Gaussians (MOG) model to the projected mixture of Gaussians (PMOG) model. In the PMOG model, we assume that q dimensional input data points zi are projected by a q dimensional vector w into 1-D variables ui. The projected variables ui are assumed to follow a 1-D MOG model. In the PMOG model, we maximize the likelihood of observing ui to find both the model parameters for the 1-D MOG as well as the projection vectorw. First, we derive an EM algorithm for estimating the PMOG model. Next, we show how the PMOG model can be applied to the problem of blind source separation (BSS). In contrast to conventional BSS where an objective function based on an approximation to differential entropy is minimized, PMOG based BSS simply minimizes the differential entropy of projected sources by fitting a flexible MOG model in the projected 1-D space while simultaneously optimizing the projection vector w. The advantage of PMOG over conventional BSS algorithms is the more flexible fitting of non-Gaussian source densities without assuming near-Gaussianity (as in conventional BSS) and still retaining computational feasibility.

[My comments: MOG is a very useful probabilistic model for BSS algorithms. I am glad to read this paper]

Jen-Tzung Chien, Hsin-Lung Hsieh, Convex Divergence ICA for Blind Source Separation, IEEE Trans. on Audio, Speech, and Language Processing, vol.20, no.1, 2012

Abstract: Independent component analysis (ICA) is vital for unsupervised learning and blind source separation (BSS). The ICA unsupervised learning procedure attempts to demix the observation vectors and identify the salient features or mixture sources. This work presents a novel contrast function for evaluating the dependence among sources. A convex divergence measure is developed by applying the convex functions to the Jensen’s inequality. Adjustable with a convexity parameter, this inequality-based divergence measure has a wide range of the steepest descents to reach its minimum value. A convex divergence ICA (C-ICA) is constructed and a nonparametric C-ICA algorithm is derived with different convexity parameters where the non-Gaussianity of source signals is characterized by the Parzen window-based distribution. Experimental results indicate that the specialized C-ICA significantly reduces the number of learning epochs during estimation of the demixing matrix. The convergence speed is improved by using the scaled natural gradient algorithm. Experiments on the BSS of instantaneous, noisy and convolutive mixtures of speech and music signals further demonstrate the superiority of the proposed C-ICA to JADE, Fast-ICA, and the nonparametric ICA based on mutual information.

[My comments: A nice paper dealing with dependence among sources]


Martin Kleinsteuber, Hao Shen, Blind Source Separation With Compressively Sensed Linear Mixtures, IEEE Signal Processing Letters, vol.19, no.2, 2012

Abstract: This work studies the problem of simultaneously separating and reconstructing signals from compressively sensed linear mixtures. We assume that all source signals share a common sparse representation basis. The approach combines classical Compressive Sensing (CS) theory with a linear mixing model. It allows the mixtures to be sampled independently of each other. If samples are acquired in the time domain, this means that the sensors need not be synchronized. Since Blind Source Separation (BSS) from a linear mixture is only possible up to permutation and scaling, factoring out these ambiguities leads to a minimization problem on the so-called oblique manifold. We develop a geometric conjugate subgradient method that scales to large systems for solving the problem. Numerical results demonstrate the promising performance of the proposed algorithm compared to several state of the art methods.
[My comments: It's interesting to see the hybrid of compressed sensing and ICA]

Fasong Wang, Linrang Zhang, Rui Li, Harmonic retrieval by period blind source extraction method: Model and algorithm, accepted by Digital Signal Processing, 2012

Abstract: A frequently encountered problem in signal processing field is harmonic retrieval in additive colored Gaussian or non-Gaussian noise, especially when the frequency of the harmonic signals are closely spaced in frequency domain. The purpose of this paper is to develop novel harmonic retrieval algorithm based on blind source extraction(BSE) method from linear mixtures of harmonic signals using only one observed channel signal. First, we establish the blind source separation(BSS) based harmonic retrieval model in additive noise using the only one observed channel, at the same time the fundamental principle of BSE based harmonics retrieval algorithm is analyzed in detail. Then, based on the established harmonic BSS model, we propose a BSE approach to the harmonic retrieval using the concept of period BSE method, as a result, the harmonic retrieval algorithm using only one channel mixed signals is derived. Simulation results show that the proposed algorithm is able to separate the harmonic source signals and yield ideal performance.

[My comments: Glad to see another model for blind source extraction using only one channel signal. And more glad to see my previous work has been cited here. But I really hope to see what's the performance when used to extract FECG.]

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