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Heavy-Tailed Analogues of the Covariance Matrix for ICA

AAAI 2017 · Learning theory and algorithms › Matrix and tensor methods · approach: Low-rank approximation theory · 1 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Apply HTICA with centroid-body scaling before FastICAFastICA · Speech data (perimeterreg)Frobenius errorHelped
Apply HTICA with centroid-body scaling before FastICAFastICA · Speech data (perimeterreg)signal recoveryHelped
Add Gaussian damping (ablation)FastICA and other ICA algorithms with an orthogonal mixing matrix · Synthetic heavy-tailed dataFrobenius errorHelped
Add Gaussian damping (ablation)FastICA with pow3 contrast · Synthetic data with similar component tail exponentsFrobenius errorHurt
Use covariance-based rather than centroid-body orthogonalization (ablation)HTICA · Synthetic data with equal or similar tail exponentsFrobenius errorHelped
Use centroid-body rather than covariance-based orthogonalization (ablation)HTICA · Synthetic heavy-tailed data, in generalnumerical stabilityHelped
Use covariance-based orthogonalization instead of centroid-body scaling (ablation)HTICA · Synthetic data with mixed component tail exponentsFrobenius errorHurt
Skip orthogonalization and damping (ablation)FastICA · Synthetic heavy-tailed dataFrobenius errorMixed
Use HTICA rather than plain FastICAFastICA · Synthetic heavy-tailed dataFrobenius errorNo clear effect
Use covariance-based orthogonalizationICA with heavy-tailed components having finite (1+γ)-moment · Heavy-tailed ICAorthogonalityHelped
Use centroid-body scaling instead of sampling uniformly from the centroid bodyHTICA orthogonalization · Heavy-tailed ICAcomputational practicalityHelped

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