Boosting Independent Component Analysis

Independent component analysis is intended to recover the unknown components as independent as possible from their linear mixtures. This technique has been widely used in many fields, such as data analysis, signal processing, and machine learning. In this paper, we present a novel boosting-based algorithm for independent component analysis. Our algorithm fills the gap in the nonparametric independent component analysis by introducing boosting to maximum likelihood estimation. A variety of experiments validate its performance compared with many of the presently known algorithms.

Boosting in Univariate Nonparametric Maximum Likelihood Estimation

Nonparametric maximum likelihood estimation is intended to infer the unknown density distribution while making as few assumptions as possible. To alleviate the over parameterization in nonparametric data fitting, smoothing assumptions are usually merged into the estimation. In this paper a novel boosting-based method is introduced to the nonparametric estimation in univariate cases. We deduce the boosting algorithm by the second-order approximation of nonparametric log-likelihood. Gaussian kernel and smooth spline are chosen as weak learners in boosting to satisfy the smoothing assumptions. Simulations and real data experiments demonstrate the efficacy of the proposed approach.