Independent component analysis for multivariate functional data

Joni Virta, Bing Li, Klaus Nordhausen and Hannu Oja

Journal of Multivariate Analysis, 2020, vol. 176, issue C

Abstract: We extend two methods of independent component analysis, fourth order blind identification and joint approximate diagonalization of eigen-matrices, to vector-valued functional data. Multivariate functional data occur naturally and frequently in modern applications, and extending independent component analysis to this setting allows us to distill important information from this type of data, going a step further than the functional principal component analysis. To allow the inversion of the covariance operator we make the assumption that the dependency between the component functions lies in a finite-dimensional subspace. In this subspace we define fourth cross-cumulant operators and use them to construct the two novel, Fisher consistent methods for solving the independent component problem for vector-valued functions. Both simulations and an application on a hand gesture data set show the usefulness and advantages of the proposed methods over functional principal component analysis.

Keywords: Covariance operator; Dimension reduction; Functional principal component analysis; Fourth order blind identification; Hilbert space; Joint approximate diagonalization of eigenmatrices (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (7)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047259X19300223
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:176:y:2020:i:c:s0047259x19300223

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.jmva.2019.104568

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().