@PHDTHESIS\{IMM2005-03864,
author = "K. B. Petersen",
title = "Mean Field {ICA}",
year = "2005",
school = "Informatics and Mathematical Modelling, Technical University of Denmark, {DTU}",
address = "Richard Petersens Plads, Building 321, {DK-}2800 Kgs. Lyngby",
type = "",
note = "Supervised by Ole Winther, {IMM}.",
url = "http://www2.imm.dtu.dk/pubdb/p.php?3864",
abstract = "This thesis describes investigations and improvements of a technique for Independent Component Analysis (ICA), called {''}Mean Field {ICA}''.
The main focus of the thesis is the optimization part of the algorithm, the so-called ''{EM} algorithm''. Using different approaches it is demonstrated that the {EM} algorithm is inefficient and therefore an improper choice for a certain class of models. As an alternative, the so-called {''}Easy Gradient Algorithm{''} is presented, which makes it possible to apply advanced optimization techniques using the computationally simple {E-}step and {M-}step of the {EM} algorithm. The Easy Gradient Recipe is applicable to a wide selection of models. Furthermore, the Mean Field {ICA} model is extended to incorporate ltering over time in a so-called {''}convolutive {ICA''} model.
Finally, by using mixture of Gaussians as source priors, the generative and ltering approach to {ICA} is compared in the overcomplete setting, i.e. the situation in which there is more sources than sensors."
}