2019
Overcomplete Independent Component Analysis via SDP
Anastasia Podosinnikova, Amelia Perry, Alexander S. Wein, Francis Bach, Alexandre d’Aspremont, David Sontag
AISTATS 2019poster
We present a novel algorithm for overcomplete independent components analysis (ICA), where the number of latent sources k exceeds the dimension p of observed variables. Previous algorithms either suffer from high computational complexity or make strong assumptions about the form of the mixing matrix…