Seminar Details
2006-11-07 (14.00 pm) : "FastICA, RQI and Its Generalisations: On the Interplay between Numerical Linear Algebra & Geometric Optimisation &ignal Processing."
At Euler building
Organized by Mathematical Engineering
Speaker :
Knut Hüper (National ICT Australia Ltd
Systems Engineering and Complex Systems Research Program
Canberra, Australia
and
Research School of Information Sciences
The Australian National University
Canberra, Australia/Cesame)
Abstract :
One of the state of the art algorithms for linear Independent
Component Analysis in Signal Processing is FastICA, developed by the
Finnish school. This very efficient algorithm enjoys nice
interpretations similar to the socalled Rayleigh-Quotient-Iteration
(RQI) well known to the Numerical Linear Algebra community. It can be
considered as an optimisation procedure on a manifold related to
intrinsic Newton-type iterations. We will discuss some of the known
facts of FastICA and then present more recent results towards
parallel implementations and better convergence properties.
This is joint work with Hao Shen.