JSM 2003 Online Program

Abstract #300134

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Activity Number:	24
Type:	Contributed
Date/Time:	Sunday, August 3, 2003 : 2:00 PM to 3:50 PM
Sponsor:	Section on Nonparametric Statistics
Abstract - #300134
Title:	Efficient Independent Component Analysis
Author(s):	Aiyou Chen*+ and Peter J. Bickel
Companies:	University of California, Berkeley and University of California, Berkeley
Address:	4400 Solano Park, Apt. 4123, Davis, CA, 95616,
Keywords:	independent component analysis ; empirical characteristic function ; influence function ; Fisher efficient ; one-step MLE
Abstract:	We propose a Fisher efficient estimator in the ICA model (independent component analysis). First we provide a root-n consistent estimator based on the empirical characteristic function, then show that one-step MLE estimates by directly estimating efficient influence functions can reach asymptotic Fisher efficiency (EFFICA). We compare a variant of EFFICA to standard and state of the art algorithms such as the Kernel ICA method, using benchmark simulations and exhibit its excellent performance.

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