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Efficient Parameter Estimation for Semi-Continuous Data: An Application to Independent Component Analysis

Abstract: 

Semi-continuous data have a point mass at zero and are continuous with positive support. Such data arise naturally in several real-life situations like signals in a blind source separation problem, daily rainfall at a location, sales of durable goods among many others. Therefore, efficient estimation of the underlying probability density function is of significant interest. In this paper, we present an estimation method for semi-continuous data based on the maximum entropy principle and demonstrate its successful application in developing an Independent Component Analysis (ICA) algorithm, ICASemi- continuous Entropy Maximization, (ICA-SCEM). We present a theoretical analysis of the proposed estimation technique and using simulated data we demonstrate the superior performance of ICA-SCEM over classical ICA algorithms.

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Paper Details

Authors:
Sai K. Popuri, Zois Boukouvalas
Submitted On:
13 October 2019 - 4:45pm
Short Link:
Type:
Poster
Event:
Presenter's Name:
Zois Boukouvalas
Document Year:
2019
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Document Files

MLSP_2019.pdf

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[1] Sai K. Popuri, Zois Boukouvalas, "Efficient Parameter Estimation for Semi-Continuous Data: An Application to Independent Component Analysis", IEEE SigPort, 2019. [Online]. Available: http://sigport.org/4865. Accessed: Nov. 19, 2019.
@article{4865-19,
url = {http://sigport.org/4865},
author = {Sai K. Popuri; Zois Boukouvalas },
publisher = {IEEE SigPort},
title = {Efficient Parameter Estimation for Semi-Continuous Data: An Application to Independent Component Analysis},
year = {2019} }
TY - EJOUR
T1 - Efficient Parameter Estimation for Semi-Continuous Data: An Application to Independent Component Analysis
AU - Sai K. Popuri; Zois Boukouvalas
PY - 2019
PB - IEEE SigPort
UR - http://sigport.org/4865
ER -
Sai K. Popuri, Zois Boukouvalas. (2019). Efficient Parameter Estimation for Semi-Continuous Data: An Application to Independent Component Analysis. IEEE SigPort. http://sigport.org/4865
Sai K. Popuri, Zois Boukouvalas, 2019. Efficient Parameter Estimation for Semi-Continuous Data: An Application to Independent Component Analysis. Available at: http://sigport.org/4865.
Sai K. Popuri, Zois Boukouvalas. (2019). "Efficient Parameter Estimation for Semi-Continuous Data: An Application to Independent Component Analysis." Web.
1. Sai K. Popuri, Zois Boukouvalas. Efficient Parameter Estimation for Semi-Continuous Data: An Application to Independent Component Analysis [Internet]. IEEE SigPort; 2019. Available from : http://sigport.org/4865