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Independent Component Analysis (ICA) Using Singular Value Decomposition (optional)

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Jan 29, 2021
35:32

Instructor of course: Prof. Mark Crowley Teaching assistant and presenter of slides: Benyamin Ghojogh Data and Knowledge Modeling and Analysis (ECE 657A) course ECE Department, University of Waterloo, ON, Canada This lecture includes: 1- Cocktail party effect & blind source separation 2- Sources and measured signals 3- Singular Value Decomposition (SVD) 4- Step 1: on U transpose 5- Step 2: On Sigma inverse and whitening 6- Step 3: on V 7- Examples Useful related resources: 1- ICA using Singular value decomposition: Tutorial YouTube videos by Prof. J. Nathan Kutz: Link 1: https://www.youtube.com/watch?v=_e4SN4TWlgY Link 2: https://www.youtube.com/watch?v=olKgmOuAvrc Link 3: https://www.youtube.com/watch?v=Ad6kMhJbqoY Our slides are based on his videos. 2- ICA using maximum likelihood estimation: Tutorial YouTube videos by Prof. Andrew Ng at the Stanford University: Link: https://www.youtube.com/watch?v=YQA9lLdLig8 3- Survey paper: Aapo Hyvärinen. "Survey on independent component analysis." (1999). 4- Tutorial paper: Jonathon Shlens. "A tutorial on independent component analysis." arXiv preprint arXiv:1404.2986 (2014). 5- Aapo Hyvarinen, Juha Karhunen, Erkki Oja. "Independent component analysis: a tutorial." (1999). 6- Ganesh R. Naik, Dinesh K. Kumar. "An overview of independent component analysis and its applications." Informatica 35, no. 1 (2011). 7- A book on ICA: Stone, James V. "Independent component analysis: a tutorial introduction." MIT Press, (2004).

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