2007 IEEE International Conference on Acoustics, Speech and Signal Processing - ICASSP '07 2007
DOI: 10.1109/icassp.2007.367345
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Flag Manifolds for Subspace ICA Problems

Abstract: We investigate the use of the Riemannian optimization method over the ag manifold in subspace ICA problems such as independent subspace analysis (ISA) and complex ICA. In the ISA experiment, we use the Riemannian approach over the ag manifold together with an MCMC method to overcome the problem of local minima of the ISA cost function. Experiments demonstrate the effectiveness of both Riemannian methods -simple geodesic gradient descent and hybrid geodesic gradient descent, compared with the ordinary gradient … Show more

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Cited by 9 publications
(6 citation statements)
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References 9 publications
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“…Manifolds of this type are used, among others, in invariant subspace analysis, application-driven dimension reduction and subspace tracking [24,25]. When there is a need for a simultaneous (parallel) subspace extraction, as is the case in independent subspace analysis (ISA), one resorts to the concept of generalized flag manifold, which is a manifold consisting of orthogonal subspaces that constitutes a generalization of both Stiefel and Grassmann manifolds [26][27][28]. The generalized flag manifold Fl(n, d 1 , .…”
Section: Geometry Of Ica Isa and Other Bsp Modelsmentioning
confidence: 99%
“…Manifolds of this type are used, among others, in invariant subspace analysis, application-driven dimension reduction and subspace tracking [24,25]. When there is a need for a simultaneous (parallel) subspace extraction, as is the case in independent subspace analysis (ISA), one resorts to the concept of generalized flag manifold, which is a manifold consisting of orthogonal subspaces that constitutes a generalization of both Stiefel and Grassmann manifolds [26][27][28]. The generalized flag manifold Fl(n, d 1 , .…”
Section: Geometry Of Ica Isa and Other Bsp Modelsmentioning
confidence: 99%
“…For solving the optimization problem in (24), we will use an iterative algorithm based on Riemannian optimization method [26], which can be considered as a generalization of the standard euclidean optimization by formulating the optimization problem over smooth manifolds instead of the standard euclidean space [27][28][29]. The update rule for the IA iterative algorithm that based on maximizing the sum-rate is given by the Riemannian optimization over the Grassmann manifold and based on geodesics of a straight line in the euclidean space to the manifold.…”
Section: Sum-rate Maximization Approachmentioning
confidence: 99%
“…The update rule for the iterative algorithm that computes the decoding matrices U m is derived by substituting (28) and (30) in (27).…”
Section: Sum-rate Maximization Approachmentioning
confidence: 99%
“…, 2d r ; R). Thus, the formula for the natural gradient and geodesics of real flag manifolds we obtained in [14] can also be complexified by replacing the real Euclidean gradient by the complex gradient and the transpose operator by the Hermitian transpose operator;…”
Section: Geometry Of Complex Flag Manifoldsmentioning
confidence: 99%