ICA 2007

ICA 2007
7th International Conference on
Independent Component Analysis
and Signal Separation

London, UK        9 - 12 September 2007

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Paper No: 50

Copula Component Analysis

Author(s): Jian Ma, Zengqi Sun


A method named Copula Component Analysis for blind source separation is proposed as a generalization of ICA. It differs from ICA which assumes independence of sources that the underlying components may be dependent by certain structure which is represented by Copula. By incorporating dependency structure, much accurate estimation can be made in principle in the case that the assumption of independence is invalidated. A two phrase inference method is introduced for CCA which is based on the notion of multidimensional ICA. Simulation experiments show that CCA can recover dependency structure within components while ICA does not.

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