CuBICA: independent component analysis by simultaneous third- and fourth-order cumulant diagonalization
Abstract: CuBICA, which is an improved method for independent component analysis (ICA) based on the diagonalization of cumulant tensors is proposed. It is based on Comon's algorithm, but it takes third- and fourth-order cumulant tensors into account simultaneously. The underlying contrast function is also mathematically much simpler and has a more intuitive interpretation. It is therefore easier to optimize and approximate. A comparison with Comon's and three other ICA algorithms on different data sets demonstrates its performance.
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