Modeling and Estimation of Dependent Subspaces with Non-radially Symmetric and Skewed Densities

We extend the Gaussian scale mixture model of dependent subspace source densities to include non-radially symmetric densities using Generalized Gaussian random variables linked by a common variance. We also introduce the modeling of skew in source densities and subspaces using a generalization of the Normal Variance-Mean mixture model. We give closed form expressions for subspace likelihoods and parameter updates in the EM algorithm.

• Type: Conference
• Year: 2007
• Where: ICA
• Authors: Jason A. Palmer, Kenneth Kreutz-Delgado, Bhaskar D. Rao, Scott Makeig
• Keywords: ICA 2007, Mixture Model, Signal Processing, Source Densities, Subspace Source Densities