ICA based on the data asymmetry

Abstract

Independent Component Analysis (ICA) - one of the basic tools in data analysis - aims to find a coordinate system in which the components of the data are independent. Most of existing methods are based on the minimization of the function of fourth-order moment (kurtosis). Skewness (third-order moment) has received much less attention. In this paper we present a competitive approach to ICA based on the Split Gaussian distribution, which is well adapted to asymmetric data. Consequently, we obtain a method which works better than the classical approaches, especially in the case when the underlying density is not symmetric, which is a typical situation in the color distribution in images.