Neurally plausible, non-combinatorial iterative independent process analysis
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It has been shown recently that the identification of mixed hidden independent auto-regressive processes (independent process analysis, IPA), under certain conditions, can be free from combinatorial explosion. The key is that IPA can be reduced (i) to independent subspace analysis and then, via a novel decomposition technique called Separation Theorem, (ii) to independent component analysis. Here, we introduce an iterative scheme and its neural network representation that takes advantage of the reduction method and can accomplish the IPA task. Computer simulation illustrates the working of the algorithm.
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