Initialized Jacobi Optimization in Independent Component Analysis

The authors propose a new solution to the minimization of marginal entropies (ME) in multidimensional independent component analysis (ICA). Starting from the ’Jacobi optimization’ (JO), we focus on a novel method based on initialization. In this method, we first compute the moment matrix for the prewhitened inputs. Then, the moments at each iteration of this Initialized Jacobi Optimization (IJO) are computed as rotations of this matrix. We include a computational comparison between the JO and IJO to design the Optimized Jacobi Optimization (OJO). This new method is available for a wide set of fourth order based contrasts. Experiments have been included to show that this algorithm have an excellent performance at a low computational cost and memory requirements in comparison to other well-known algorithms.