# Efficient independent component analysis

Report Number
634
Authors
Aiyou Chen and Peter Bickel
Citation
PDf
Abstract

We propose a Fisher Efficient estimator in ICA model (independent component analysis). First we provide a $\sqrt{n}$-consistent estimator using the empirical characteristic function, and then show that by directly estimating the efficient influence function we can construct a one-step MLE estimate which reaches asymptotic Fisher efficiency (EFFICA). We compare a variant of EFFICA to standard and state of the art algorithms such as Kernel ICA method (Bach & Jordan, 2002) using benchmark simulations and exhibit its excellent performance.

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