Higher-Order Statistical Properties Arising from the Non-Stationarity of Natural Signals

We present evidence that several higher-order statistical properties of natural images and signals can be explained by a stochastic model which simply varies scale of an otherwise stationary Gaussian process. We discuss two interesting consequences. The first is that a variety of natural signals can be related through a common model of spherically invariant random processes, which have the attractive property that the joint densities can be constructed from the one dimensional marginal. The second is that in some cases the non-stationarity assumption and only second order methods can be explicitly exploited to find a linear basis that is equivalent to independent components obtained with higher-order methods. This is demonstrated on spectro-temporal components of speech. 1 Introduction Recently, considerable attention has been paid to understanding and modeling the non-Gaussian or "higher-order" properties of natural signals, particularly images. Several non-Gaussian properties have been identified and studied.