Maximum Likelihood Blind Source Separation: A Context-Sensitive Generalization of ICA

We cast the problem as one of maximum likelihood density estimation, andin that framework introduce an algorithm that searches for independent components using both temporal and spatial cues. We call the resulting algorithm "Contextual ICA," after the (Bell and Sejnowski 1995) Infomax algorithm, which we show to be a special case of cICA. Because cICA can make use of the temporal structure of its input, it is able separate in a number of situations where standard methods cannot, including sources with low kurtosis, coloredGaussian sources, and sources which have Gaussian histograms. 1 The Blind Source Separation Problem Consider a set of n indepent sources