Towards a general independent subspace analysis

The increasingly popular independent component analysis (ICA) may only be applied todata following the generative ICA model in order to guarantee algorithmindependent andtheoretically valid results. Subspace ICA models generalize the assumption of component independence to independence between groups of components. Theyare attractive candidates for dimensionality reduction methods, however are currently limited by the assumption of equal group sizes or less general semi-parametricmodels. By introducing the concept of irreducible independent subspacesor components, we present a generalization to a parameter-free mixture model. Moreover, we relieve the condition of at-most-one-Gaussian by including previous results on non-Gaussian component analysis. After introducing thisgeneral model, we discuss joint block diagonalization with unknown block sizes, on which we base a simple extension of JADE to algorithmically perform the subspace analysis. Simulations confirm the feasibility of the algorithm.