FastISA: A fast fixed-point algorithm for Independent Subspace Analysis

Independent Subspace Analysis (ISA; Hyvarinen & Hoyer, 2000) is an extension of ICA. In ISA, the components are divided into subspaces and compo- nents in different subspaces are assumed independent, whereas components in the same subspace have dependencies.In this paper we describe a fixed-point algorithm for ISA estimation, formulated in analogy to FastICA. In particular we give a proof of the quadratic convergence of the algorithm, and...