Constrained Subspace ICA Based on Mutual Information Optimization Directly

We introduce a new approach to constrained independent component analysis (ICA) by formulating the original, unconstrained ICA problem as well as the constraints in mutual information terms directly. As an estimate of mutual information, a robust version of the Edgeworth expansion is used, on which gradient descent is performed. As an application, we consider the extraction of both the mother and the fetal antepartum electrocardiograms (ECG) from multielectrode cutaneous recordings on the mother's thorax and abdomen.