While the sample-spacings-based density estimation method is simple and efficient, its applicability has been restricted to one-dimensional data. In this letter, the method is generalized such that it can be extended to multiple dimensions in certain circumstances. As a consequence, a multidimensional entropy estimator of spherically invariant continuous random variables is derived. Partial bias of the estimator is analyzed, and the estimator is further used to derive a nonparametric objective function for frequency-domain independent component analysis. The robustness and the effectiveness of the objective function are demonstrated with simulation results.

Convolutive mixtures of signals, which are common in acoustic environments, can be difficult to separate into their component sources. Here we present a uniform probabilistic framework to separate convolutive mixtures of acoustic signals using independent vector analysis (IVA), which is based on a joint distribution for the frequency components originating from the same source and is capable of preventing permutation disorder. Different gaussian mixture models (GMM) served as source priors, in contrast to the original IVA model, where all sources were modeled by identical multivariate Laplacian distributions. This flexible source prior enabled the IVA model to separate different type of signals. Three classes of models were derived and tested: noiseless IVA, online IVA, and noisy IVA. In the IVA model without sensor noise, the unmixing matrices were efficiently estimated by the expectation maximization (EM) algorithm. An online EM algorithm was derived for the online IVA algorithm to track the movement of the sources and separate them under nonstationary conditions. The noisy IVA model included the sensor noise and combined denoising with separation. An EM algorithm was developed that found the model parameters and separated the sources simultaneously. These algorithms were applied to separate mixtures of speech and music. Performance as measured by the signal-to-interference ratio (SIR) was substantial for all three models.