Title: Efficient independent component analysis
Author: Aiyou Chen and Peter Bickel
Date: Jan 2003
Pub: PDF
Url: http://www.stat.berkeley.edu/users/aychen/634.pdf

Abstract:
We propose a Fisher Efficient estimator in ICA model
(independent component analysis). First we provide a 
$\sqrt{n}$-consistent estimator using the empirical 
characteristic function, and then show that by directly 
estimating the efficient influence function we can construct 
a one-step MLE estimate which reaches asymptotic Fisher 
efficiency (EFFICA). We compare a variant of EFFICA to 
standard and state of the art algorithms such as Kernel 
ICA method (Bach & Jordan, 2002) using benchmark simulations 
and exhibit its excellent performance.