Joint Independent Subspace Analysis: Uniqueness and Identifiability

Abstract : This paper deals with the identifiability of joint independent subspace analysis (JISA). JISA is a recently-proposed framework that subsumes independent vector analysis (IVA) and independent subspace analysis (ISA). Each underlying mixture can be regarded as a dataset; therefore, JISA can be used for data fusion. In this paper, we assume that each dataset is an overdetermined mixture of several multivariate Gaussian processes, each of which has independent and identically distributed samples. This setup is not identifiable when each mixture is considered individually. Given these assumptions, JISA can be restated as coupled block diagonalization (CBD) of its correlation matrices. Hence, JISA identifiability is tantamount to CBD uniqueness. In this work, we provide necessary and sufficient conditions for uniqueness and identifiability of JISA and CBD. Our analysis is based on characterizing all the cases in which the Fisher information matrix is singular. We prove that non-identifiability may occur only due to pairs of underlying random processes with the same dimension. Our results provide further evidence that irreducibility has a central role in the uniqueness analysis of block-based decompositions. Our contribution extends previous results on the uniqueness and identifiability of ISA, IVA, coupled matrix and tensor decompositions. We provide examples to illustrate our results.
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Contributor : Dana Lahat <>
Submitted on : Saturday, November 3, 2018 - 4:06:01 PM
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Dana Lahat, Christian Jutten. Joint Independent Subspace Analysis: Uniqueness and Identifiability. IEEE Transactions on Signal Processing, Institute of Electrical and Electronics Engineers, 2019, 67 (3), pp.684-699. ⟨https://ieeexplore.ieee.org/abstract/document/8531695⟩. ⟨10.1109/TSP.2018.2880714⟩. ⟨hal-01911746⟩

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