CuBICA: independent component analysis by simultaneous third- and fourth-order cumulant diagonalization

CuBICA, which is an improved method for independent component analysis (ICA) based on the diagonalization of cumulant tensors is proposed. It is based on Comon´s algorithm, but it takes third- and fourth-order cumulant tensors into account simultaneously. The underlying contrast function is also mathematically much simpler and has a more intuitive interpretation. It is therefore easier to optimize and approximate. A comparison with Comon´s and three other ICA algorithms on different data sets demonstrates its performance.