(original) (raw)
%!PS-Adobe-2.0 %%Creator: dvips(k) 5.86 Copyright 1999 Radical Eye Software %%Title: bach03a.dvi %%Pages: 29 %%PageOrder: Ascend %%BoundingBox: 0 0 612 792 %%DocumentFonts: Times-Roman Times-Bold Times-Italic Symbol MSBM10 CMR10 %%+ CMMI10 CMSY10 ZapfChancery-MediumItalic CMEX10 Courier %%EndComments %DVIPSWebPage: (www.radicaleye.com) %DVIPSCommandLine: dvips -Ppdf -N0 -G0 -t letter bach03a -o bach03a.ps %DVIPSParameters: dpi=8000, compressed %DVIPSSource: TeX output 2003.12.09:2158 %%BeginProcSet: tex.pro %! /TeXDict 300 dict def TeXDict begin/N{def}def/B{bind def}N/S{exch}N/X{S N}B/A{dup}B/TR{translate}N/isls false N/vsize 11 72 mul N/hsize 8.5 72 mul N/landplus90{false}def/@rigin{isls{[0 landplus90{1 -1}{-1 1}ifelse 0 0 0]concat}if 72 Resolution div 72 VResolution div neg scale isls{ landplus90{VResolution 72 div vsize mul 0 exch}{Resolution -72 div hsize mul 0}ifelse TR}if Resolution VResolution vsize -72 div 1 add mul TR[ matrix currentmatrix{A A round sub abs 0.00001 lt{round}if}forall round exch round exch]setmatrix}N/@landscape{/isls true N}B/@manualfeed{ statusdict/manualfeed true put}B/@copies{/#copies X}B/FMat[1 0 0 -1 0 0] N/FBB[0 0 0 0]N/nn 0 N/IEn 0 N/ctr 0 N/df-tail{/nn 8 dict N nn begin /FontType 3 N/FontMatrix fntrx N/FontBBox FBB N string/base X array /BitMaps X/BuildChar{CharBuilder}N/Encoding IEn N end A{/foo setfont}2 array copy cvx N load 0 nn put/ctr 0 N[}B/sf 0 N/df{/sf 1 N/fntrx FMat N df-tail}B/dfs{div/sf X/fntrx[sf 0 0 sf neg 0 0]N df-tail}B/E{pop nn A definefont setfont}B/Cw{Cd A length 5 sub get}B/Ch{Cd A length 4 sub get }B/Cx{128 Cd A length 3 sub get sub}B/Cy{Cd A length 2 sub get 127 sub} B/Cdx{Cd A length 1 sub get}B/Ci{Cd A type/stringtype ne{ctr get/ctr ctr 1 add N}if}B/CharBuilder{save 3 1 roll S A/base get 2 index get S /BitMaps get S get/Cd X pop/ctr 0 N Cdx 0 Cx Cy Ch sub Cx Cw add Cy setcachedevice Cw Ch true[1 0 0 -1 -.1 Cx sub Cy .1 sub]{Ci}imagemask restore}B/D{/cc X A type/stringtype ne{]}if nn/base get cc ctr put nn /BitMaps get S ctr S sf 1 ne{A A length 1 sub A 2 index S get sf div put }if put/ctr ctr 1 add N}B/I{cc 1 add D}B/bop{userdict/bop-hook known{ bop-hook}if/SI save N @rigin 0 0 moveto/V matrix currentmatrix A 1 get A mul exch 0 get A mul add .99 lt{/QV}{/RV}ifelse load def pop pop}N/eop{ SI restore userdict/eop-hook known{eop-hook}if showpage}N/@start{ userdict/start-hook known{start-hook}if pop/VResolution X/Resolution X 1000 div/DVImag X/IEn 256 array N 2 string 0 1 255{IEn S A 360 add 36 4 index cvrs cvn put}for pop 65781.76 div/vsize X 65781.76 div/hsize X}N /p{show}N/RMat[1 0 0 -1 0 0]N/BDot 260 string N/Rx 0 N/Ry 0 N/V{}B/RV/v{ /Ry X/Rx X V}B statusdict begin/product where{pop false[(Display)(NeXT) (LaserWriter 16/600)]{A length product length le{A length product exch 0 exch getinterval eq{pop true exit}if}{pop}ifelse}forall}{false}ifelse end{{gsave TR -.1 .1 TR 1 1 scale Rx Ry false RMat{BDot}imagemask grestore}}{{gsave TR -.1 .1 TR Rx Ry scale 1 1 false RMat{BDot} imagemask grestore}}ifelse B/QV{gsave newpath transform round exch round exch itransform moveto Rx 0 rlineto 0 Ry neg rlineto Rx neg 0 rlineto fill grestore}B/a{moveto}B/delta 0 N/tail{A/delta X 0 rmoveto}B/M{S p delta add tail}B/b{S p tail}B/c{-4 M}B/d{-3 M}B/e{-2 M}B/f{-1 M}B/g{0 M} B/h{1 M}B/i{2 M}B/j{3 M}B/k{4 M}B/w{0 rmoveto}B/l{p -4 w}B/m{p -3 w}B/n{ p -2 w}B/o{p -1 w}B/q{p 1 w}B/r{p 2 w}B/s{p 3 w}B/t{p 4 w}B/x{0 S rmoveto}B/y{3 2 roll p a}B/bos{/SS save N}B/eos{SS restore}B end %%EndProcSet %%BeginProcSet: alt-rule.pro %! % Patch by TVZ % Makes dvips files draw rules with stroke rather than fill. % Makes narrow rules more predictable at low resolutions % after distilling to PDF. % May have unknown consequences for very thick rules. % Tested only with dvips 5.85(k). TeXDict begin /QV { gsave newpath /ruleY X /ruleX X Rx Ry gt { ruleX ruleY Ry 2 div sub moveto Rx 0 rlineto Ry } { ruleX Rx 2 div add ruleY moveto 0 Ry neg rlineto Rx } ifelse setlinewidth 0 setlinecap stroke grestore } bind def end %%EndProcSet %%BeginProcSet: texc.pro %! /TeXDict 300 dict def TeXDict begin/N{def}def/B{bind def}N/S{exch}N/X{S N}B/A{dup}B/TR{translate}N/isls false N/vsize 11 72 mul N/hsize 8.5 72 mul N/landplus90{false}def/@rigin{isls{[0 landplus90{1 -1}{-1 1}ifelse 0 0 0]concat}if 72 Resolution div 72 VResolution div neg scale isls{ landplus90{VResolution 72 div vsize mul 0 exch}{Resolution -72 div hsize mul 0}ifelse TR}if Resolution VResolution vsize -72 div 1 add mul TR[ matrix currentmatrix{A A round sub abs 0.00001 lt{round}if}forall round exch round exch]setmatrix}N/@landscape{/isls true N}B/@manualfeed{ statusdict/manualfeed true put}B/@copies{/#copies X}B/FMat[1 0 0 -1 0 0] N/FBB[0 0 0 0]N/nn 0 N/IEn 0 N/ctr 0 N/df-tail{/nn 8 dict N nn begin /FontType 3 N/FontMatrix fntrx N/FontBBox FBB N string/base X array /BitMaps X/BuildChar{CharBuilder}N/Encoding IEn N end A{/foo setfont}2 array copy cvx N load 0 nn put/ctr 0 N[}B/sf 0 N/df{/sf 1 N/fntrx FMat N df-tail}B/dfs{div/sf X/fntrx[sf 0 0 sf neg 0 0]N df-tail}B/E{pop nn A definefont setfont}B/Cw{Cd A length 5 sub get}B/Ch{Cd A length 4 sub get }B/Cx{128 Cd A length 3 sub get sub}B/Cy{Cd A length 2 sub get 127 sub} B/Cdx{Cd A length 1 sub get}B/Ci{Cd A type/stringtype ne{ctr get/ctr ctr 1 add N}if}B/id 0 N/rw 0 N/rc 0 N/gp 0 N/cp 0 N/G 0 N/CharBuilder{save 3 1 roll S A/base get 2 index get S/BitMaps get S get/Cd X pop/ctr 0 N Cdx 0 Cx Cy Ch sub Cx Cw add Cy setcachedevice Cw Ch true[1 0 0 -1 -.1 Cx sub Cy .1 sub]/id Ci N/rw Cw 7 add 8 idiv string N/rc 0 N/gp 0 N/cp 0 N{ rc 0 ne{rc 1 sub/rc X rw}{G}ifelse}imagemask restore}B/G{{id gp get/gp gp 1 add N A 18 mod S 18 idiv pl S get exec}loop}B/adv{cp add/cp X}B /chg{rw cp id gp 4 index getinterval putinterval A gp add/gp X adv}B/nd{ /cp 0 N rw exit}B/lsh{rw cp 2 copy get A 0 eq{pop 1}{A 255 eq{pop 254}{ A A add 255 and S 1 and or}ifelse}ifelse put 1 adv}B/rsh{rw cp 2 copy get A 0 eq{pop 128}{A 255 eq{pop 127}{A 2 idiv S 128 and or}ifelse} ifelse put 1 adv}B/clr{rw cp 2 index string putinterval adv}B/set{rw cp fillstr 0 4 index getinterval putinterval adv}B/fillstr 18 string 0 1 17 {2 copy 255 put pop}for N/pl[{adv 1 chg}{adv 1 chg nd}{1 add chg}{1 add chg nd}{adv lsh}{adv lsh nd}{adv rsh}{adv rsh nd}{1 add adv}{/rc X nd}{ 1 add set}{1 add clr}{adv 2 chg}{adv 2 chg nd}{pop nd}]A{bind pop} forall N/D{/cc X A type/stringtype ne{]}if nn/base get cc ctr put nn /BitMaps get S ctr S sf 1 ne{A A length 1 sub A 2 index S get sf div put }if put/ctr ctr 1 add N}B/I{cc 1 add D}B/bop{userdict/bop-hook known{ bop-hook}if/SI save N @rigin 0 0 moveto/V matrix currentmatrix A 1 get A mul exch 0 get A mul add .99 lt{/QV}{/RV}ifelse load def pop pop}N/eop{ SI restore userdict/eop-hook known{eop-hook}if showpage}N/@start{ userdict/start-hook known{start-hook}if pop/VResolution X/Resolution X 1000 div/DVImag X/IEn 256 array N 2 string 0 1 255{IEn S A 360 add 36 4 index cvrs cvn put}for pop 65781.76 div/vsize X 65781.76 div/hsize X}N /p{show}N/RMat[1 0 0 -1 0 0]N/BDot 260 string N/Rx 0 N/Ry 0 N/V{}B/RV/v{ /Ry X/Rx X V}B statusdict begin/product where{pop false[(Display)(NeXT) (LaserWriter 16/600)]{A length product length le{A length product exch 0 exch getinterval eq{pop true exit}if}{pop}ifelse}forall}{false}ifelse end{{gsave TR -.1 .1 TR 1 1 scale Rx Ry false RMat{BDot}imagemask grestore}}{{gsave TR -.1 .1 TR Rx Ry scale 1 1 false RMat{BDot} imagemask grestore}}ifelse B/QV{gsave newpath transform round exch round exch itransform moveto Rx 0 rlineto 0 Ry neg rlineto Rx neg 0 rlineto fill grestore}B/a{moveto}B/delta 0 N/tail{A/delta X 0 rmoveto}B/M{S p delta add tail}B/b{S p tail}B/c{-4 M}B/d{-3 M}B/e{-2 M}B/f{-1 M}B/g{0 M} B/h{1 M}B/i{2 M}B/j{3 M}B/k{4 M}B/w{0 rmoveto}B/l{p -4 w}B/m{p -3 w}B/n{ p -2 w}B/o{p -1 w}B/q{p 1 w}B/r{p 2 w}B/s{p 3 w}B/t{p 4 w}B/x{0 S rmoveto}B/y{3 2 roll p a}B/bos{/SS save N}B/eos{SS restore}B end %%EndProcSet %%BeginProcSet: 8r.enc % @@psencodingfile@{ % author = "S. Rahtz, P. MacKay, Alan Jeffrey, B. Horn, K. Berry", % version = "0.6", % date = "22 June 1996", % filename = "8r.enc", % email = "kb@@mail.tug.org", % address = "135 Center Hill Rd. // Plymouth, MA 02360", % codetable = "ISO/ASCII", % checksum = "119 662 4424", % docstring = "Encoding for TrueType or Type 1 fonts to be used with TeX." % @} % % Idea is to have all the characters normally included in Type 1 fonts % available for typesetting. This is effectively the characters in Adobe % Standard Encoding + ISO Latin 1 + extra characters from Lucida. % % Character code assignments were made as follows: % % (1) the Windows ANSI characters are almost all in their Windows ANSI % positions, because some Windows users cannot easily reencode the % fonts, and it makes no difference on other systems. The only Windows % ANSI characters not available are those that make no sense for % typesetting -- rubout (127 decimal), nobreakspace (160), softhyphen % (173). quotesingle and grave are moved just because it's such an % irritation not having them in TeX positions. % % (2) Remaining characters are assigned arbitrarily to the lower part % of the range, avoiding 0, 10 and 13 in case we meet dumb software. % % (3) Y&Y Lucida Bright includes some extra text characters; in the % hopes that other PostScript fonts, perhaps created for public % consumption, will include them, they are included starting at 0x12. % % (4) Remaining positions left undefined are for use in (hopefully) % upward-compatible revisions, if someday more characters are generally % available. % % (5) hyphen appears twice for compatibility with both ASCII and Windows. % /TeXBase1Encoding [ % 0x00 (encoded characters from Adobe Standard not in Windows 3.1) /.notdef /dotaccent /fi /fl /fraction /hungarumlaut /Lslash /lslash /ogonek /ring /.notdef /breve /minus /.notdef % These are the only two remaining unencoded characters, so may as % well include them. /Zcaron /zcaron % 0x10 /caron /dotlessi % (unusual TeX characters available in, e.g., Lucida Bright) /dotlessj /ff /ffi /ffl /.notdef /.notdef /.notdef /.notdef /.notdef /.notdef /.notdef /.notdef % very contentious; it's so painful not having quoteleft and quoteright % at 96 and 145 that we move the things normally found there down to here. /grave /quotesingle % 0x20 (ASCII begins) /space /exclam /quotedbl /numbersign /dollar /percent /ampersand /quoteright /parenleft /parenright /asterisk /plus /comma /hyphen /period /slash % 0x30 /zero /one /two /three /four /five /six /seven /eight /nine /colon /semicolon /less /equal /greater /question % 0x40 /at /A /B /C /D /E /F /G /H /I /J /K /L /M /N /O % 0x50 /P /Q /R /S /T /U /V /W /X /Y /Z /bracketleft /backslash /bracketright /asciicircum /underscore % 0x60 /quoteleft /a /b /c /d /e /f /g /h /i /j /k /l /m /n /o % 0x70 /p /q /r /s /t /u /v /w /x /y /z /braceleft /bar /braceright /asciitilde /.notdef % rubout; ASCII ends % 0x80 /.notdef /.notdef /quotesinglbase /florin /quotedblbase /ellipsis /dagger /daggerdbl /circumflex /perthousand /Scaron /guilsinglleft /OE /.notdef /.notdef /.notdef % 0x90 /.notdef /.notdef /.notdef /quotedblleft /quotedblright /bullet /endash /emdash /tilde /trademark /scaron /guilsinglright /oe /.notdef /.notdef /Ydieresis % 0xA0 /.notdef % nobreakspace /exclamdown /cent /sterling /currency /yen /brokenbar /section /dieresis /copyright /ordfeminine /guillemotleft /logicalnot /hyphen % Y&Y (also at 45); Windows' softhyphen /registered /macron % 0xD0 /degree /plusminus /twosuperior /threesuperior /acute /mu /paragraph /periodcentered /cedilla /onesuperior /ordmasculine /guillemotright /onequarter /onehalf /threequarters /questiondown % 0xC0 /Agrave /Aacute /Acircumflex /Atilde /Adieresis /Aring /AE /Ccedilla /Egrave /Eacute /Ecircumflex /Edieresis /Igrave /Iacute /Icircumflex /Idieresis % 0xD0 /Eth /Ntilde /Ograve /Oacute /Ocircumflex /Otilde /Odieresis /multiply /Oslash /Ugrave /Uacute /Ucircumflex /Udieresis /Yacute /Thorn /germandbls % 0xE0 /agrave /aacute /acircumflex /atilde /adieresis /aring /ae /ccedilla /egrave /eacute /ecircumflex /edieresis /igrave /iacute /icircumflex /idieresis % 0xF0 /eth /ntilde /ograve /oacute /ocircumflex /otilde /odieresis /divide /oslash /ugrave /uacute /ucircumflex /udieresis /yacute /thorn /ydieresis ] def %%EndProcSet %%BeginProcSet: texps.pro %! TeXDict begin/rf{findfont dup length 1 add dict begin{1 index/FID ne 2 index/UniqueID ne and{def}{pop pop}ifelse}forall[1 index 0 6 -1 roll exec 0 exch 5 -1 roll VResolution Resolution div mul neg 0 0]/Metrics exch def dict begin Encoding{exch dup type/integertype ne{pop pop 1 sub dup 0 le{pop}{[}ifelse}{FontMatrix 0 get div Metrics 0 get div def} ifelse}forall Metrics/Metrics currentdict end def[2 index currentdict end definefont 3 -1 roll makefont/setfont cvx]cvx def}def/ObliqueSlant{ dup sin S cos div neg}B/SlantFont{4 index mul add}def/ExtendFont{3 -1 roll mul exch}def/ReEncodeFont{CharStrings rcheck{/Encoding false def dup[exch{dup CharStrings exch known not{pop/.notdef/Encoding true def} if}forall Encoding{]exch pop}{cleartomark}ifelse}if/Encoding exch def} def end %%EndProcSet %%BeginProcSet: special.pro %! TeXDict begin/SDict 200 dict N SDict begin/@SpecialDefaults{/hs 612 N /vs 792 N/ho 0 N/vo 0 N/hsc 1 N/vsc 1 N/ang 0 N/CLIP 0 N/rwiSeen false N /rhiSeen false N/letter{}N/note{}N/a4{}N/legal{}N}B/@scaleunit 100 N /@hscale{@scaleunit div/hsc X}B/@vscale{@scaleunit div/vsc X}B/@hsize{ /hs X/CLIP 1 N}B/@vsize{/vs X/CLIP 1 N}B/@clip{/CLIP 2 N}B/@hoffset{/ho X}B/@voffset{/vo X}B/@angle{/ang X}B/@rwi{10 div/rwi X/rwiSeen true N}B /@rhi{10 div/rhi X/rhiSeen true N}B/@llx{/llx X}B/@lly{/lly X}B/@urx{ /urx X}B/@ury{/ury X}B/magscale true def end/@MacSetUp{userdict/md known {userdict/md get type/dicttype eq{userdict begin md length 10 add md maxlength ge{/md md dup length 20 add dict copy def}if end md begin /letter{}N/note{}N/legal{}N/od{txpose 1 0 mtx defaultmatrix dtransform S atan/pa X newpath clippath mark{transform{itransform moveto}}{transform{ itransform lineto}}{6 -2 roll transform 6 -2 roll transform 6 -2 roll transform{itransform 6 2 roll itransform 6 2 roll itransform 6 2 roll curveto}}{{closepath}}pathforall newpath counttomark array astore/gc xdf pop ct 39 0 put 10 fz 0 fs 2 F/|______Courier fnt invertflag{PaintBlack} if}N/txpose{pxs pys scale ppr aload pop por{noflips{pop S neg S TR pop 1 -1 scale}if xflip yflip and{pop S neg S TR 180 rotate 1 -1 scale ppr 3 get ppr 1 get neg sub neg ppr 2 get ppr 0 get neg sub neg TR}if xflip yflip not and{pop S neg S TR pop 180 rotate ppr 3 get ppr 1 get neg sub neg 0 TR}if yflip xflip not and{ppr 1 get neg ppr 0 get neg TR}if}{ noflips{TR pop pop 270 rotate 1 -1 scale}if xflip yflip and{TR pop pop 90 rotate 1 -1 scale ppr 3 get ppr 1 get neg sub neg ppr 2 get ppr 0 get neg sub neg TR}if xflip yflip not and{TR pop pop 90 rotate ppr 3 get ppr 1 get neg sub neg 0 TR}if yflip xflip not and{TR pop pop 270 rotate ppr 2 get ppr 0 get neg sub neg 0 S TR}if}ifelse scaleby96{ppr aload pop 4 -1 roll add 2 div 3 1 roll add 2 div 2 copy TR .96 dup scale neg S neg S TR}if}N/cp{pop pop showpage pm restore}N end}if}if}N/normalscale{ Resolution 72 div VResolution 72 div neg scale magscale{DVImag dup scale }if 0 setgray}N/psfts{S 65781.76 div N}N/startTexFig{/psf$SavedState save N userdict maxlength dict begin/magscale true def normalscale currentpoint TR/psf$ury psfts/psf$urx psfts/psf$lly psfts/psf$llx psfts /psf$y psfts/psf$x psfts currentpoint/psf$cy X/psf$cx X/psf$sx psf$x psf$urx psf$llx sub div N/psf$sy psf$y psf$ury psf$lly sub div N psf$sx psf$sy scale psf$cx psf$sx div psf$llx sub psf$cy psf$sy div psf$ury sub TR/showpage{}N/erasepage{}N/copypage{}N/p 3 def @MacSetUp}N/doclip{ psf$llx psf$lly psf$urx psf$ury currentpoint 6 2 roll newpath 4 copy 4 2 roll moveto 6 -1 roll S lineto S lineto S lineto closepath clip newpath moveto}N/endTexFig{end psf$SavedState restore}N/@beginspecial{SDict begin/SpecialSave save N gsave normalscale currentpoint TR @SpecialDefaults count/ocount X/dcount countdictstack N}N/@setspecial{ CLIP 1 eq{newpath 0 0 moveto hs 0 rlineto 0 vs rlineto hs neg 0 rlineto closepath clip}if ho vo TR hsc vsc scale ang rotate rwiSeen{rwi urx llx sub div rhiSeen{rhi ury lly sub div}{dup}ifelse scale llx neg lly neg TR }{rhiSeen{rhi ury lly sub div dup scale llx neg lly neg TR}if}ifelse CLIP 2 eq{newpath llx lly moveto urx lly lineto urx ury lineto llx ury lineto closepath clip}if/showpage{}N/erasepage{}N/copypage{}N newpath}N /@endspecial{count ocount sub{pop}repeat countdictstack dcount sub{end} repeat grestore SpecialSave restore end}N/@defspecial{SDict begin}N /@fedspecial{end}B/li{lineto}B/rl{rlineto}B/rc{rcurveto}B/np{/SaveX currentpoint/SaveY X N 1 setlinecap newpath}N/st{stroke SaveX SaveY moveto}N/fil{fill SaveX SaveY moveto}N/ellipse{/endangle X/startangle X /yrad X/xrad X/savematrix matrix currentmatrix N TR xrad yrad scale 0 0 1 startangle endangle arc savematrix setmatrix}N end %%EndProcSet %%BeginFont: CMEX10 %!PS-AdobeFont-1.1: CMEX10 1.00 %%CreationDate: 1992 Jul 23 21:22:48 % Copyright (C) 1997 American Mathematical Society. All Rights Reserved. 11 dict begin /FontInfo 7 dict dup begin /version (1.00) readonly def /Notice (Copyright (C) 1997 American Mathematical Society. All Rights Reserved) readonly def /FullName (CMEX10) readonly def /FamilyName (Computer Modern) readonly def /Weight (Medium) readonly def /ItalicAngle 0 def /isFixedPitch false def end readonly def /FontName /CMEX10 def /PaintType 0 def /FontType 1 def /FontMatrix [0.001 0 0 0.001 0 0] readonly def /Encoding 256 array 0 1 255 {1 index exch /.notdef put} for dup 0 /parenleftbig put dup 1 /parenrightbig put dup 2 /bracketleftbig put dup 3 /bracketrightbig put dup 16 /parenleftBig put dup 17 /parenrightBig put dup 32 /parenleftBigg put dup 33 /parenrightBigg put dup 40 /braceleftBigg put dup 41 /bracerightBigg put dup 90 /integraldisplay put dup 110 /braceleftBig put dup 111 /bracerightBig put readonly def /FontBBox{-24 -2960 1454 772}readonly def /UniqueXX 5000774 def currentdict end currentfile eexec 80347982ab3942d930e069a70d0d48311d7190fa2d133a583138f76695558e7a e9348d37cac6651806d08527c1bb4a062a4835ac37784cc39ad8841404e438b4 d52d3901e47a1de4f7924e0fb3daf442499175bab1226edf692a4956739f8828 e80592f450c5d5c22ac88bcfbe9748f61d18243a16f4a4467f084e8e2be46ef4 7fc51c3a8199e3cda62ff9c4fb73956dab8b6683d2156377808cb35026073e80 523f59a30d195fcf9b9fce4ffafc6d5649664203ab24acb938d58d246707ffe7 d62f04bec4b70c21ef75beb2b812622b3c74e969d72d3cd11bd7106294a99caf 0b1629bc7d4de6b96ca82930831d64575f23f4ad06a0e45e315b1d392411be8d 6d73c998789ff258a07a3c8c2057325784514c845500bfd1a971310cfc11d41c 1a167dbd5ff012c60add4e87325f6e5299032a839de65fb1473a166aae1876a4 414a434f22c1d241591fb36f857df6fa930608750ffc0c54f44994662b1f00f1 400bf752ea8d83ffc4cb77a290bc2d99981ae59a191748ba5c7ba1a9d2583fd2 1398452b6ff5d83a059f7eadcd2ef744e9dd22bdf9c79d049bf06835e878c32b 7765c69bdd8ef4deb4ea7cfff4cf9354a4ddffa689de961d16772491c7afbd7f ffde42400764c68e954ee5c455a5687959829bc3b319b2147deaab3628662c80 30c5e02fea09609abe4eaa12e217bc3af673f1bc36a7039eb13fcacb4218fe0f c5a3f9452d4edf46cc91db67b624d4f2d37502fb9f11af4da18ca40b61097f95 d44329375467ed13c5cb585ec53f62b83ef9502cc755af44bf32b87b8ae9f3f2 f8dbf72dab90acafbacd280db6aaffaefdff6d5eff26669bac56280a950560e3 d01714ba38659b0e4e28bf8cdc1f15ff7e3ea9d95a6afbbe3d8e6905aa6d531d 6b6dcab89e2036cc492c65f76ddcc3cfcff33fde3d9ffd10f7a90530fd5c7683 4329baa902e701ca42717476298c9ff511b1941244bb1dfd0e5cab92a43970cd 1bdb292eadd055c97972844fdcdb0aa06401e7b2632b9d134f96bce0064860f3 9859da7a9a82be0a840672a1331212752ae1b521b693b384a72dba8d37a86eaf a0341e7fc5f6ef7a8c566aacb91e8bf5005c18837894c4eacff41dba54e071ca 83fd0296a3417dccd62dfac26c11aa2febdecd723f326ce49066b57ff80327ea fcb8d4e62968fd70e9523da2622c4fdc37e45014a4f24c61a4226596423a5f38 935087033d5940d70ccfe1e756b76646a42d2a0f5afcb8528f4f6a63610702d3 021f33103aa4058da242801eb696103a66d672c1e946b63d063be138999e873a 45586c0cbe193523ed909173c269225097cd2d41c8bb9fbacbd6dde6f58adb64 fcd8c4b0f98ac03becc29e36b1a0425d3782ccf3102c86aed8ec4e2a04594325 1a389f25109396d60d1862d7bd21870d7b4c195e34d4b71cfac7208f5811156e c9b6f92dbf981860a399eb904ced155bd04a4f94bcb080f3b007d0574c53c57a 7e6e19bac96a443a21d512868d16c4369a870aee081a1144291d17cbe8caecb3 a5054b29e15e6811686eaf4e60f6685f64b6842939197b3a8c3d959d994dcf54 9298742a9949d3d6164cb5f8e1782bbe9f8964d36ae18527f5c8cf64650466c4 02ca35886a3125738e9b94b9aa9ce4ab6aae343055779fc06939ba8f99e188a8 79e95d71c6adcc53f6734037098d860fc3ecff5cede9fd0377e9c934f3244578 7d700fa4b7231e4b995e6848005a23287a5bb05ceb0aec993fb0a56307ef05b8 7b51175618b263dd0b682785365f3e343358b2a1c5ae8472336ee65aa504eec7 cca8e5b8b23a0b0658f21974215b31036890dbf52a85983106c682ce15ade1fd 18d0d79c31e1c227cc62b4712e79b194c4bc6c3f15c1882b326d725e077d6c98 48300a702dccf132eb68100570765065519bea30308eecaaa8e9b1be9c42ce3c e403549ba724464fbe5644987463a79d71cb32c8153825248ca4dfc969fb752e 95703d172e46645ad8d8388c4636d7220a4bebba385189fc758ff6f2197a330a ef160a599011e973dc8142698e03b163ff623f848b48e3c4f8b95a0f5e823588 f7a1b2472c6908e9460b26edae901d0d7813f0c6571d4e9b5261f8b12511f127 ac1527d98a76c26c04fb24ff04189fa551dd75bd642bf0b2903c8d678f9bff95 174c9ee176c89a4541462abdcfae44db028ed8bc03465b7b6f594672e1cb3bdf 9b8c74b1cfa671ef28fa4039aca809b201c5c7454670ff88e3702e21aa05c818 0878a2455cff6db35ba847024a6f5e5169fc93c11ae70d2d1334ffddb125f1b4 73a2866917765c20c92a685c4167c045f6b4dc168a781304b163fb2a58916841 a3f300883548d48e6655d41488313333f0088eb518d37385526d608849c29fc0 15d17a4b62cfcb481246353f582b9a0333edcc99957db7b6ad0e7443b4c12ff0 21f65a38a7ffe9d6cffc10586deae08944c92bdbbc8a463a4fc082f93eccbf90 3a0ed32d7395b3c7bb2f43ec9bab5020be90704a8c6f203822552b43d098a83e 295a9a90592ff160a8fbb048a609d9e5ccfc9ddeb5148e4e19fcd2e987ca78d5 3cacd85c5d4eda8954914c1f08da4301e2798574961f6b1347330903644e1570 75c45aa6b481f64d6e60f59b6a2c125cffa132abe52f53cf5b1744d394060096 456a4bca96d50da49f3b767a11fe009e56bd815abec90fb6bbd1fdab71d84f21 e2e6cef0a0b7af1ac99a468ef141c910412524e747b535a92bca6f10c8c8355d 56c93ff727f9779350c86de0ed8839d2a11aa8d15149e8564c93dd64a096ee45 e8d51c6cce5f212e5623a39dd598977167731bd3557cbab1d4595b4ee29578e4 d3b3c037efc4741e69808009e2aba00a8fdad9407840b0922910c2eb0c5403ee 68c45217f40ef3d577cd41f21fe58c4aefbd4f6e7736f1ffb03b2e838e84e30e 1e7a07b91171307d104d8a614b4ee46d0d811bae1de037b6a3d592014add2cce 322f1f1e3f0a8bdb3a4e6ef4ef6748847b7700cccd0e4289cbd4280e6a2c6adf 329b96e0c99215bcd3d44f0ba57b49adacf7452943a12d4cdb477fdea654b92a dfb629f5003e4aa003dc54810e0439ea587a82a24bd46c8e72c2aa054ef37ed6 3046a7042fe651d80ca28b0109a4d2502235df06efd377560e8e43bd9ccadf0b eaa72dd2a38d1259abbc07eb8b4836e27fd7bb881e3ab206464747fa52e143bd 169e437ddc09dd5983cdeddb4a035795946278eb6e4503177f13f4841fc81aaf 5e22e7ffd5cd08ffda170478b65eca709d0a13b9437414a74d82e5f75e97b9d7 67a22e606cca90fa6f29db20de142a477bee04a497e51593155327acbe9b1a41 450c864b709ad25a9ae33234c5b82a8bdeb9c7b6965f5d9b7e97741e957e6e02 6b1fc88f447cc4a5e44ecb2de11642d95017969eef049c21942394dc924a496b 112cb838a3931541015072e39391d14d5f399ab84cb3caceb3eb28d506320d06 3797b07dbc3f9d9a3148798e0405ee55c6d75d5448ef27548f4a5a1d8839074f 0a38d9b177614e3826b0d0f2eb4c1b787267c8b7dcd435a7e1ff1fb54e147846 486f038e0f5514653483d0cdd5dbbed19bc7803dd203ac0075f018ef33ab548b a9f09afb177ac02adabbbc54fc4c54e9c15bc977d2ba52376597441a26e76981 3812bb654088fe4f820eb966cee99d2f15d470069e250ac8e5273789fd4632d2 94b93a53c83dd251870b502d54c466fac7193549cfbbf87d0e1a2d389203e28f 5e7f369e6384ced1cf7a99974a5eca9f145d2192486c8e888e6f0e0efbb3938d c3c64ac0dfe7905421ddd3deb2ee4cf5fe7bfbe0de504c77c985ca53cdc2e27f 372bacfdf6738a27e4a81039f6ad45f2a512533fc513e223fceadf04bc975133 ae8e956206fc23fdfc017e7b4548c6137e7ff46a5ae5e90f4caa206849b8ffef 49c7225065f460adb76ca6f60b807a920b6c26c7263123399556119b8294bc7c 427dc15115b3ff7416c256eea2b68a3a7d63c994a9cdaad1ea7032fe228c6ffa 21582af785b3cbb30b4645d6878d85aeb57875ce8c7972f76d6ca11e5ccc12c4 f3a4d2b45b42775329dac18757b186309a6a6b04b76976bb3e3446124cae7105 32db6050cc1f0d16b4892139a252985daa298f9b56ce509c406c49d36eaca0b7 d21837a534c1994c2f0853c02c4d8138532d24f1cdf6137811e3d74f3abc6567 4b53b7d04508431a844924bdf9af2477944df467c08d705f2ed22efc0bed3f43 d58608479b418b146d8e348fa2d8e83e5c0ce44878360c010cc829e20c86d778 b9879d0f805a0e61e7f072d307b7c7b2b7b490032d984f9ec6f8eb835d98257b 667539476b60efa4344f07f18906efb6e4efe4014acf8845f3c16d3681f98b23 cd307962b4bc0012ea85a185aa334cfea63c3f6b188d90b427f6216cc5f5f9d3 b392dfa166bd64db5f1629bc578ca4b18b4be36b5c50356cd880ab97010c51cb 9651bd874acebcab4c4241940dc23c2617e0ea9054b6b2d5a6f454f540dbd0a1 b9f8168a79530f250439cc60f2d359d5dfdc26fe1611f823c03464c0046872ae 10be176a6970e1a859f8521418c46dfb16cd40a82ac3f7525fbe6039902a0b27 f2931a7e9ca4 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 cleartomark %%EndFont %%BeginFont: CMR10 %!PS-AdobeFont-1.1: CMR10 1.00B %%CreationDate: 1992 Feb 19 19:54:52 % Copyright (C) 1997 American Mathematical Society. All Rights Reserved. 11 dict begin /FontInfo 7 dict dup begin /version (1.00B) readonly def /Notice (Copyright (C) 1997 American Mathematical Society. All Rights Reserved) readonly def /FullName (CMR10) readonly def /FamilyName (Computer Modern) readonly def /Weight (Medium) readonly def /ItalicAngle 0 def /isFixedPitch false def end readonly def /FontName /CMR10 def /PaintType 0 def /FontType 1 def /FontMatrix [0.001 0 0 0.001 0 0] readonly def /Encoding 256 array 0 1 255 {1 index exch /.notdef put} for dup 40 /parenleft put dup 41 /parenright put dup 43 /plus put dup 61 /equal put dup 91 /bracketleft put dup 93 /bracketright put readonly def /FontBBox{-251 -250 1009 969}readonly def /UniqueXX 5000793 def currentdict end currentfile eexec 8053514d28ec28da1630165fab262882d3fca78881823c5537fe6c3dda8ee5b8 97e17cb027f5c73fdbb56b0a7c25fc3512b55fe8f3acfbffcc7f4a382d8299cc 8fd37d3cea49dabdca92847af0560b404ef71134b0f3d99934fc9d0b4e602011 b9cfb856c23f958f3c5a2fbe0ef8587d1f5774879c324e51fcb22888b74f2415 50d7401eb990d4f3a7af635198422283cac1b6cd446ddbcbd915db9bff88844e 784c6bf7389803d9450b0c21756a017306457c7e62c1d269f306bd3402e266de fc3b5e7d8a8d2f5bf0fe6ddd40d07391df4fad4a6018dce29a2b8f692b29f202 3a7c0e66de8ed85c14f1f8492167357f51a7e84cc5d92e0fee4d81cf7fbc8de5 2d2e7bb57142033993f9c08c315abade8dbc4a732e84e142d3bee51557910e12 cd8aa37c459a5e6b7f5269f59078aba3be4641a11ac48d0b625c8325b38ec08e 4c9e5e7fed976a5650d99d82114f449b9ca14c4ec957702295a39a93ef93f618 99b8ea06b092c3c1e503e6e436e0a9fa22576c8930ab3dc8c20f5d82b69cddf8 ff4dacfa9c54bed5a3aa3ea5b129fe96be632843b9b6bc91b615581a985db56b 1e01ca60ee69ca92cf5c0882ece62edad3e106d835348822400f0b66af658f2a e56ed08f8b0010571807009b73ab12a8cf14ca6c71f03c2a48c500f9d62266af 154a6375ff600d9bac3f05ce34142d6867a79581c533176bb2f3117336671e2e 44638a97167e2ea9644e31ea16c2ad2990ea33c54001e0c8156e6de8ab6a4d40 a7137ba275f39589fea2e2db8256adc103d6f9cc038037a47e8fd469c5f98a5e 3c15bd4ace40d340018b1cff7d1ed8abb0ac57b5b5a2c20a51957b96c453edb7 dae5affd91a46d938fe0a13363001d844ded4323f1ee6d30012aea19b024a552 315505535c85dc26bad31e09c50e6512802976d298c4e90d0044c362e6bf3ab3 62a454ee93de25ce54411090c29e9d75c80ce26a84404bd9de3aee0e3f921ac5 87f907572b8354a5c3165eea7e8b2ba4e4f834663063e9a307d8ff6f8b61acd8 799bc105cddcf8f95f2160494fc01f7ec3effb95de571b8d7f27a2f9ad203c09 cd4cffd98a119a507460e7fef5c910405e877aa1f8da68d1272e59e3adccef8d 82e692b3229926fbe621080b7831a2ee248948dd3ae55082a939f02875a7a0eb 7ae7d50270a576fbdfde7109c670f51be75b80b6fe3045ea50e2121021e62adf 47101df97d95a5a98efbf72e0a8772e90ee5ae28f88d9a1875c5c5203e3a3887 6df75ef7e65b98d215ad7084756b5f9e3768a329d0fb8c16dfa2bee83072549f b9a3ac5854a3ed9e0ccc35aa8da23d88b893ef9c777e8e0bf28eb6aac5dfdda1 35cb1519d7dd0d7d75235a4f38527400355e1accf05ecf8b80913f368b3edff6 5780be402670efad2ddbce83807f546965184b38e118bbfb363b6ecc5d09a687 938259ca0324c3ff53acbffa20c7c60eb2ea03f660a0cd67556d03dd6ead467a 40525fc22f3afbf7594ff34117b008590b4da385739f8839212c9f87184739e7 54a663c0b0b5e4a763e2278f5f60692cb9c96967af48a195ad9137f196b85966 688268e647e192a7ebadac7f170e8096e31b8e55da0e77a6146164f5a9056b9c 8799cd5a9c16bb5fca6793c5c082421bc2d27eddc260e766458866bfd538d169 b32b85ebe300ad36100995cd379af49efede570cb3bb7431869eca6bbc352ee6 22e3053946a256d54123201a11ee52efbb8bad115a52a520b1787187d2d9d279 9e7437e11c1069162ed9d38080e58332b84cbc497362541413f482de123a575b 60b1c4b98bac5860d0c0d01d20f638bf1fd9530fe862be0233fbe34dd926aff7 6c64d1666b4dae6564dd7cc2a3193c26a102207ab011788193fbbdc72ab661b5 a0c62d59fef021fa2a83c8a6853d24786c50c6ecceef5faf19be33a4b0ebf12d 56de0803fb6af6319ac559901b70918f1f605643558b513e63beef42586f34a3 92e31169e636a8b8ecd1b47527aee083ff27dd538bf8c25a0689dc13d48be24b e38751bc54e507efcb7b6e6d1aa4c3a5cf535a4263004ece158332e565b09e86 d125747b99bed87b34eaccd173e0f0f6a56371bc17d9694f03b5988109fa3a80 50a4872c9079b2b23d6e9723bc5d4b646133dd699790cea95428e065a29c77b7 47dde2b8d34bb3fe2c4df6368f13b80f75b79152dc81b73f9989cbaf1bd677cd dd2d22c6cc941f835b0f82fa0ae737be83385c4d974e2328f93a8dfab1a48efc b07304f608c338ae6bed7b78fefaf8c790ce0d1c74d3cfad7aa29bb02f537c97 e0a57a086ad379198092d05092462a47332f337b 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 cleartomark %%EndFont %%BeginFont: CMMI10 %!PS-AdobeFont-1.1: CMMI10 1.100 %%CreationDate: 1996 Jul 23 07:53:57 % Copyright (C) 1997 American Mathematical Society. All Rights Reserved. 11 dict begin /FontInfo 7 dict dup begin /version (1.100) readonly def /Notice (Copyright (C) 1997 American Mathematical Society. All Rights Reserved) readonly def /FullName (CMMI10) readonly def /FamilyName (Computer Modern) readonly def /Weight (Medium) readonly def /ItalicAngle -14.04 def /isFixedPitch false def end readonly def /FontName /CMMI10 def /PaintType 0 def /FontType 1 def /FontMatrix [0.001 0 0 0.001 0 0] readonly def /Encoding 256 array 0 1 255 {1 index exch /.notdef put} for dup 58 /period put dup 59 /comma put dup 60 /less put dup 61 /slash put dup 62 /greater put readonly def /FontBBox{-32 -250 1048 750}readonly def /UniqueXX 5087385 def currentdict end currentfile eexec 80347982ab3942d930e069a70d0d48311d725e830d1c76fba12e12486e989c98 74c2b527f0925722787027f44470d484262c360cdfdddf3657533a57bb16f730 48bfbbfcb73a650484015441fdc837add94ac8fbd2022e3ec8f115d4b4bb7b7f 15388f22cc6198efe768bd9fceb3446ee4a8dc27d6cd152485384ef5f59381ff da43f2d20c8fb08aa27ab2015b774db10dacfdcd33e60f178c461553146ab427 bdd7da12534ba078ad3d780414930da4f8d58abefd45db119b10eb409dd89792 3c6e705479464a4b310b58348c4b42393988fef4925cf984423aaf65fea9f0e6 4629953bcf50b919d968d99bd185f83112b2759cc411764e9bde677f57c5ee5a c555448d5f81a16259ded1e11bf4119d53e8ab07a802df900d3a2d5ccc1c6876 d29c5e9effb7af3ef83400b0910c07873a8c56fa7b1eb1ba426043b00cc95dbe dc6e136cbbbcb3f67509964f9f281ebf81fe5b018122eaf66c4a838487e82e18 6e006093042848a903efb3469ab6b4049767aadb95c30408dfd58d8a10f4cb22 168decd9f3ee100f07b49aa44c92139b669cc312ba20192454eb2375be6284b0 26659d964b96ae82d4942e758027fcf23c25ed01115af27ce7f20efe2a822bb6 84004f20243a49c9e93301fc21b80815c033c3e2ba58ef53da2157d524b395f2 b37abca13bc6a2f42e824ab7e47106176b0d6db267fbb795ac7425582df2e3dc 55863468a9200742bd7b552c48f8cf58bc21343bd3b95abfa140f33f37c6f3f7 8b0d8a5154eb7c1f62ec598267f13e841a3e64172663935ac8b665d86540d316 ddece329c008049c5e74b27d59022c5515059bc3b89370b1bc6a169c888bb325 e0b74282d6f053a50da4024ed1e433271a32ab8c17d41c632b41cf9f3ecd5fe1 24daf7aea7ce8a63047b245822930d517df7baaafa69d2d17f7d93cebd45416d f3459365434123a76ccf883a4973bab19807e1f0c4bab03a45f7ed69ff2660ff 3963e4def11001eec4238c368a39d874fd30b3c14f4186ec7700fbce22abe468 eb32baf7b0164f8f21a9b5e706b91411faaa44467cb2180ab03de375c1ab93e9 76e11ab92fdd4a7280a6d1a8dc65c4c89d04c8ed6988045a2a3de9a4c7b1efd3 75b3a4105c3d10ef7781c955b819182c6c351e3c2708d2ecc18fd84117d28415 be070709c783ddb1cd03727712191ed4941ba27bad26580e23c680cbbc337b56 06365f2f02db2309c21dc4d2da178840100307fbd9f3dc9a661d9bc485e8e74d 3d8f2fd45388634a5e86f57f0ae8bc28118fc87f7b8bc566a1199397cfe149b0 58b2e6e52319db5c018b294489b186bda76e5e5c35bb29fc43572172605dd05e 757ec6c5a2ce63f5a83ddb05d6b24b4172cab58a7a0ddd54774d26bb8404c072 aa973093d94798ff0f51fff769205cf238acc860a4bdf8fb7880deb3469627a9 ce754c40004cc9b0604059066751702c85285f007a378598002eb19d0a817abb 91d9764cc1808ef87a7f506f11cb80097700a5d5cc1e7d9ff7c2b328ecee45d9 ebfc1bbf871cb3550832132e853dc7c80bda47d837ef058797e1e6e683bdce1e 81d6ffcf5f15c0f6bd69612fed7c6357d2f550553dfdb898f893beabf218b6b5 b89a9c6ae405e458aed2ae9f400de59dbf8a04d3b08681fe0169a69a6888d83e a508f326d06e3963560e16cf906cd07dc587442492e7db815ee391d8b34e9282 dab4c3428e53a161a4f9d3c26b75f7fb10cc7f4b15be20cc82bbae4d81684708 53bbaafe949a8a6094777743f3df061a1f324efacd72d43f4f66558c72e82cfc fa9bfd62bede98415844a41ca75ea11a778f5dacfa692b718541aff824ee99af 1f50e2c26ca07b88e6b6f2beaacbd0a7db2571a6392668227a8548704e227d3a eea0724b974bf6ad4e4727af5a109c1b0b85c7e12602b8b9f7192cfbe63fbf53 2ad112b959a340f8242b8d9e4e528107ddb362f39f9c3ebf655e445ee3fd5097 47832c531e9e934da51171154b1ea2d4e6d901e206ad35cf2f871ad675e1 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 cleartomark %%EndFont %%BeginFont: CMSY10 %!PS-AdobeFont-1.1: CMSY10 1.0 %%CreationDate: 1991 Aug 15 07:20:57 % Copyright (C) 1997 American Mathematical Society. All Rights Reserved. 11 dict begin /FontInfo 7 dict dup begin /version (1.0) readonly def /Notice (Copyright (C) 1997 American Mathematical Society. All Rights Reserved) readonly def /FullName (CMSY10) readonly def /FamilyName (Computer Modern) readonly def /Weight (Medium) readonly def /ItalicAngle -14.035 def /isFixedPitch false def end readonly def /FontName /CMSY10 def /PaintType 0 def /FontType 1 def /FontMatrix [0.001 0 0 0.001 0 0] readonly def /Encoding 256 array 0 1 255 {1 index exch /.notdef put} for dup 0 /minus put dup 1 /periodcentered put dup 2 /multiply put dup 13 /circlecopyrt put dup 15 /bullet put dup 25 /approxequal put dup 26 /propersubset put dup 32 /arrowleft put dup 33 /arrowright put dup 50 /element put dup 54 /negationslash put dup 55 /mapsto put dup 56 /universal put dup 62 /latticetop put dup 91 /union put dup 102 /braceleft put dup 103 /braceright put dup 106 /bar put dup 110 /backslash put readonly def /FontBBox{-29 -960 1116 775}readonly def /UniqueXX 5000820 def currentdict end currentfile eexec 9b9c1569015f2c1d2bf560f4c0d52257bac8ced9b09a275ab231194ecf829352 05826f4e975dcecec72b2cf3a18899ccde1fd935d09d813b096cc6b83cdf4f23 b9a60db41f9976ac333263c908dcefcdbd4c8402ed00a36e7487634d089fd45a f4a38a56a4412c3b0baffaeb717bf0de9ffb7a8460bf475a6718b0c73c571145 d026957276530530a2fbefc6c8f67052788e6703bb5ee49533870bca1f113ad8 3750d597b842d8d96c423ba1273ddd32f3a54a912a443fcd44f7c3a6fe3956b0 aa1e784aaec6fce08dae0c76da9d0a3eba57b98a6233d9e9f0c3f00fcc6b2c6a 9ba23af389e6dfff4efec3de05d6276c6be417703ce508377f25960ef4ed83b4 9b01b873f3a639ce00f356229b6477a081933fef3bb80e2b9dffa7f75567b1fa 4d739b772f8d674e567534c6c5bbf1cf615372be20b18472f7aa58be8c216dbd df81cc0a86b6d8318ca68fe22c8af13b54d7576fe4ca5a7af9005ea5cc4edb79 c0ab668e4fec4b7f5a9eb5f0e4c088cd818ecc4feb4b40ec8bd2981bf2336074 b64c4301d3b93ae93f58c5699e2d50dcec6ff1a9f8468dafdac6874a7f56ba9a 578aa4182a73bb06fc8dfd963262c42647a48d946040521e5110a0796ec7b48c 8ee1ef3a761d2c69592abfc78290d5b599bc5552559cbda6954b7f5c53c6d3c0 33d585a646caa9f3af65d138720ed881e76e3cfaff527a35cf06e2d4bbbff057 36741dc324f7bf14fff00e0b573837f910ec2e405e7134203eef7943bbb54873 7d1322da3fda8678e23d149e22e8c977772ec507a39acf4f955c27c06bd4ae72 6939060ae086c5e11f240964281930179b88eb89325e19fd2e479a0647b283b4 f2471852711d2c8dfe43bd9968ed8cb6abf15e0208330013a23a2c96a5a1b530 c101a95362e5c96a5c50783468188ef94110e6b0a5317b5650cd4578fe165cdc 5de00b1507a903d40b9a9504ab7e74a208de9b1a840c8a2de0582449e7422ed1 bb56ac6974baee6314c1954946d53d5670ff3d873e38ad869d9734f6d0490700 98136ba29423814da1fbf8f303398c0b1bbfefca02aad13d36cff71487810f4f bcd4bea3707573e7ee157da1fe10355823fecc208b30fcc15060420f2c9290a2 e55d4c0d8f64a9ce39af0dacf5ffd40f6c799d21fa5251a6efe0bd27e813f2e6 6e7b16db53e84e4cf994410c3ae90e81a65f41346a7d11c2d9da2f5d44150f6a c6117fe56271fcc8bd510cbf7f3a7169830f1aa44ba26afff2b8caed5a91df47 3f4083064cdf4a8f38f8f7e37b58c5c1303d4c70728f075e9a725e98995ad4f7 2ee998f5608f29428f3bf92a622d069757e0a47943e18be02bccae603d26b230 d69208d4124bf8c7218e8371a538dfced727cb6650776c212cab93ccaa637867 dc924db7fe715f4486d7ce7a1ce3cf3afd2d2df49b74c9fc60bfd6730461b0f8 0f05b1424a3fb966030f253b82c769c6bc8189d55aec950dee0242dbf003d283 27feeb90b8486b573d7cd15b604911716035facefd9fd5be92c67a1533abc408 c91e0fdfcad42c214eb7234141d65ed0359b54c7b3e3f5dabaf8682ccfdfb389 61ed1a20bc768c1ec0b807289ddd36ca7684c8b905a1015c44af0db5650fe04c 881a517a86ae62f983edd0b6f0c2228e86ca42170a8a20e6eb1e07cda63cd22b aa606588957bf65e16736d621302ff0916158e7cbcbdb3738466871b7ad7ff43 e2e94dbef3b403ec86eddb5b78c7bdd5a86828701c741e38b5421a5475577de9 2a892e16532416643d9e8a09be9a5b364ac02cf3c52b497e744081a486bb86d5 78c05f648770a9b2bacb4351fcfb2f826dbc6c52a625c4c88de5b033d55049b2 e4aa98251c181579f8ce022194484278224e99f0118245a8a52f7fd53f0dd1a7 edd36ffaf66a512a954ad2fd3834cf3ada31f402b91c100500d910bf911b47d1 993d76dec5636f5eb0a2a242e793a2e0802fe85ac83d2f78d0524521516475f9 61ab73b5ea438fa16c0f79ee4428f076220e8a4841123ccd4ab4dc92125445a0 ae94125fcfb06d6c96f22f8f1e79d4076e8b82f82b526c51f92442b0112c48dc 41ce51ff63269b51013910df0473ec92bf4c3c80f02a807b26ba7019338dd358 78cc4ac2105bcedddc56ae7e665ad67984e0eb361016e4c1ea0279e15a460e73 238f769bf3098682ef4c8aa8e030547ed6b79a1d7fc721c15d248fb28b478413 d87c2838249f635883032363097b51db8055a6f8dc3eac3255b99e3d737fb9f4 e4c61d75b18535d69b7719c6c4e99d9164b252e31d0ad7b4511e32a33bf16bfc 6621365bc75a170abed040a6c9316c65e4e028bc965654ca80ab4ef9b6585b21 bc255b8ab0f7f0104cb7f77e7ba94be88200b582d68cd26ffc3f00dec1373fbb 024b94ff19423e16fdf8b9be88cd2b26d9e1bb9188f4a06188268c56a5c2e2a6 5043697d872802f10675442d293b34d6c13a8a1e730c0f48d451dbbbbbfa70c9 aa84fcdc61a6b976acf39f7c0f0c7d7f46e8176a7657823845b9fbd31ca89afe 875ca78f4311a2a8b914ada4b0d406fabea78e722e40ff952a19535a0094da33 d2ab4818a9baf2bc38c879e8f32967130d355aa02e63156e8543118f49c9066a 3bbb615d3bc555d8057e3597045f2ef69ea4f6d024fd5a691b37bb361a8bc3e2 a25cc2057c407c175348b7f5354227d5673cebe4358e24b59a040bc35419c206 58e32a0d2383cdcc2f3602089d46fdfd17acce2d18c3ebb97232c5f99a2b7068 808134cbaa8c66411da3557201939761922c2021348fa1b8b939349b10e27695 fc4c563a50ac3427091c66c15d658575828751956cf6ea7fc403d5eb7344281f 632f85a349f5aef8f8e73f0081937207b493aed41cbb377be4c11f43e0a6d3a7 c496dac5fdad3b46d2b4dc3e4310b2f5de1fbe209f01de2c8fb74be7eab4dc4e 79b80dfee22965e10c87abba933ef0968ef08939779a524b22e2bb80682f16fc a8214eb73336b52513ed9e9fdb65023a7c256496052761c0b21bc7e7933a2750 ccc3dad28c478e99983206a017ae8e603f205fa45f07091e1c92d4d2890ecbb0 b117aa097528d01cc1f787a46e98322b761fa20c6151116b169c3ecebfc8a08a 3b0a5e8394f07270b7f09d00dc48098af1dbae040e9faf1eb2075884e1d7ed0d c36677b6b0e93f4ec2044c0101971a25f153bdf463e9f392f195240c2e014c11 fd4e0eb94cd50dc53b3bd173812dc3b97740e227b36853e048c115576e26370f 2de0415a3bb993e2459b600fde844030151f0a30315dc310d891e1feb87efc2a 244e5b24e2cc3c519e108ae3babe6b5f2d3ba0bbed27fec6eab44a565fac86ea e15f110425b6a8cd6969d994f430110e0fd92d1756a02c74f02cd11e3597b777 7bf3a909b4d9e80c4dd567ed3eb29bed2adc6a353785c717e3200629e5d83d5b 818b92f0162870bff026ce9ebbf9e74e13e8be06be4215e7ce05848d1ccf0ea2 076c0c9291131f778dc1f2f7ae9859b88f991981b37292478d3b7f69df46d64c e990de8ee28756431ef0afde4b311f597ad50cbf3c811374a11295ff2598aa73 af6f3c281b4daf126a6b2f12711548658ce41ebbc7ede0cbcf58e1c621147aa8 b7d6d798cf82b8a5c1a0efc88850bd1066f255a4e1b05910f3d776d15213ba2c 9f19c64cdf2baec18eacff7e45624e66d70d8efdcc559bf00a14e860f3e39721 ab5b5e2bbc47221aa4d73cf8ba01edf41dfca9de7beabb0d3850fce807ca652c 51cdc7b7b60d8ea2ca3aebeffeffbd5a92fe41debace94f5520ddcdc8fcc0c21 ffff8e1a629b2d453804ef97a9825f54d0520a523be78caa7b8f80764da125aa 6dee2b91a4dba8511edc1b6f2389fd57479812149812570c8fe7ccde5af88e68 b06c06bc412d6944091d6d9294593ab504f1475f9258431548eabe56226d7b51 49a0a6a6e56064eb847e4938e65110263cbeadc603f20fb8e7cd8e9aae0f932a 337a6ab18d336ade108055 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 cleartomark %%EndFont %%BeginFont: MSBM10 %!PS-AdobeFont-1.1: MSBM10 2.1 %%CreationDate: 1993 Sep 17 11:10:37 % Math Symbol fonts were designed by the American Mathematical Society. % Copyright (C) 1997 American Mathematical Society. All Rights Reserved. 11 dict begin /FontInfo 7 dict dup begin /version (2.1) readonly def /Notice (Copyright (C) 1997 American Mathematical Society. All Rights Reserved) readonly def /FullName (MSBM10) readonly def /FamilyName (Euler) readonly def /Weight (Medium) readonly def /ItalicAngle 0 def /isFixedPitch false def end readonly def /FontName /MSBM10 def /PaintType 0 def /FontType 1 def /FontMatrix [0.001 0 0 0.001 0 0] readonly def /Encoding 256 array 0 1 255 {1 index exch /.notdef put} for dup 63 /emptyset put dup 82 /R put dup 90 /Z put readonly def /FontBBox{-55 -420 2343 920}readonly def /UniqueXX 5031982 def currentdict end currentfile eexec 80347982ab3942d930e069a70d0d48311d7190fa2d133a583138f76695558e7a e9348d37cac6651806d08527c1bb4a062a4835ac37784cc39ad8841404e438b4 d52d3901e47a1de4f7924e0fb3daf442499175bab1226edf692a4956739f8828 e80592f450c5d5c22ac88bcfbe9748f61d18243a16f4a4467f084e8e2be46ef4 7fc51c3a8199e3cda62ff9c4fb73956dab8b6683d2156377808cb35026073e80 523f59a30d195fcf9b9fce4ffafc6d56491bdecdcafdc988206c5a457a19270b 37d0ab776e03eaa7eb568eeab6b5e79dec03b0dcbf923a2aa8e4f4deda2cb043 858d8b430efef0ed914a80ffc9818aba0fb30dae3694e5b31df3855892d59b89 7f82ff79fce8444c7926ffc4ea008e63bc518936c9098afc2d1c14030a2c15bc c9285c1b57e80570d2f6301009e63d9ddeba44e3251c75ca9616a2c5de9ade66 1a15db37b40b67c1bd71f77343912c62f47dd24be0e03dd833ea60d2eb020407 eaf042fed30f0c2f01956c83d46d982b50dd979c2026ed5f71979dd98c9c1eee 25054000a5eed5ce9498b2cb59a7ee55e0538ab47d86e69b2ac79229c8c6bfc9 3a24e822a2f1c9964fe630344579a25f66646113f73d1315c447f070c575de76 266c6773b01137e4a039df5e4c2f199e8e3396ef9fd001eebe090e04384c4089 ec9f13a07ad8733c6af775f432f154ef50ec4477e08760c03c006e4d1eb1c7cd acb8955ca4b0d62c7de046ff58d431bb9883d28586552c51809e3ced4dfc2198 b97ad9e52ea33c91b9e335a80d9b77d3430e0487930f992459664abca5dd9177 150b0fb502fbb04ccaa94ffe2697ed07906f95fd98e7b325bfbf10ea6b39fd76 c1e5295022cb39e9cd471b7b0b3f9d72da99deb0615d35cc22f42dbf5cfb70dc 6279fd520d99f32201abf25e621cfe1d37961d9c0ad36ef3d9264c547638152a be30812eae30521c3c775adf1959595a43d8a9c4e12d9f9ece27a0c9b5f45e38 8e26a39cb0ad4e25ab8f21b25ad1b106ed22af7947ea8ae4dc17b9facbc5e22e 89a91b046ba4cddde69c1997fa7f4cd949ba3ac4b6e001475daf165b9432dc70 6e30aeead8cc342d94b20a4045a331175655d6aa279627efc0fb53a4ce66b68f a45b5765f0c1368c04a0907c59a0519e67505eba499580eea7d3467b2f7c2f09 6113802e5e7134169999d941284d1c01f437036e42cf413e3cd3207f03ae95da eb61994a6463b8026826071fd7c65e77a3b4755405277f8d8a57d30aaa3c4841 7cd8694e07391335fffc7f18f5ef8c3256b97ce39a8f37990c562c431bb0b38a fb427f06cb196b4c99a1a93320629f225e896457db3db3319dee4f8a09cf0049 4f4e66e3c45e9246abd8d47e2f8dff28c44993283f61a7c0750e63940a07f9d3 c530691e984eecbe32467a1f9efe56615d27f0b9213d2b96468d177469781377 6474fb8fd708400dd2e720038ce43e44a251b5d1f6d0fcdea7fea2c50906d8aa 047711a683a5e28e740d8aa913e86cf6aef6feeb1bce90e2b7391ee438834d81 beff03469364f182e4026458b0f8cb455cbb796305b6523ef748d76b7717786b b8edeccf20c66861953464fc59db85ac96972626ae380ffe556818734de15367 c07630b25e164f6999d6e0bf08f0c868bb2b4e2e3009f95c25d926d9af431dc6 eb9522fbbdcbd12ddb71482cbfafa979ab2a540d21b7a0419b8ca7a821a9fd64 7c4eee264cb5c7c482e0626e0e025a5a0d01a15621eea0a044e75e847e13669a e0559fe63f305128d9e8f4dc75277497e178e3ae49172ffc1cb4a797fca0c7fc 17ec5aeff831fc3689a087843152adf6d4b2897d711b0a5b0cb2ea083c1edcf9 c66d70996530f3611c2766e5e5638a4704e54420ac83dd0e67d14b8ebd1523da 4b492ded2c89ed774332f694581720c1dce24005d21892ca6f4d37fd165386ee 6367bd1de0ef6b97d735e0ea58eda9cac6d457d8f93c7fd9bd366ab7970ca71c 70a39d815d8ac49e5d9d4c98959b20893b80108ee2b93903ce13a451b953beb9 d19ef226dc201c8aba2930503c5fcad6b3085d46380b6efe1d0a0c9314be3314 3033df308d2c2c678e7a1280f2714b32dce4fcfd0ce98ffd64236e542e353df1 9f0c911328a071411335f4bd41e711b8350a1a6f16ce5b669995eb0ba0e7e67e 6cf4e2881e4251e0eb8fb054e4e61270f2958679cdc60bc8f5aeae45d4d0b870 e656de46b03d9fa70620f1f0576a8a5a57258a34c8c6ed59f5f7cf15cb6dc8d4 87f1658257183bba1bd9e8a4751244af90a50abbca97ed23e7a8fc584793ca89 c19fec33d2392af5f2f7d62ec9428313333827524eba3f47559b708221bca689 270196985cb54593b22726afca81cbd8927aa5621a34a55e589d08f1c5f4af35 da 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 0000000000000000000000000000000000000000000000000000000000000000 cleartomark %%EndFont TeXDict begin 40258431 52099146 1000 8000 8000 (bach03a.dvi) @start /Fa 136[618 2[618 618 618 1[618 618 618 2[618 618 618 618 618 1[618 2[618 618 20[618 2[618 5[618 618 618 6[618 10[618 618 46[{.85 ExtendFont TeXBase1Encoding ReEncodeFont} 23 1212.12 /Courier rf /Fb 103[508 30[508 1[508 1[508 508 508 508 1[508 3[508 508 2[508 1[508 508 508 508 508 508 38[508 10[508 508 46[{.85 ExtendFont TeXBase1Encoding ReEncodeFont} 20 996.264 /Courier rf /Fd 166[700 700 2[700 592 539 647 1[539 700 700 862 592 2[323 2[539 592 700 647 1[700 65[{TeXBase1Encoding ReEncodeFont}17 969.696 /Times-Roman rf /Fe 194[517 61[{}1 664.176 /CMR10 rf /Ff 205[332 332 332 48[{TeXBase1Encoding ReEncodeFont}3 664.176 /Times-Roman rf /Fg 150[215 105[{TeXBase1Encoding ReEncodeFont}1 774.872 /Times-Italic rf /Fi 214[387 387 40[{}2 996.264 /CMR10 rf /Fk 194[332 1[184 59[{}2 664.176 /CMMI10 rf /Fl 137[295 332 4[332 2[480 1[295 185 185 4[332 12[553 2[369 84[{ TeXBase1Encoding ReEncodeFont}10 664.176 /Times-Italic rf /Fn 26[1244 15[1436 213[{}2 1745.44 /Symbol rf /Fo 165[623 90[{}1 1090.91 /CMEX10 rf /Fp 144[808 808 68[976 976 6[960 960 14[724 724 12[505 505 556 556{}12 1212.12 /CMEX10 rf /Fq 140[388 2[498 498 1[719 277 6[442 498 442 498 498 25[719 5[609 65[{TeXBase1Encoding ReEncodeFont}12 996.264 /Times-Italic rf /Fr 133[442 498 498 719 498 498 277 388 332 498 498 498 498 775 277 498 277 277 498 498 332 442 498 442 498 442 9[940 2[609 554 2[554 719 1[886 609 2[332 719 719 1[609 719 665 665 719 5[277 1[498 498 498 498 498 498 498 498 498 498 1[249 332 249 2[332 332 36[554 554 2[{TeXBase1Encoding ReEncodeFont}59 996.264 /Times-Roman rf /Fs 169[872 1008 7[1144 1[899 4[790 845 954 708 1[845 65[{TeXBase1Encoding ReEncodeFont}9 1362.42 /ZapfChancery-MediumItalic rf /Ft 145[606 3[337 2[606 606 10[808 34[673 0 0 3[808 16[1212 1212 5[943 943 9[606 12[943 337 943{}17 1212.12 /CMSY10 rf /Fu 169[637 737 9[657 4[577 617 697 2[617 65[{TeXBase1Encoding ReEncodeFont}7 995.377 /ZapfChancery-MediumItalic rf /Fv 145[443 3[246 43[689 11[590 16[886 19[886 11[246 689{}8 885.568 /CMSY10 rf /Fw 194[689 17[689 1[344 344 40[{}4 885.568 /CMR10 rf /Fx 162[337 1[337 29[943 17[943 1[471 471 40[{}6 1212.12 /CMR10 rf /Fy 194[443 1[246 59[{}2 885.568 /CMMI10 rf /Fz 135[393 591 393 443 246 344 1[443 443 1[443 639 1[393 246 246 443 1[246 1[443 393 443 443 9[738 541 639 492 443 4[591 738 492 591 3[639 1[541 639 591 541 541 65[{ TeXBase1Encoding ReEncodeFont}34 885.568 /Times-Italic rf /FA 26[631 63[631 45[607 3[534 2[486 28[524 83[{}6 885.568 /Symbol rf /FB 165[808 7[875 18[943 63[{}3 1212.12 /MSBM10 rf /FC 193[943 606 943 337 337 58[{}5 1212.12 /CMMI10 rf /FD 74[606 58[472 538 538 808 538 606 337 472 472 606 606 606 606 875 337 538 337 337 606 606 337 538 606 538 606 606 6[674 1[741 1010 741 875 674 606 741 875 741 875 808 1010 674 808 538 404 875 875 741 741 875 808 741 741 6[404 1[606 2[606 1[606 606 606 606 1[303 404 303 2[404 404 37[606 2[{TeXBase1Encoding ReEncodeFont}65 1212.12 /Times-Italic rf /FE 26[864 15[998 31[864 15[864 43[832 1[832 2[532 731 2[665 3[665 665 23[718 11[731 925 70[{}14 1212.12 /Symbol rf /FF 75[404 11[404 16[1212 606 1[538 538 10[404 13[538 606 606 875 606 606 337 472 404 606 606 606 606 943 337 606 337 337 606 606 404 538 606 538 606 538 6[741 875 1[1144 875 875 741 674 808 1[674 875 875 1078 741 875 472 404 875 875 674 741 875 808 808 875 1[538 3[337 337 606 606 606 606 606 606 606 606 606 606 1[303 404 303 2[404 404 404 943 2[606 31[674 674 2[{TeXBase1Encoding ReEncodeFont}80 1212.12 /Times-Roman rf /FG 134[664 664 959 1[739 442 517 590 1[739 664 739 1107 369 739 1[369 739 664 442 590 739 590 739 664 12[886 739 959 1[812 2[1254 886 2[517 1[1033 812 886 959 959 1[959 7[664 664 664 664 664 664 664 664 664 664 1[332 46[{TeXBase1Encoding ReEncodeFont}46 1328.35 /Times-Bold rf /FH 134[553 1[799 2[369 431 491 2[553 5[308 3[491 615 24[861 5[738 10[369 58[{TeXBase1Encoding ReEncodeFont}12 1106.96 /Times-Bold rf /FI 134[491 2[491 553 308 431 431 1[553 553 553 799 308 491 1[308 2[308 491 553 491 1[553 11[799 615 553 14[799 738 676 676 7[553 1[553 2[553 1[553 1[553 2[369 277 2[369 369 40[{TeXBase1Encoding ReEncodeFont}34 1106.96 /Times-Italic rf /FJ 71[369 35[491 491 24[491 553 553 799 553 553 308 431 369 1[553 553 553 861 308 553 308 308 553 553 369 491 553 491 553 491 9[1045 799 799 676 615 3[799 1[984 676 799 431 369 1[799 615 676 799 738 738 799 1020 5[308 553 553 553 553 553 553 553 553 553 553 1[277 369 277 2[369 369 36[615 615 2[{ TeXBase1Encoding ReEncodeFont}65 1106.96 /Times-Roman rf /FK 133[538 606 606 875 606 674 404 472 538 1[674 606 674 1010 337 674 1[337 674 606 404 538 674 538 674 606 10[875 875 808 674 875 1[741 943 875 1144 808 943 606 472 1[943 741 808 875 875 808 875 7[606 606 606 606 606 606 606 606 606 606 1[303 404 42[674 2[{ TeXBase1Encoding ReEncodeFont}57 1212.12 /Times-Bold rf /FL 134[797 3[886 531 620 708 1[886 797 886 1328 443 6[708 886 2[797 12[1063 10[620 5[1151 1063 7[531 58[{ TeXBase1Encoding ReEncodeFont}18 1594.02 /Times-Bold rf /FM 135[443 2[443 246 344 295 2[443 443 689 246 2[246 443 443 295 393 443 393 443 393 7[639 3[639 541 492 591 1[492 639 639 787 541 639 344 295 639 1[492 541 639 591 591 639 5[246 2[443 443 443 443 443 443 443 443 443 246 221 295 3[295 295 40[{TeXBase1Encoding ReEncodeFont}53 885.568 /Times-Roman rf end %%EndProlog %%BeginSetup %%Feature: *Resolution 8000dpi TeXDict begin %%BeginPaperSize: Letter letter %%EndPaperSize %%EndSetup %%Page: 1205 1 1205 0 bop 2000 -2672 a FM(Journal)221 b(of)h(Machine)g(Learning)f (Research)h(4)f(\(2003\))f(1205-1233)14842 b(Submitted)222 b(11/02;)f(Published)h(12/03)7603 4522 y FL(Bey)-40 b(ond)399 b(Independent)g(Components:)494 b(T)-118 b(r)-29 b(ees)398 b(and)i(Clusters)2000 7979 y FK(Francis)302 b(R.)i(Bach)26704 b FM(F)56 b(B)24 b(A)d(C)54 b(H)i FJ(@)g FM(C)e(S)i FJ(.)g FM(B)e(E)i(R)e(K)i(E)g(L)g(E)g(Y)-72 b FJ(.)56 b FM(E)g(D)g(U)2000 9307 y FI(Computer)279 b(Science)g(Division)2000 10636 y(Univer)-11 b(sity)277 b(of)g(California)2000 11964 y(Berk)-11 b(ele)-33 b(y)-61 b(,)278 b(CA)g(94720,)h(USA)2000 14110 y FK(Michael)304 b(I.)e(J)-18 b(ordan)25154 b FM(J)56 b(O)g(R)e(D)21 b(A)56 b(N)g FJ(@)g FM(C)e(S)i FJ(.)g FM(B)e(E)i(R)e(K)i(E)g(L)g(E)g(Y)-72 b FJ(.)56 b FM(E)g(D)g(U)2000 15615 y FI(Computer)279 b(Science)g(Division)e(and)h(Department)h(of)e (Statistics)2000 17121 y(Univer)-11 b(sity)277 b(of)g(California)2000 18626 y(Berk)-11 b(ele)-33 b(y)-61 b(,)278 b(CA)g(94720,)h(USA)2000 22532 y FH(Editors:)e FJ(T)-77 b(e-W)-89 b(on)278 b(Lee,)g(Jean-Franc) -430 b(\270)63 b(ois)277 b(Cardoso,)h(Erkki)f(Oja)g(and)h(Shun-ichi)h (Amari)23529 26677 y FG(Abstract)4543 28409 y FJ(W)-89 b(e)330 b(present)h(a)e(generalization)k(of)c(independent)k(component)g (analysis)d(\(ICA\),)e(where)j(instead)f(of)f(looking)4214 29737 y(for)348 b(a)i(linear)f(transform)f(that)h(mak)-11 b(es)350 b(the)g(data)f(components)j(independent,)370 b(we)350 b(look)g(for)e(a)h(transform)g(that)4214 31065 y(mak)-11 b(es)436 b(the)f(data)g(components)j(well)d(\002t)f(by)i(a)f (tree-structured)g(graphical)h(model.)818 b(This)435 b FI(tr)-41 b(ee-dependent)4214 32394 y(component)272 b(analysis)c(\(TCA\))h FJ(pro)-17 b(vides)270 b(a)f(tractable)g(and)h (\003e)-17 b(xible)271 b(approach)g(to)d(weak)-11 b(ening)272 b(the)d(assumption)4214 33722 y(of)234 b(independence)239 b(in)c(ICA.)f(In)g(particular)-44 b(,)243 b(TCA)235 b(allo)-28 b(ws)235 b(the)g(underlying)h(graph)g(to)e(ha)-22 b(v)-17 b(e)237 b(multiple)e(connected)4214 35050 y(components,)377 b(and)356 b(thus)f(the)h(method)g(is)e(able)i(to)f(\002nd)h (\223clusters\224)g(of)f(components)i(such)f(that)f(components)4214 36379 y(are)282 b(dependent)k(within)c(a)g(cluster)g(and)h(independent) j(between)e(clusters.)358 b(Finally)-72 b(,)284 b(we)f(mak)-11 b(e)283 b(use)f(of)g(a)h(notion)4214 37707 y(of)334 b(graphical)i (models)f(for)f(time)g(series)f(due)j(to)e(Brillinger)g(\(1996\))h(to)f (e)-17 b(xtend)337 b(these)d(ideas)h(to)f(the)h(temporal)4214 39035 y(setting.)f(In)251 b(particular)-44 b(,)256 b(we)251 b(are)g(able)h(to)f(\002t)f(models)i(that)f(incorporate)h (tree-structured)f(dependencies)k(among)4214 40364 y(multiple)277 b(time)g(series.)4214 41850 y FH(K)-28 b(eyw)-11 b(ords:)1240 b FJ(Independent)418 b(component)g(analysis,)450 b(graphical)416 b(models,)450 b(blind)416 b(source)g(separation,)450 b(time)4214 43179 y(series,)276 b(semiparametric)i(models)2000 46670 y FG(1.)465 b(Intr)-24 b(oduction)2000 48997 y FF(Gi)-30 b(v)-18 b(en)377 b(a)h(multi)-30 b(v)g(ariate)376 b(random)h(v)-30 b(ariable)378 b FD(x)j FF(in)c FB(R)23827 48557 y Fz(m)24522 48997 y FF(,)396 b(independent)378 b(component)g(analysis)e(\(ICA\))h(consists)f(in)2000 50503 y(\002nding)476 b(a)h(linear)f(transform)414 b FD(W)625 b FF(such)476 b(that)h(the)f(resulting)g(components)g(of)g FD(s)365 b Fx(=)304 b FD(W)149 b(x)369 b Fx(=)c(\()p FD(s)42815 50685 y FM(1)43312 50503 y FC(;)135 b(:)g(:)g(:)128 b(;)135 b FD(s)46137 50685 y Fz(m)46830 50503 y Fx(\))47301 50063 y Fv(>)48520 50503 y FF(are)2000 52008 y(as)418 b(independent)g(as)g(possible)f(\(see,)447 b(e.g.,)418 b(Comon,)h(1994,)f(Bell)g(and)h(Sejno)-30 b(wski,)417 b(1995,)h(Hyv)43845 52002 y(\250)43778 52008 y(arinen)h(et)f(al.,)2000 53514 y(2001b\).)741 b(It)425 b(has)g(been)g(applied)g(successfully)f (to)h(man)-18 b(y)425 b(problems)g(in)g(which)g(it)g(can)g(be)g (assumed)g(that)g(the)2000 55019 y(data)471 b(are)f(actually)h (generated)g(as)f(linear)h(mixtures)f(of)g(independent)h(components,) 513 b(such)470 b(as)g(problems)g(in)2000 56525 y(audio)441 b(blind)h(source)f(separation)f(or)h(biomedical)h(image)g(processing.) 789 b(It)441 b(can)g(also)g(be)h(used)f(as)f(a)i(general)2000 58030 y(multi)-30 b(v)g(ariate)333 b(density)g(estimation)g(method)g (where,)341 b(once)334 b(the)f(optimal)g(transformation)271 b FD(W)483 b FF(has)332 b(been)i(found,)2000 59536 y(only)k(uni)-30 b(v)g(ariate)338 b(density)g(estimation)g(needs)g(to)g(be)h(performed.) 481 b(In)338 b(this)f(paper)-48 b(,)347 b(we)338 b(generalize)h(these)f (ideas:)2000 61041 y(we)297 b(search)f(for)g(a)g(linear)g(transform)235 b FD(W)445 b FF(such)296 b(that)h(the)f(components)h(of)f FD(s)263 b Fx(=)201 b FD(W)149 b(x)267 b Fx(=)262 b(\()p FD(s)38968 61223 y FM(1)39465 61041 y FC(;)135 b(:)g(:)g(:)129 b(;)135 b FD(s)42291 61223 y Fz(m)42983 61041 y Fx(\))43454 60601 y Fv(>)44493 61041 y FF(can)297 b(be)g(well)2000 62547 y(modeled)425 b(by)f(a)g(tree-structured)f(graphical)h(model.)740 b(The)424 b(topology)g(of)g(the)g(tree)g(is)g(not)g(\002x)-18 b(ed)424 b(in)g(adv)-30 b(ance;)2000 64052 y(rather)-48 b(,)445 b(we)418 b(search)f(for)g(the)g(best)g(possible)g(tree)h(in)f (a)h(manner)f(analogous)h(to)f(the)h(Cho)-30 b(w-Liu)417 b(algorithm)g(in)2000 65558 y(supervised)340 b(learning)i(\(Cho)-30 b(w)341 b(and)g(Liu,)g(1968\),)350 b(which)342 b(indeed)g(serv)-18 b(es)340 b(as)g(an)i(inner)f(loop)g(in)g(our)g(algorithm.)2000 67063 y(W)-97 b(e)303 b(refer)g(to)g(this)f(methodology)i(as)f FD(tr)-45 b(ee-dependent)303 b(component)h(analysis)e(\(TCA\))p FF(.)3882 68590 y(By)369 b(weak)-12 b(ening)369 b(the)f(assumption)g (made)g(by)h(ICA)f(that)h(the)f(underlying)h(components)f(are)g (independent,)2000 70096 y(TCA)390 b(can)g(be)g(applied)h(to)e(a)h (wider)g(range)g(of)g(problems)f(in)h(which)g(data)g(are)g(transformed) f(by)h(an)g(unkno)-30 b(wn)2246 73390 y FM(c)2000 73417 y Fv(\015)p FM(2003)220 b(Francis)j(R.)e(Bach)g(and)g(Michael)i(I.)e (Jordan.)p eop %%Page: 1206 2 1206 1 bop 21244 -2672 a FJ(B)22 b FM(A)f(C)54 b(H)330 b(A)56 b(N)g(D)330 b FJ(J)56 b FM(O)g(R)e(D)21 b(A)56 b(N)2000 3313 y FF(linear)326 b(transformation.)442 b(F)-18 b(or)325 b(e)-18 b(xample,)332 b(in)326 b(a)f(musical)h(recording,)331 b(instruments)325 b(are)g(generally)h(not)g(mutually)2000 4819 y(independent.)372 b(Modeling)288 b(their)g(dependencies)h(should) f(be)g(helpful)g(in)h(achie)-30 b(ving)288 b(successful)f(demixing,)292 b(and)2000 6324 y(the)303 b(TCA)g(model)h(pro)-18 b(vides)302 b(a)h(principled)g(approach)h(to)f(solving)g(this)f(problem.)3882 8342 y(An)375 b(important)g(feature)g(of)g(the)h(TCA)f(frame)-30 b(w)-12 b(ork)375 b(is)f(that)i(the)f(trees)g(are)g(allo)-30 b(wed)376 b(to)f(ha)-24 b(v)-18 b(e)375 b(more)g(than)h(a)2000 9847 y(single)309 b(connected)h(component.)395 b(Thus)308 b(the)h(methodology)h(applies)f(immediately)h(to)f(the)g(problem)g(of)g (\002nding)2000 11353 y(\223clusters\224)285 b(of)h(dependent)g (components\227)h(by)f(de\002ning)g(clusters)f(as)g(connected)i (components)f(of)g(a)g(graphical)2000 12858 y(model,)303 b(we)f(\002nd)h(a)f(decomposition)h(of)f(the)h(source)e(v)-30 b(ariables)302 b(such)g(that)h(components)f(are)h(dependent)g(within) 2000 14363 y(clusters)308 b(and)h(independent)g(between)h(clusters.)392 b(In)308 b(contrast)h(to)f(e)-18 b(xisting)309 b(clustering)f (algorithms)g(\(Hyv)47038 14357 y(\250)46971 14363 y(arinen)2000 15869 y(and)291 b(Ho)-12 b(yer,)290 b(2000\),)j(our)e(approach)g(does)f (not)h(require)f(the)h(number)f(and)h(sizes)f(of)g(components)h(to)g (be)f(\002x)-18 b(ed)291 b(in)2000 17374 y(adv)-30 b(ance.)376 b(\(See)303 b(Section)h(9.3)f(for)f(simulations)g(dedicated)i(to)f (this)g(situation\).)3882 19392 y(As)272 b(with)h(ICA,)h(the)f(TCA)g (approach)g(can)h(also)e(be)i(used)e(as)h(an)g(ef)-30 b(\002cient)273 b(method)g(for)f(general)i(multi)-30 b(v)g(ariate)2000 20897 y(density)408 b(estimation.)689 b(Indeed,)434 b(once)409 b(the)f(linear)f(transform)346 b FD(W)557 b FF(and)408 b(the)g(tree)f FD(T)562 b FF(are)408 b(found,)434 b(we)408 b(need)g(only)2000 22403 y(perform)377 b FD(bivariate)h FF(density)g(estimation,)396 b(skirting)377 b(the)h(curse)g(of)f(dimensionality)h(while)g(obtaining)g(a)g(\003e)-18 b(xi-)2000 23908 y(ble)393 b(model.)646 b(The)392 b(models)h(that)g(we) g(obtain)g(using)g(these)f(tw)-12 b(o)393 b(stages\227\002rst)f(\002nd) 332 b FD(W)542 b FF(and)393 b FD(T)154 b FF(,)415 b(then)393 b(estimate)2000 25414 y(densities\227are)302 b(fully)h(tractable)g(for) g(learning)g(and)g(inference.)3882 27431 y(W)-97 b(e)415 b(treat)f(TCA)g(as)g(a)g FD(semipar)-18 b(ametric)414 b(model)i FF(\(Bick)-12 b(el)414 b(et)g(al.,)h(1998\),)442 b(in)414 b(which)h(the)f(actual)h(mar)-22 b(ginal)2000 28936 y(and)335 b(conditional)h(distrib)-24 b(utions)334 b(of)h(the)g(tree-dependent)h(components)f(are)g(left)g(unspeci\002ed.) 472 b(In)335 b(the)h(simpler)2000 30442 y(case)296 b(of)f(ICA,)h(it)f (is)g(kno)-30 b(wn)296 b(that)g(if)f(the)g(data)h(are)g(assumed)f (independently)h(and)g(identically)g(distrib)-24 b(uted)295 b(\()p FD(iid)33 b FF(\),)2000 31947 y(then)306 b(maximizing)g(the)f (semiparametric)h(lik)-12 b(elihood)305 b(is)g(equi)-30 b(v)g(alent)306 b(to)f(minimizing)h(the)g(mutual)f(information)2000 33453 y(between)354 b(the)g(estimated)f(components)h(\(Cardoso,)f (1999\).)527 b(In)353 b(Section)h(3,)366 b(we)354 b(re)-30 b(vie)g(w)353 b(the)h(rele)-30 b(v)g(ant)353 b(ICA)h(re-)2000 34958 y(sults)387 b(and)i(we)f(e)-18 b(xtend)389 b(this)f(approach)g (to)g(the)h(estimation)f(of)327 b FD(W)537 b FF(and)389 b FD(T)542 b FF(in)388 b(the)g(TCA)h(model)f(with)h FD(iid)421 b FF(data,)2000 36464 y(deri)-30 b(ving)317 b(an)g(e)-18 b(xpression)316 b(for)g(the)h(semiparametric)f(lik)-12 b(elihood)317 b(which)h(in)-48 b(v)-24 b(olv)-18 b(es)315 b(a)i(number)g(of)g(pairwise)f(mu-)2000 37969 y(tual)308 b(information)f(terms)g(corresponding)g(to)h(the)g(cliques)f(in)h(the)g (tree.)389 b(As)308 b(in)f(ICA,)h(to)g(obtain)g(a)g(criterion)f(that) 2000 39475 y(can)326 b(be)g(used)g(to)f(estimate)h(the)g(parameters)f (in)h(the)g(model)g(from)f(data)h(\(a)g(\223contrast)f(function\224\),) 331 b(we)326 b(approxi-)2000 40980 y(mate)343 b(this)f(population)h (lik)-12 b(elihood.)494 b(In)342 b(particular)-48 b(,)351 b(in)343 b(this)f(paper)-48 b(,)352 b(we)343 b(deri)-30 b(v)-18 b(e)342 b(three)g(contrast)g(functions)g(that)2000 42486 y(are)397 b(direct)h(e)-18 b(xtensions)397 b(of)g(ICA)g(contrast) g(functions.)659 b(In)397 b(Section)g(5.1,)422 b(we)397 b(use)h(k)-12 b(ernel)397 b(density)g(estimation)2000 43991 y(to)442 b(pro)-18 b(vide)442 b(plug-in)g(estimates)g(of)g(the)g (necessary)g(mutual)g(information)g(terms.)792 b(In)442 b(Section)h(5.2,)477 b(we)442 b(use)2000 45496 y(entrop)-12 b(y)398 b(estimates)f(based)h(on)g(Gram-Charlier)f(e)-18 b(xpansions.)660 b(Finally)-79 b(,)422 b(in)398 b(Section)g(5.3,)422 b(we)398 b(sho)-30 b(w)397 b(ho)-30 b(w)398 b(the)2000 47002 y(\223k)-12 b(ernel)302 b(generalized)h(v)-30 b(ariance\224)303 b(proposed)f(in)g(our)g(earlier)g(w)-12 b(ork)302 b(on)h(ICA)g(\(Bach)f (and)h(Jordan,)f(2002\))g(can)h(be)2000 48507 y(e)-18 b(xtended)369 b(to)g(approximate)g(the)g(TCA)g(semiparametric)f(lik)-12 b(elihood.)574 b(Finally)-79 b(,)385 b(once)369 b(the)g(contrast)g (functions)2000 50013 y(are)301 b(de\002ned,)g(we)g(are)g(f)-12 b(aced)300 b(with)h(the)g(minimization)g(of)f(a)h(function)f FD(F)102 b Fx(\()-61 b FD(W)37 b FC(;)135 b FD(T)152 b Fx(\))300 b FF(with)h(respect)f(to)h(the)f(matrix)240 b FD(W)2000 51518 y FF(and)372 b(the)g(tree)f FD(T)154 b FF(.)582 b(W)-97 b(e)372 b(\002rst)e(perform)h(a)h(partial)f (minimization)h(of)g FD(F)473 b FF(with)371 b(respect)h(to)f FD(T)154 b FF(,)389 b(via)372 b(the)f(Cho)-30 b(w-Liu)2000 53024 y(algorithm.)375 b(This)299 b(yields)h(a)g(continuous)g(piece)-30 b(wise)300 b(dif)-30 b(ferentiable)299 b(function)h(of)239 b FD(W)149 b FF(,)301 b(a)f(function)g(that)g(we)g(min-)2000 54529 y(imize)318 b(by)g(coordinate)h(descent,)j(taking)c(adv)-30 b(antage)318 b(of)g(the)g(special)g(structure)g(of)f(the)h(manifold)g (in)g(which)h(the)2000 56035 y(matrix)242 b FD(W)452 b FF(lies.)375 b(The)303 b(algorithm)g(is)g(presented)f(in)i(Section)f (6.)3882 58052 y(Although)282 b(ICA)g(algorithms)f(which)i(assume)e (that)h(the)g(samples)f(are)h(e)-18 b(xchangeable)283 b(can)f(w)-12 b(ork)282 b(in)g(settings)2000 59557 y(where)294 b(the)f(data)h(ha)-24 b(v)-18 b(e)293 b(an)h(e)-30 b(vident)293 b(temporal)g(structure,)i(it)e(is)g(preferable)g(to)g(tak)-12 b(e)294 b(into)f(account)h(this)f(temporal)2000 61063 y(information.)658 b(In)396 b(this)h(situation,)420 b(the)398 b(classical)e(requirement)h(for)g(non-Gaussianity)f(of)h(the)g(sources) f(is)h(not)2000 62568 y(necessary)420 b(and)h(it)f(is)g(possible)g(to)g (base)g(contrast)g(functions)g(on)h(second-order)f(information)g (\(Belouchrani)2000 64074 y(et)415 b(al.,)g(1997,)g(Pham,)g(2002\),)443 b(essentially)414 b(modeling)h(the)g(sources)f(as)h(stationary)f (Gaussian)g(processes.)710 b(In)2000 65579 y(Section)308 b(8,)h(we)f(e)-18 b(xtend)308 b(the)g(semiparametric)g(TCA)g(approach)g (to)g(this)f(setting,)h(making)g(use)g(of)f(the)h(notion)g(of)2000 67085 y(graphical)348 b(models)g(for)f(time)h(series)e(\(Brillinger,)i (1996,)g(Dahlhaus,)g(2000\).)510 b(Not)348 b(surprisingly)-79 b(,)357 b(the)348 b(contrast)2000 68590 y(function)237 b(that)h(we)f(obtain)h(is)e(a)i(linear)f(combination)h(of)f(entrop)-12 b(y)237 b(rate)g(terms)f(that)i(directly)f(e)-18 b(xtends)237 b(the)g(contrast)2000 70096 y(function)303 b(for)f(mutually)i (independent)f(time)h(series)e(presented)g(by)i(Pham)f(\(2002\).)24893 73417 y FJ(1206)p eop %%Page: 1207 3 1207 2 bop 10897 -2672 a FJ(B)56 b FM(E)g(Y)29 b(O)56 b(N)g(D)327 b FJ(I)56 b FM(N)g(D)g(E)g(P)g(E)g(N)g(D)g(E)g(N)g(T)320 b FJ(C)56 b FM(O)g(M)g(P)g(O)g(N)g(E)g(N)g(T)g(S)g FJ(:)389 b(T)56 b FM(R)e(E)i(E)g(S)328 b(A)56 b(N)g(D)330 b FJ(C)56 b FM(L)g(U)g(S)g(T)g(E)g(R)e(S)3882 3313 y FF(The)288 b(TCA)g(model)g(has)f(interesting)h(properties)f(that)h(dif)-30 b(fer)286 b(from)h(the)i(classical)e(ICA)h(model.)371 b(First,)290 b(in)e(the)2000 4819 y(Gaussian)393 b(case,)416 b(whereas)393 b(the)h(ICA)f(model)h(reduces)f(to)g(simply)g(\002nding)g (uncorrelated)h(components)f(\(with)2000 6324 y(a)367 b(lack)f(of)g(identi\002ability)h(for)f(speci\002c)g(directions)g(in)g (the)h(manifold)f(of)g(uncorrelated)g(components\),)382 b(in)367 b(the)2000 7830 y(TCA)375 b(case)f(there)h(are)f(additional)h (solutions)f(be)-18 b(yond)375 b(uncorrelated)f(components.)591 b(Second,)393 b(in)374 b(the)h(general)2000 9335 y(non-Gaussian)412 b(case,)441 b(additional)413 b(identi\002ability)g(issues)f(arise.)705 b(W)-97 b(e)413 b(study)f(these)h(issues)f(in)h(Section)g(4.)705 b(In)2000 10841 y(Section)385 b(7,)406 b(we)385 b(discuss)f(the)h (problem)g(of)g(density)g(estimation)g(once)g(the)g(optimal)g(linear)g (transform)323 b FD(W)534 b FF(has)2000 12346 y(been)481 b(obtained.)910 b(Finally)-79 b(,)525 b(in)481 b(Section)g(9,)525 b(we)481 b(illustrate)f(our)h(algorithm)f(with)h(simulations)f(on)h (synthetic)2000 13852 y(e)-18 b(xamples,)303 b(some)g(of)g(which)g(do,) g(and)g(some)g(of)g(which)g(do)h(not,)f(follo)-30 b(w)302 b(the)h(TCA)h(model.)2000 17340 y FG(2.)465 b(Graphical)332 b(Models)2000 19664 y FF(In)400 b(this)g(section)g(we)g(pro)-18 b(vide)400 b(enough)h(basic)f(background)h(on)f(tree-structured)f (graphical)h(models)g(so)g(as)g(to)2000 21169 y(mak)-12 b(e)305 b(the)g(paper)f(self-contained.)380 b(F)-18 b(or)304 b(additional)h(discussion)e(of)h(graphical)h(models,)g(see)f(Lauritzen) g(\(1996\))2000 22674 y(and)f(Jordan)g(\(2002\).)3882 24198 y(The)244 b(graphical)g(model)h(formalism)e(sets)g(up)i(a)f (relationship)g(between)h(graphs)e(and)i(f)-12 b(amilies)243 b(of)h(probability)2000 25704 y(distrib)-24 b(utions.)416 b(Let)316 b FD(G)p Fx(\()p Fs(V)231 b FC(;)135 b Fs(E)121 b Fx(\))313 b FF(be)k(a)g(graph,)k(with)c(nodes)f Fs(V)548 b FF(and)318 b(edges)e Fs(E)397 b Ft(\032)276 b Fs(V)405 b Ft(\002)173 b Fs(V)230 b FF(.)417 b(T)-97 b(o)317 b(each)g(node)g FD(v)278 b Ft(2)e Fs(V)231 b FF(,)2000 27209 y(we)306 b(associate)g(a)g(random)g(v)-30 b(ariable)305 b FD(X)18144 27391 y Fz(v)18592 27209 y FF(.)384 b(Probability)306 b(distrib)-24 b(utions)304 b(on)i(the)g(set)g(of)f(v)-30 b(ariables)305 b Fx(\()p FD(X)43422 27391 y Fz(v)43870 27209 y Fx(\))g FF(are)h(de\002ned)2000 28715 y(in)279 b(terms)f(of)h(products)f(o)-18 b(v)g(er)279 b(functions)f(on)h (\223connected)h(subsets\224)e(of)h(nodes.)368 b(There)278 b(are)h(tw)-12 b(o)279 b(main)g(cate)-18 b(gories)2000 30220 y(of)323 b(graphical)g(models\227)p FD(dir)-45 b(ected)324 b(gr)-18 b(aphical)323 b(models)g FF(\(which)g(are)g(based) h(on)f(directed)g(ac)-18 b(yclic)324 b(graphs\),)k(and)2000 31726 y FD(undir)-45 b(ected)244 b(gr)-18 b(aphical)243 b(models)h FF(\(which)f(are)h(based)g(on)f(undirected)h(graphs\).)355 b(In)244 b(the)f(case)h(of)f(a)h(directed)g(graph,)2000 33231 y(the)347 b(basic)g(\223connected)h(subset\224)f(of)g(interest)f (is)h(a)g(node)h(and)f(its)g(parents,)357 b(while)348 b(in)f(the)g(undirected)h(case,)358 b(the)2000 34736 y(basic)305 b(\223connected)g(subset\224)g(is)f(a)h FD(clique)g FF(\(a)f(clique)h(is)g(a)f(fully-connected)h(subset)f(of)h(nodes,)g (that)g(is,)f(such)h(that)2000 36242 y(e)-30 b(v)-18 b(ery)341 b(pair)g(of)g(nodes)g(is)g(connected\).)491 b(These)341 b(tw)-12 b(o)342 b(notions)f(of)g(connectedness)g(are)g (the)h(same)f(in)g(the)h(case)f(of)2000 37747 y(trees,)300 b(and)h(we)f(can)h(w)-12 b(ork)300 b(with)h(either)f(the)g(directed)h (or)f(undirected)g(formalism)g(without)g(loss)f(of)h(generality)-79 b(.)49501 37307 y FM(1)2000 39253 y FF(W)-97 b(e)312 b(w)-12 b(ork)311 b(with)g(undirected)g(trees)g(throughout)g(most)g(of) g(the)g(current)g(paper)-48 b(,)313 b(although)f(we)f(also)g(mak)-12 b(e)311 b(use)g(of)2000 40758 y(directed)303 b(trees.)3882 42282 y(T)-97 b(w)-12 b(o)330 b(e)-18 b(xtreme)330 b(cases)g(are)h(w) -12 b(orth)330 b(noting.)458 b(First,)337 b(a)330 b(graph)h(with)f(no)h (edges)f(asserts)f(that)i(the)f(random)h(v)-30 b(ari-)2000 43788 y(ables)358 b(are)h(mutually)g(independent\227the)h(classical)e (setting)g(for)g(ICA.)h(Second,)373 b(the)358 b(complete)i(graph)e(mak) -12 b(es)2000 45293 y(no)361 b(assertions)f(of)h(independence,)376 b(and)362 b(the)f(corresponding)g(f)-12 b(amily)360 b(of)h(probability) g(distrib)-24 b(utions)360 b(is)g(the)h(set)2000 46798 y(of)303 b(all)g(distrib)-24 b(utions.)3882 48322 y(T)-42 b(ree-structured)319 b(graphical)i(models)f(lie)h(intermediate)g (between)g(these)g(e)-18 b(xtremes.)428 b(The)-18 b(y)321 b(pro)-18 b(vide)320 b(a)h(rea-)2000 49828 y(sonably)419 b(rich)g(f)-12 b(amily)418 b(of)h(probabilistic)f(dependencies,)449 b(while)419 b(restricting)f(the)h(f)-12 b(amily)419 b(of)g(distrib)-24 b(utions)417 b(in)2000 51333 y(meaningful)459 b(w)-12 b(ays)459 b(\(in)f(particular)-48 b(,)498 b(the)459 b(inference)g(and)g (estimation)g(problems)f(associated)h(with)g(trees)f(are)2000 52839 y(tractable)318 b(computationally\).)421 b(See)318 b(W)-48 b(illsk)-18 b(y)317 b(\(2002\))h(for)f(a)h(recent)g(re)-30 b(vie)g(w)318 b(co)-18 b(v)g(ering)317 b(some)h(of)g(numerous)f(ap-) 2000 54344 y(plications)366 b(of)g(tree-structured)f(graphical)h (models)g(to)h(problems)e(in)i(signal)f(processing,)381 b(estimation)366 b(theory)-79 b(,)2000 55850 y(machine)304 b(learning)f(and)g(be)-18 b(yond.)2000 58973 y FK(2.1)606 b(Undir)-22 b(ected)304 b(T)-90 b(r)-22 b(ees)2000 61137 y FF(W)-97 b(e)479 b(be)-18 b(gin)479 b(with)g(graph-theoretic)g (de\002nitions)f(and)h(then)h(turn)e(to)h(the)g(probabilistic)f (de\002nitions.)903 b(A)479 b FD(tr)-45 b(ee)2000 62642 y(T)154 b Fx(\()p Fs(V)230 b FC(;)135 b Fs(E)121 b Fx(\))340 b FF(is)j(an)g(undirected)g(graph)h(in)f(which)g(there)h(is)e(at)i (most)e(a)i(single)f(path)g(between)h(an)-18 b(y)343 b(pair)g(of)g(nodes.)2000 64148 y(Note)296 b(that)g(we)g(e)-18 b(xplicitly)295 b(allo)-30 b(w)296 b(the)g(possibility)e(that)i(there)g (is)f FD(no)g FF(path)h(between)g(a)g(particular)g(pair)f(of)g(nodes;)p 2000 65303 19200 45 v 2604 66443 a Fr(1.)309 b(More)338 b(formally)-65 b(,)360 b(for)337 b(an)-15 b(y)338 b(f)-10 b(amily)338 b(of)g(probability)g(distrib)-20 b(utions)337 b(represented)h(by)g(a)g(directed)g(tree,)360 b(there)338 b(is)g(a)f(corresponding)3660 67660 y(f)-10 b(amily)251 b(of)e(probability)i(distrib)-20 b(utions)249 b(represented)h(by)h(an)f (undirected)h(tree,)f(and)h(vice)f(v)-15 b(ersa.)312 b(It)249 b(is)h(also)f(w)-10 b(orth)251 b(noting)f(that)g(trees)3660 68878 y(are)280 b(a)g(special)g(case)g(of)g(a)f(broader)h(class)g(of)f (models)h(kno)-25 b(wn)280 b(as)f Fq(decomposable)i(models)f Fr(that)g(are)g(also)f(representable)i(by)f(either)3660 70096 y(directed)250 b(or)f(undirected)i(graphs.)309 b(Decomposable)250 b(models)g(share)f(man)-15 b(y)250 b(of)f(the)g(important)g(properties)h(of)e(trees.)24893 73417 y FJ(1207)p eop %%Page: 1208 4 1208 3 bop 21244 -2672 a FJ(B)22 b FM(A)f(C)54 b(H)330 b(A)56 b(N)g(D)330 b FJ(J)56 b FM(O)g(R)e(D)21 b(A)56 b(N)5025 10651 y @beginspecial 0 @llx 0 @lly 121 @urx 154 @ury 605 @rwi @setspecial %%BeginDocument: spanning_tree.eps %!PS-Adobe-2.0 EPSF-2.0 %%Title: C:\francis\figures\spanning_tree.fig %%Creator: /cygdrive/c/francis/jfig/fig2dev Version 3.2 Patchlevel 3d %%CreationDate: Mon Jul 7 22:29:57 2003 %%For: Administrator@MSR-PORT3500 () %%BoundingBox: 0 0 121 154 %%Magnification: 1.0000 %%EndComments /$F2psDict 200 dict def F2psDictbeginF2psDict begin F2psDictbeginF2psDict /mtrx matrix put /col-1 {0 setgray} bind def /col0 {0.000 0.000 0.000 srgb} bind def /col1 {0.000 0.000 1.000 srgb} bind def /col2 {0.000 1.000 0.000 srgb} bind def /col3 {0.000 1.000 1.000 srgb} bind def /col4 {1.000 0.000 0.000 srgb} bind def /col5 {1.000 0.000 1.000 srgb} bind def /col6 {1.000 1.000 0.000 srgb} bind def /col7 {1.000 1.000 1.000 srgb} bind def /col8 {0.000 0.000 0.560 srgb} bind def /col9 {0.000 0.000 0.690 srgb} bind def /col10 {0.000 0.000 0.820 srgb} bind def /col11 {0.530 0.810 1.000 srgb} bind def /col12 {0.000 0.560 0.000 srgb} bind def /col13 {0.000 0.690 0.000 srgb} bind def /col14 {0.000 0.820 0.000 srgb} bind def /col15 {0.000 0.560 0.560 srgb} bind def /col16 {0.000 0.690 0.690 srgb} bind def /col17 {0.000 0.820 0.820 srgb} bind def /col18 {0.560 0.000 0.000 srgb} bind def /col19 {0.690 0.000 0.000 srgb} bind def /col20 {0.820 0.000 0.000 srgb} bind def /col21 {0.560 0.000 0.560 srgb} bind def /col22 {0.690 0.000 0.690 srgb} bind def /col23 {0.820 0.000 0.820 srgb} bind def /col24 {0.500 0.190 0.000 srgb} bind def /col25 {0.630 0.250 0.000 srgb} bind def /col26 {0.750 0.380 0.000 srgb} bind def /col27 {1.000 0.500 0.500 srgb} bind def /col28 {1.000 0.630 0.630 srgb} bind def /col29 {1.000 0.750 0.750 srgb} bind def /col30 {1.000 0.880 0.880 srgb} bind def /col31 {1.000 0.840 0.000 srgb} bind def end save newpath 0 154 moveto 0 0 lineto 121 0 lineto 121 154 lineto closepath clip newpath -67.5 303.7 translate 1 -1 scale /cp {closepath} bind def /ef {eofill} bind def /gr {grestore} bind def /gs {gsave} bind def /sa {save} bind def /rs {restore} bind def /l {lineto} bind def /m {moveto} bind def /rm {rmoveto} bind def /n {newpath} bind def /s {stroke} bind def /sh {show} bind def /slc {setlinecap} bind def /slj {setlinejoin} bind def /slw {setlinewidth} bind def /srgb {setrgbcolor} bind def /rot {rotate} bind def /sc {scale} bind def /sd {setdash} bind def /ff {findfont} bind def /sf {setfont} bind def /scf {scalefont} bind def /sw {stringwidth} bind def /tr {translate} bind def /tnt {dup dup currentrgbcolor 4 -2 roll dup 1 exch sub 3 -1 roll mul add 4 -2 roll dup 1 exch sub 3 -1 roll mul add 4 -2 roll dup 1 exch sub 3 -1 roll mul add srgb} bind def /shd {dup dup currentrgbcolor 4 -2 roll mul 4 -2 roll mul 4 -2 roll mul srgb} bind def /DrawEllipse { /endangle exch def /startangle exch def /yrad exch def /xrad exch def /y exch def /x exch def /savematrix mtrx currentmatrix def x y tr xrad yrad sc 0 0 1 startangle endangle arc closepath savematrix setmatrix } def /$F2psBegin {$F2psDict begin /$F2psEnteredState save def} def /$F2psEnd {$F2psEnteredState restore end} def F2psBegin10setmiterlimit0.062990.06299scF2psBegin 10 setmiterlimit 0.06299 0.06299 sc % % Fig objects follow % /Times-Roman ff 270.00 scf sf 2194 2757 m gs 1 -1 sc (1) col0 sh gr 7.500 slw % Ellipse n 1350 4545 270 270 0 360 DrawEllipse gs col0 s gr % Ellipse n 2700 3600 270 270 0 360 DrawEllipse gs col0 s gr % Ellipse n 1800 3600 270 270 0 360 DrawEllipse gs col0 s gr % Ellipse n 2250 2655 270 270 0 360 DrawEllipse gs col0 s gr % Polyline n 2626 3349 m 2402 2893 l gs col0 s gr % Polyline n 2154 4301 m 1930 3845 l gs col0 s gr % Polyline n 1466 4301 m 1690 3845 l gs col0 s gr % Polyline n 1906 3357 m 2130 2901 l gs col0 s gr /Times-Roman ff 270.00 scf sf 2642 3709 m gs 1 -1 sc (5) col0 sh gr /Times-Roman ff 270.00 scf sf 2186 4641 m gs 1 -1 sc (4) col0 sh gr /Times-Roman ff 270.00 scf sf 1290 4656 m gs 1 -1 sc (3) col0 sh gr /Times-Roman ff 270.00 scf sf 1730 3702 m gs 1 -1 sc (2) col0 sh gr % Ellipse n 2250 4545 270 270 0 360 DrawEllipse gs col0 s gr F2psBegin10setmiterlimit0.062990.06299scF2psEnd rs %%EndDocument @endspecial 7713 12157 a FF(\(a\))13832 10651 y @beginspecial 0 @llx 0 @lly 121 @urx 154 @ury 605 @rwi @setspecial %%BeginDocument: nonspanning_tree.eps %!PS-Adobe-2.0 EPSF-2.0 %%Title: C:\francis\figures\nonspanning_tree.fig %%Creator: /cygdrive/c/francis/jfig/fig2dev Version 3.2 Patchlevel 3d %%CreationDate: Mon Jul 7 22:36:04 2003 %%For: Administrator@MSR-PORT3500 () %%BoundingBox: 0 0 121 154 %%Magnification: 1.0000 %%EndComments /$F2psDict 200 dict def F2psDictbeginF2psDict begin F2psDictbeginF2psDict /mtrx matrix put /col-1 {0 setgray} bind def /col0 {0.000 0.000 0.000 srgb} bind def /col1 {0.000 0.000 1.000 srgb} bind def /col2 {0.000 1.000 0.000 srgb} bind def /col3 {0.000 1.000 1.000 srgb} bind def /col4 {1.000 0.000 0.000 srgb} bind def /col5 {1.000 0.000 1.000 srgb} bind def /col6 {1.000 1.000 0.000 srgb} bind def /col7 {1.000 1.000 1.000 srgb} bind def /col8 {0.000 0.000 0.560 srgb} bind def /col9 {0.000 0.000 0.690 srgb} bind def /col10 {0.000 0.000 0.820 srgb} bind def /col11 {0.530 0.810 1.000 srgb} bind def /col12 {0.000 0.560 0.000 srgb} bind def /col13 {0.000 0.690 0.000 srgb} bind def /col14 {0.000 0.820 0.000 srgb} bind def /col15 {0.000 0.560 0.560 srgb} bind def /col16 {0.000 0.690 0.690 srgb} bind def /col17 {0.000 0.820 0.820 srgb} bind def /col18 {0.560 0.000 0.000 srgb} bind def /col19 {0.690 0.000 0.000 srgb} bind def /col20 {0.820 0.000 0.000 srgb} bind def /col21 {0.560 0.000 0.560 srgb} bind def /col22 {0.690 0.000 0.690 srgb} bind def /col23 {0.820 0.000 0.820 srgb} bind def /col24 {0.500 0.190 0.000 srgb} bind def /col25 {0.630 0.250 0.000 srgb} bind def /col26 {0.750 0.380 0.000 srgb} bind def /col27 {1.000 0.500 0.500 srgb} bind def /col28 {1.000 0.630 0.630 srgb} bind def /col29 {1.000 0.750 0.750 srgb} bind def /col30 {1.000 0.880 0.880 srgb} bind def /col31 {1.000 0.840 0.000 srgb} bind def end save newpath 0 154 moveto 0 0 lineto 121 0 lineto 121 154 lineto closepath clip newpath -67.5 303.7 translate 1 -1 scale /cp {closepath} bind def /ef {eofill} bind def /gr {grestore} bind def /gs {gsave} bind def /sa {save} bind def /rs {restore} bind def /l {lineto} bind def /m {moveto} bind def /rm {rmoveto} bind def /n {newpath} bind def /s {stroke} bind def /sh {show} bind def /slc {setlinecap} bind def /slj {setlinejoin} bind def /slw {setlinewidth} bind def /srgb {setrgbcolor} bind def /rot {rotate} bind def /sc {scale} bind def /sd {setdash} bind def /ff {findfont} bind def /sf {setfont} bind def /scf {scalefont} bind def /sw {stringwidth} bind def /tr {translate} bind def /tnt {dup dup currentrgbcolor 4 -2 roll dup 1 exch sub 3 -1 roll mul add 4 -2 roll dup 1 exch sub 3 -1 roll mul add 4 -2 roll dup 1 exch sub 3 -1 roll mul add srgb} bind def /shd {dup dup currentrgbcolor 4 -2 roll mul 4 -2 roll mul 4 -2 roll mul srgb} bind def /DrawEllipse { /endangle exch def /startangle exch def /yrad exch def /xrad exch def /y exch def /x exch def /savematrix mtrx currentmatrix def x y tr xrad yrad sc 0 0 1 startangle endangle arc closepath savematrix setmatrix } def /$F2psBegin {$F2psDict begin /$F2psEnteredState save def} def /$F2psEnd {$F2psEnteredState restore end} def F2psBegin10setmiterlimit0.062990.06299scF2psBegin 10 setmiterlimit 0.06299 0.06299 sc % % Fig objects follow % /Times-Roman ff 270.00 scf sf 2642 3709 m gs 1 -1 sc (5) col0 sh gr 7.500 slw % Ellipse n 1800 3600 270 270 0 360 DrawEllipse gs col0 s gr % Ellipse n 2700 3600 270 270 0 360 DrawEllipse gs col0 s gr % Ellipse n 1350 4545 270 270 0 360 DrawEllipse gs col0 s gr % Ellipse n 2250 4545 270 270 0 360 DrawEllipse gs col0 s gr % Polyline n 1466 4301 m 1690 3845 l gs col0 s gr % Polyline n 2154 4301 m 1930 3845 l gs col0 s gr % Polyline n 2626 3349 m 2402 2893 l gs col0 s gr /Times-Roman ff 270.00 scf sf 2194 2757 m gs 1 -1 sc (1) col0 sh gr /Times-Roman ff 270.00 scf sf 1730 3702 m gs 1 -1 sc (2) col0 sh gr /Times-Roman ff 270.00 scf sf 1290 4656 m gs 1 -1 sc (3) col0 sh gr /Times-Roman ff 270.00 scf sf 2186 4641 m gs 1 -1 sc (4) col0 sh gr % Ellipse n 2250 2655 270 270 0 360 DrawEllipse gs col0 s gr F2psBegin10setmiterlimit0.062990.06299scF2psEnd rs %%EndDocument @endspecial 16486 12157 a(\(b\))22639 10651 y @beginspecial 0 @llx 0 @lly 121 @urx 154 @ury 605 @rwi @setspecial %%BeginDocument: spanning_tree_directed.eps %!PS-Adobe-2.0 EPSF-2.0 %%Title: C:\francis\figures\spanning_tree_directed.fig %%Creator: /cygdrive/c/francis/jfig/fig2dev Version 3.2 Patchlevel 3d %%CreationDate: Mon Jul 7 22:33:35 2003 %%For: Administrator@MSR-PORT3500 () %%BoundingBox: 0 0 121 154 %%Magnification: 1.0000 %%EndComments /$F2psDict 200 dict def F2psDictbeginF2psDict begin F2psDictbeginF2psDict /mtrx matrix put /col-1 {0 setgray} bind def /col0 {0.000 0.000 0.000 srgb} bind def /col1 {0.000 0.000 1.000 srgb} bind def /col2 {0.000 1.000 0.000 srgb} bind def /col3 {0.000 1.000 1.000 srgb} bind def /col4 {1.000 0.000 0.000 srgb} bind def /col5 {1.000 0.000 1.000 srgb} bind def /col6 {1.000 1.000 0.000 srgb} bind def /col7 {1.000 1.000 1.000 srgb} bind def /col8 {0.000 0.000 0.560 srgb} bind def /col9 {0.000 0.000 0.690 srgb} bind def /col10 {0.000 0.000 0.820 srgb} bind def /col11 {0.530 0.810 1.000 srgb} bind def /col12 {0.000 0.560 0.000 srgb} bind def /col13 {0.000 0.690 0.000 srgb} bind def /col14 {0.000 0.820 0.000 srgb} bind def /col15 {0.000 0.560 0.560 srgb} bind def /col16 {0.000 0.690 0.690 srgb} bind def /col17 {0.000 0.820 0.820 srgb} bind def /col18 {0.560 0.000 0.000 srgb} bind def /col19 {0.690 0.000 0.000 srgb} bind def /col20 {0.820 0.000 0.000 srgb} bind def /col21 {0.560 0.000 0.560 srgb} bind def /col22 {0.690 0.000 0.690 srgb} bind def /col23 {0.820 0.000 0.820 srgb} bind def /col24 {0.500 0.190 0.000 srgb} bind def /col25 {0.630 0.250 0.000 srgb} bind def /col26 {0.750 0.380 0.000 srgb} bind def /col27 {1.000 0.500 0.500 srgb} bind def /col28 {1.000 0.630 0.630 srgb} bind def /col29 {1.000 0.750 0.750 srgb} bind def /col30 {1.000 0.880 0.880 srgb} bind def /col31 {1.000 0.840 0.000 srgb} bind def end save newpath 0 154 moveto 0 0 lineto 121 0 lineto 121 154 lineto closepath clip newpath -67.5 303.7 translate 1 -1 scale /cp {closepath} bind def /ef {eofill} bind def /gr {grestore} bind def /gs {gsave} bind def /sa {save} bind def /rs {restore} bind def /l {lineto} bind def /m {moveto} bind def /rm {rmoveto} bind def /n {newpath} bind def /s {stroke} bind def /sh {show} bind def /slc {setlinecap} bind def /slj {setlinejoin} bind def /slw {setlinewidth} bind def /srgb {setrgbcolor} bind def /rot {rotate} bind def /sc {scale} bind def /sd {setdash} bind def /ff {findfont} bind def /sf {setfont} bind def /scf {scalefont} bind def /sw {stringwidth} bind def /tr {translate} bind def /tnt {dup dup currentrgbcolor 4 -2 roll dup 1 exch sub 3 -1 roll mul add 4 -2 roll dup 1 exch sub 3 -1 roll mul add 4 -2 roll dup 1 exch sub 3 -1 roll mul add srgb} bind def /shd {dup dup currentrgbcolor 4 -2 roll mul 4 -2 roll mul 4 -2 roll mul srgb} bind def /DrawEllipse { /endangle exch def /startangle exch def /yrad exch def /xrad exch def /y exch def /x exch def /savematrix mtrx currentmatrix def x y tr xrad yrad sc 0 0 1 startangle endangle arc closepath savematrix setmatrix } def /$F2psBegin {$F2psDict begin /$F2psEnteredState save def} def /$F2psEnd {$F2psEnteredState restore end} def F2psBegin10setmiterlimit0.062990.06299scF2psBegin 10 setmiterlimit 0.06299 0.06299 sc % % Fig objects follow % /Times-Roman ff 270.00 scf sf 2194 2757 m gs 1 -1 sc (1) col0 sh gr 7.500 slw % Ellipse n 1350 4545 270 270 0 360 DrawEllipse gs col0 s gr % Ellipse n 2700 3600 270 270 0 360 DrawEllipse gs col0 s gr % Ellipse n 1800 3600 270 270 0 360 DrawEllipse gs col0 s gr % Ellipse n 2250 2655 270 270 0 360 DrawEllipse gs col0 s gr % Polyline gs clippath 2567 3394 m 2697 3330 l 2578 3089 l 2620 3337 l 2449 3153 l cp eoclip n 2626 3349 m 2402 2893 l gs col0 s gr gr % arrowhead n 2449 3153 m 2620 3337 l 2578 3089 l 2535 3164 l 2449 3153 l cp gs 0.00 setgray ef gr col0 s % Polyline gs clippath 2095 4346 m 2225 4282 l 2106 4041 l 2148 4289 l 1977 4105 l cp eoclip n 2154 4301 m 1930 3845 l gs col0 s gr gr % arrowhead n 1977 4105 m 2148 4289 l 2106 4041 l 2063 4116 l 1977 4105 l cp gs 0.00 setgray ef gr col0 s % Polyline gs clippath 1394 4282 m 1524 4346 l 1642 4105 l 1472 4289 l 1513 4041 l cp eoclip n 1466 4301 m 1690 3845 l gs col0 s gr gr % arrowhead n 1513 4041 m 1472 4289 l 1642 4105 l 1556 4116 l 1513 4041 l cp gs 0.00 setgray ef gr col0 s % Polyline gs clippath 1834 3338 m 1964 3402 l 2082 3161 l 1912 3345 l 1953 3097 l cp eoclip n 1906 3357 m 2130 2901 l gs col0 s gr gr % arrowhead n 1953 3097 m 1912 3345 l 2082 3161 l 1996 3172 l 1953 3097 l cp gs 0.00 setgray ef gr col0 s /Times-Roman ff 270.00 scf sf 2642 3709 m gs 1 -1 sc (5) col0 sh gr /Times-Roman ff 270.00 scf sf 2186 4641 m gs 1 -1 sc (4) col0 sh gr /Times-Roman ff 270.00 scf sf 1290 4656 m gs 1 -1 sc (3) col0 sh gr /Times-Roman ff 270.00 scf sf 1730 3702 m gs 1 -1 sc (2) col0 sh gr % Ellipse n 2250 4545 270 270 0 360 DrawEllipse gs col0 s gr F2psBegin10setmiterlimit0.062990.06299scF2psEnd rs %%EndDocument @endspecial 25327 12157 a(\(c\))31446 10651 y @beginspecial 0 @llx 0 @lly 121 @urx 154 @ury 605 @rwi @setspecial %%BeginDocument: nonspanning_tree_directed.eps %!PS-Adobe-2.0 EPSF-2.0 %%Title: C:\francis\figures\nonspanning_tree_directed.fig %%Creator: /cygdrive/c/francis/jfig/fig2dev Version 3.2 Patchlevel 3d %%CreationDate: Mon Jul 7 22:34:41 2003 %%For: Administrator@MSR-PORT3500 () %%BoundingBox: 0 0 121 154 %%Magnification: 1.0000 %%EndComments /$F2psDict 200 dict def F2psDictbeginF2psDict begin F2psDictbeginF2psDict /mtrx matrix put /col-1 {0 setgray} bind def /col0 {0.000 0.000 0.000 srgb} bind def /col1 {0.000 0.000 1.000 srgb} bind def /col2 {0.000 1.000 0.000 srgb} bind def /col3 {0.000 1.000 1.000 srgb} bind def /col4 {1.000 0.000 0.000 srgb} bind def /col5 {1.000 0.000 1.000 srgb} bind def /col6 {1.000 1.000 0.000 srgb} bind def /col7 {1.000 1.000 1.000 srgb} bind def /col8 {0.000 0.000 0.560 srgb} bind def /col9 {0.000 0.000 0.690 srgb} bind def /col10 {0.000 0.000 0.820 srgb} bind def /col11 {0.530 0.810 1.000 srgb} bind def /col12 {0.000 0.560 0.000 srgb} bind def /col13 {0.000 0.690 0.000 srgb} bind def /col14 {0.000 0.820 0.000 srgb} bind def /col15 {0.000 0.560 0.560 srgb} bind def /col16 {0.000 0.690 0.690 srgb} bind def /col17 {0.000 0.820 0.820 srgb} bind def /col18 {0.560 0.000 0.000 srgb} bind def /col19 {0.690 0.000 0.000 srgb} bind def /col20 {0.820 0.000 0.000 srgb} bind def /col21 {0.560 0.000 0.560 srgb} bind def /col22 {0.690 0.000 0.690 srgb} bind def /col23 {0.820 0.000 0.820 srgb} bind def /col24 {0.500 0.190 0.000 srgb} bind def /col25 {0.630 0.250 0.000 srgb} bind def /col26 {0.750 0.380 0.000 srgb} bind def /col27 {1.000 0.500 0.500 srgb} bind def /col28 {1.000 0.630 0.630 srgb} bind def /col29 {1.000 0.750 0.750 srgb} bind def /col30 {1.000 0.880 0.880 srgb} bind def /col31 {1.000 0.840 0.000 srgb} bind def end save newpath 0 154 moveto 0 0 lineto 121 0 lineto 121 154 lineto closepath clip newpath -67.5 303.7 translate 1 -1 scale /cp {closepath} bind def /ef {eofill} bind def /gr {grestore} bind def /gs {gsave} bind def /sa {save} bind def /rs {restore} bind def /l {lineto} bind def /m {moveto} bind def /rm {rmoveto} bind def /n {newpath} bind def /s {stroke} bind def /sh {show} bind def /slc {setlinecap} bind def /slj {setlinejoin} bind def /slw {setlinewidth} bind def /srgb {setrgbcolor} bind def /rot {rotate} bind def /sc {scale} bind def /sd {setdash} bind def /ff {findfont} bind def /sf {setfont} bind def /scf {scalefont} bind def /sw {stringwidth} bind def /tr {translate} bind def /tnt {dup dup currentrgbcolor 4 -2 roll dup 1 exch sub 3 -1 roll mul add 4 -2 roll dup 1 exch sub 3 -1 roll mul add 4 -2 roll dup 1 exch sub 3 -1 roll mul add srgb} bind def /shd {dup dup currentrgbcolor 4 -2 roll mul 4 -2 roll mul 4 -2 roll mul srgb} bind def /DrawEllipse { /endangle exch def /startangle exch def /yrad exch def /xrad exch def /y exch def /x exch def /savematrix mtrx currentmatrix def x y tr xrad yrad sc 0 0 1 startangle endangle arc closepath savematrix setmatrix } def /$F2psBegin {$F2psDict begin /$F2psEnteredState save def} def /$F2psEnd {$F2psEnteredState restore end} def F2psBegin10setmiterlimit0.062990.06299scF2psBegin 10 setmiterlimit 0.06299 0.06299 sc % % Fig objects follow % /Times-Roman ff 270.00 scf sf 2194 2757 m gs 1 -1 sc (1) col0 sh gr 7.500 slw % Ellipse n 1350 4545 270 270 0 360 DrawEllipse gs col0 s gr % Ellipse n 2700 3600 270 270 0 360 DrawEllipse gs col0 s gr % Ellipse n 1800 3600 270 270 0 360 DrawEllipse gs col0 s gr % Ellipse n 2250 2655 270 270 0 360 DrawEllipse gs col0 s gr % Polyline gs clippath 2567 3394 m 2697 3330 l 2578 3089 l 2620 3337 l 2449 3153 l cp eoclip n 2626 3349 m 2402 2893 l gs col0 s gr gr % arrowhead n 2449 3153 m 2620 3337 l 2578 3089 l 2535 3164 l 2449 3153 l cp gs 0.00 setgray ef gr col0 s % Polyline gs clippath 2095 4346 m 2225 4282 l 2106 4041 l 2148 4289 l 1977 4105 l cp eoclip n 2154 4301 m 1930 3845 l gs col0 s gr gr % arrowhead n 1977 4105 m 2148 4289 l 2106 4041 l 2063 4116 l 1977 4105 l cp gs 0.00 setgray ef gr col0 s % Polyline gs clippath 1394 4282 m 1524 4346 l 1642 4105 l 1472 4289 l 1513 4041 l cp eoclip n 1466 4301 m 1690 3845 l gs col0 s gr gr % arrowhead n 1513 4041 m 1472 4289 l 1642 4105 l 1556 4116 l 1513 4041 l cp gs 0.00 setgray ef gr col0 s /Times-Roman ff 270.00 scf sf 2642 3709 m gs 1 -1 sc (5) col0 sh gr /Times-Roman ff 270.00 scf sf 2186 4641 m gs 1 -1 sc (4) col0 sh gr /Times-Roman ff 270.00 scf sf 1290 4656 m gs 1 -1 sc (3) col0 sh gr /Times-Roman ff 270.00 scf sf 1730 3702 m gs 1 -1 sc (2) col0 sh gr % Ellipse n 2250 4545 270 270 0 360 DrawEllipse gs col0 s gr F2psBegin10setmiterlimit0.062990.06299scF2psEnd rs %%EndDocument @endspecial 34100 12157 a(\(d\))40253 10651 y @beginspecial 0 @llx 0 @lly 121 @urx 154 @ury 605 @rwi @setspecial %%BeginDocument: clusters_undirected.eps %!PS-Adobe-2.0 EPSF-2.0 %%Title: C:\francis\figures\clusters_undirected.fig %%Creator: /cygdrive/c/francis/jfig/fig2dev Version 3.2 Patchlevel 3d %%CreationDate: Tue Jul 8 08:34:48 2003 %%For: Administrator@MSR-PORT3500 () %%BoundingBox: 0 0 121 154 %%Magnification: 1.0000 %%EndComments /$F2psDict 200 dict def F2psDictbeginF2psDict begin F2psDictbeginF2psDict /mtrx matrix put /col-1 {0 setgray} bind def /col0 {0.000 0.000 0.000 srgb} bind def /col1 {0.000 0.000 1.000 srgb} bind def /col2 {0.000 1.000 0.000 srgb} bind def /col3 {0.000 1.000 1.000 srgb} bind def /col4 {1.000 0.000 0.000 srgb} bind def /col5 {1.000 0.000 1.000 srgb} bind def /col6 {1.000 1.000 0.000 srgb} bind def /col7 {1.000 1.000 1.000 srgb} bind def /col8 {0.000 0.000 0.560 srgb} bind def /col9 {0.000 0.000 0.690 srgb} bind def /col10 {0.000 0.000 0.820 srgb} bind def /col11 {0.530 0.810 1.000 srgb} bind def /col12 {0.000 0.560 0.000 srgb} bind def /col13 {0.000 0.690 0.000 srgb} bind def /col14 {0.000 0.820 0.000 srgb} bind def /col15 {0.000 0.560 0.560 srgb} bind def /col16 {0.000 0.690 0.690 srgb} bind def /col17 {0.000 0.820 0.820 srgb} bind def /col18 {0.560 0.000 0.000 srgb} bind def /col19 {0.690 0.000 0.000 srgb} bind def /col20 {0.820 0.000 0.000 srgb} bind def /col21 {0.560 0.000 0.560 srgb} bind def /col22 {0.690 0.000 0.690 srgb} bind def /col23 {0.820 0.000 0.820 srgb} bind def /col24 {0.500 0.190 0.000 srgb} bind def /col25 {0.630 0.250 0.000 srgb} bind def /col26 {0.750 0.380 0.000 srgb} bind def /col27 {1.000 0.500 0.500 srgb} bind def /col28 {1.000 0.630 0.630 srgb} bind def /col29 {1.000 0.750 0.750 srgb} bind def /col30 {1.000 0.880 0.880 srgb} bind def /col31 {1.000 0.840 0.000 srgb} bind def end save newpath 0 154 moveto 0 0 lineto 121 0 lineto 121 154 lineto closepath clip newpath -67.5 303.7 translate 1 -1 scale /cp {closepath} bind def /ef {eofill} bind def /gr {grestore} bind def /gs {gsave} bind def /sa {save} bind def /rs {restore} bind def /l {lineto} bind def /m {moveto} bind def /rm {rmoveto} bind def /n {newpath} bind def /s {stroke} bind def /sh {show} bind def /slc {setlinecap} bind def /slj {setlinejoin} bind def /slw {setlinewidth} bind def /srgb {setrgbcolor} bind def /rot {rotate} bind def /sc {scale} bind def /sd {setdash} bind def /ff {findfont} bind def /sf {setfont} bind def /scf {scalefont} bind def /sw {stringwidth} bind def /tr {translate} bind def /tnt {dup dup currentrgbcolor 4 -2 roll dup 1 exch sub 3 -1 roll mul add 4 -2 roll dup 1 exch sub 3 -1 roll mul add 4 -2 roll dup 1 exch sub 3 -1 roll mul add srgb} bind def /shd {dup dup currentrgbcolor 4 -2 roll mul 4 -2 roll mul 4 -2 roll mul srgb} bind def /DrawEllipse { /endangle exch def /startangle exch def /yrad exch def /xrad exch def /y exch def /x exch def /savematrix mtrx currentmatrix def x y tr xrad yrad sc 0 0 1 startangle endangle arc closepath savematrix setmatrix } def /$F2psBegin {$F2psDict begin /$F2psEnteredState save def} def /$F2psEnd {$F2psEnteredState restore end} def F2psBegin10setmiterlimit0.062990.06299scF2psBegin 10 setmiterlimit 0.06299 0.06299 sc % % Fig objects follow % /Times-Roman ff 270.00 scf sf 2194 2757 m gs 1 -1 sc (1) col0 sh gr 7.500 slw % Ellipse n 1350 4545 270 270 0 360 DrawEllipse gs col0 s gr % Ellipse n 2700 3600 270 270 0 360 DrawEllipse gs col0 s gr % Ellipse n 1800 3600 270 270 0 360 DrawEllipse gs col0 s gr % Ellipse n 2250 2655 270 270 0 360 DrawEllipse gs col0 s gr % Polyline n 1984 4548 m 1622 4548 l gs col0 s gr % Polyline n 2626 3349 m 2402 2893 l gs col0 s gr % Polyline n 2154 4301 m 1930 3845 l gs col0 s gr % Polyline n 1466 4301 m 1690 3845 l gs col0 s gr /Times-Roman ff 270.00 scf sf 2642 3709 m gs 1 -1 sc (5) col0 sh gr /Times-Roman ff 270.00 scf sf 2186 4641 m gs 1 -1 sc (4) col0 sh gr /Times-Roman ff 270.00 scf sf 1290 4656 m gs 1 -1 sc (3) col0 sh gr /Times-Roman ff 270.00 scf sf 1730 3702 m gs 1 -1 sc (2) col0 sh gr % Ellipse n 2250 4545 270 270 0 360 DrawEllipse gs col0 s gr F2psBegin10setmiterlimit0.062990.06299scF2psEnd rs %%EndDocument @endspecial 42941 12157 a(\(e\))2000 15966 y(Figure)303 b(1:)606 b(Graphical)584 b(models)g(on)f(\002)-30 b(v)-18 b(e)584 b(nodes:)937 b(\(a\))583 b(undirected)h(spanning)g(tree,)654 b(\(b\))583 b(undirected)h(non-)7017 17471 y(spanning)380 b(tree,)400 b(\(c\))380 b(directed)g(spanning)g(tree,)400 b(\(d\))380 b(directed)g(non-spanning)g(tree,)400 b(\(e\))380 b(undirected)7017 18977 y(clusters.)2000 25170 y(that)316 b(is,)j(the)d(tree)g(may)g(consist)f(of)h(multiple)g(connected)h (components)f(\(such)f(a)h(graph)g(is)g(sometimes)f(referred)2000 26676 y(to)343 b(as)f(a)h(\223forest\224\).)493 b(A)343 b FD(spanning)f(tr)-45 b(ee)343 b FF(is)f(a)h(tree)g(that)f(includes)h (all)g(of)f(the)h(nodes)f(in)h(the)g(graph)f(\(see)g(Figure)h(1)2000 28181 y(for)302 b(e)-18 b(xamples\).)3882 30397 y(A)400 b(probability)h(distrib)-24 b(ution)399 b(on)i(an)f(undirected)h (graphical)g(model)g(is)f(generally)g(de\002ned)h(as)f(a)h(product)2000 31902 y(of)451 b(functions)g(de\002ned)h(on)g(the)f(cliques)g(of)h(the) f(graph.)821 b(The)452 b(cliques)f(in)g(an)h(undirected)g(tree)f(are)h (pairs)e(of)2000 33407 y(nodes)369 b(and)h(single)f(nodes;)403 b(thus,)385 b(to)370 b(parameterize)f(a)h(probability)f(distrib)-24 b(ution)369 b(on)g(a)h(tree,)386 b(we)370 b(de\002ne)f(func-)2000 34913 y(tions)449 b FE(y)5639 35095 y Fz(uv)6530 34913 y Fx(\()p FD(x)7539 35095 y Fz(u)8037 34913 y FC(;)135 b FD(x)9047 35095 y Fz(v)9494 34913 y Fx(\))449 b FF(and)i FE(y)13447 35095 y Fz(u)13944 34913 y Fx(\()p FD(x)14953 35095 y Fz(u)15451 34913 y Fx(\))p FF(,)486 b(for)449 b Fx(\()p FD(u)p FC(;)135 b FD(v)p Fx(\))348 b Ft(2)j Fs(E)121 b FF(,)485 b(and)450 b FD(u)351 b Ft(2)g Fs(V)231 b FF(,)486 b(respecti)-30 b(v)-18 b(ely)-79 b(.)817 b(These)449 b FD(potential)h(functions)2000 36418 y FF(are)371 b(nonne)-18 b(g)-6 b(ati)-30 b(v)-18 b(e,)388 b(b)-24 b(ut)371 b(otherwise)g (arbitrary)-79 b(.)580 b(The)371 b(joint)g(probability)g(is)g (de\002ned)g(as)g(a)h(product)f(of)g(potential)2000 37924 y(functions:)16666 41809 y FD(p)p Fx(\()p FD(x)t Fx(\))268 b(=)20432 40989 y FF(1)p 20368 41531 735 49 v 20368 42641 a FD(Z)22183 42074 y Fn(\325)21370 43116 y Fw(\()p Fz(u)p Fy(;)p Fz(v)p Fw(\))p Fv(2)p Fu(E)24568 41809 y FE(y)25400 41991 y Fz(uv)26290 41809 y Fx(\()p FD(x)27299 41991 y Fz(u)27797 41809 y FC(;)135 b FD(x)28807 41991 y Fz(v)29254 41809 y Fx(\))30035 42074 y Fn(\325)29860 43163 y Fz(v)p Fv(2)p Fu(V)31783 41809 y FE(y)32615 41991 y Fz(u)33112 41809 y Fx(\()p FD(x)34121 41991 y Fz(u)34619 41809 y Fx(\))p FC(;)13160 b FF(\(1\))2000 47600 y(where)447 b FD(Z)507 b FF(is)446 b(a)h(normalization)f(f)-12 b(actor)-67 b(.)807 b(Ranging)447 b(o)-18 b(v)g(er)446 b(all)h(possible)f(choices)h (of)f(potential)h(functions,)482 b(we)2000 49105 y(obtain)301 b(a)g(f)-12 b(amily)300 b(of)h(probability)f(distrib)-24 b(utions)299 b(associated)i(with)g(the)g(gi)-30 b(v)-18 b(en)300 b(tree.)375 b(W)-97 b(e)301 b(say)g(that)g(the)f(members)2000 50611 y(of)j(this)f(f)-12 b(amily)303 b FD(factorize)f(accor)-45 b(ding)304 b(to)f(T)153 b FF(.)3882 52826 y(Gi)-30 b(v)-18 b(en)306 b(a)g(graphical)h(model,)g(we)g(w)-12 b(ant)306 b(to)h(be)f(able)h(to)f(compute)h(mar)-22 b(ginal)306 b(and)h(conditional)g(probabilities)2000 54331 y(of)265 b(interest\227the)g FD(pr)-55 b(obabilistic)265 b(infer)-45 b(ence)266 b(pr)-55 b(oblem)p FF(.)364 b(An)266 b(algorithm)f(kno)-30 b(wn)265 b(as)h(the)f FD(junction)h(tr)-45 b(ee)265 b(algorithm)2000 55837 y FF(pro)-18 b(vides)355 b(a)h(general)g(frame)-30 b(w)-12 b(ork)355 b(for)g(solving)g(the)h(probabilistic)f(inference)h (problem)f(for)h(arbitrary)e(graphs,)2000 57342 y(b)-24 b(ut)408 b(scales)f(e)-18 b(xponentially)409 b(in)e(the)i(size)e(of)h (the)g(maximal)g(clique.)691 b(In)408 b(the)g(case)g(of)f(trees,)434 b(the)408 b(junction)g(tree)2000 58848 y(algorithm)270 b(reduces)f(to)h(a)g(simpler)g(algorithm)f(kno)-30 b(wn)270 b(as)g(the)g FD(sum-pr)-55 b(oduct)269 b(algorithm)h FF(or)g FD(belief)g(pr)-55 b(opa)-12 b(gation)2000 60353 y(algorithm)p FF(.)570 b(This)366 b(algorithm)i(yields)g(mar)-22 b(ginal)367 b(probabilities)459 b FD(p)p Fx(\()p FD(x)31312 60535 y Fz(u)31809 60353 y Fx(\))367 b FF(and)459 b FD(p)p Fx(\()p FD(x)36471 60535 y Fz(u)36969 60353 y FC(;)135 b FD(x)37979 60535 y Fz(v)38426 60353 y Fx(\))p FF(,)383 b(for)367 b(all)h Fx(\()p FD(u)p FC(;)135 b FD(v)p Fx(\))303 b Ft(2)h Fs(E)488 b FF(and)2000 61859 y(for)344 b(all)i FD(u)293 b Ft(2)f Fs(V)231 b FF(,)355 b(in)346 b(time)f(proportional)g (to)g(the)g(number)g(of)g(edges)g(in)h(the)f(tree)g(\(Pearl,)g(2000\).) 502 b(The)345 b(e)-18 b(xistence)2000 63364 y(of)303 b(this)f(algorithm)h(is)g(one)g(of)g(the)g(major)g(justi\002cations)f (for)g(restricting)g(ourselv)-18 b(es)302 b(to)h(trees.)3882 65579 y(The)470 b(functions)h FE(y)12052 65761 y Fz(uv)12943 65579 y Fx(\()p FD(x)13952 65761 y Fz(u)14449 65579 y FC(;)135 b FD(x)15459 65761 y Fz(v)15906 65579 y Fx(\))470 b FF(and)h FE(y)19900 65761 y Fz(u)20398 65579 y Fx(\()p FD(x)21407 65761 y Fz(u)21905 65579 y Fx(\))f FF(are)h(arbitrary)f (nonne)-18 b(g)-6 b(ati)-30 b(v)-18 b(e)470 b(functions,)513 b(and)471 b(need)g(ha)-24 b(v)-18 b(e)471 b(no)2000 67085 y(direct)337 b(relationship)g(to)h(the)f(mar)-22 b(ginal)338 b(probabilities)428 b FD(p)p Fx(\()p FD(x)26986 67267 y Fz(u)27483 67085 y FC(;)135 b FD(x)28493 67267 y Fz(v)28941 67085 y Fx(\))336 b FF(and)429 b FD(p)p Fx(\()p FD(x)33542 67267 y Fz(u)34040 67085 y Fx(\))p FF(.)478 b(It)337 b(turns)f(out,)347 b(ho)-30 b(we)g(v)-18 b(er)-48 b(,)345 b(that)337 b(it)h(is)2000 68590 y(also)261 b(possible)f(to)h(e)-18 b(xpress)259 b(the)i(joint)g(probability)g(on)g(an)g(undirected)g(tree) g(in)g(terms)f(of)h(these)f(mar)-22 b(ginals.)362 b(Thus,)2000 70096 y(for)300 b(an)-18 b(y)300 b(distrib)-24 b(ution)299 b(de\002ned)i(via)g(Equation)f(\(1\),)g(it)g(can)h(be)g(sho)-30 b(wn)299 b(that)i(we)g(can)f(also)g(write)g(the)h(distrib)-24 b(ution)24893 73417 y FJ(1208)p eop %%Page: 1209 5 1209 4 bop 10897 -2672 a FJ(B)56 b FM(E)g(Y)29 b(O)56 b(N)g(D)327 b FJ(I)56 b FM(N)g(D)g(E)g(P)g(E)g(N)g(D)g(E)g(N)g(T)320 b FJ(C)56 b FM(O)g(M)g(P)g(O)g(N)g(E)g(N)g(T)g(S)g FJ(:)389 b(T)56 b FM(R)e(E)i(E)g(S)328 b(A)56 b(N)g(D)330 b FJ(C)56 b FM(L)g(U)g(S)g(T)g(E)g(R)e(S)2000 3313 y FF(in)303 b(the)g(follo)-30 b(wing)303 b(form:)12711 2873 y FM(2)17322 5416 y FD(p)p Fx(\()p FD(x)t Fx(\))267 b(=)21704 5680 y Fn(\325)20890 6723 y Fw(\()p Fz(u)p Fy(;)p Fz(v)p Fw(\))p Fv(2)p Fu(E)24896 4596 y FD(p)p Fx(\()p FD(x)26511 4778 y Fz(u)27008 4596 y FC(;)135 b FD(x)28018 4778 y Fz(v)28465 4596 y Fx(\))p 24221 5137 5299 49 v 24312 6248 a FD(p)p Fx(\()p FD(x)25927 6430 y Fz(u)26425 6248 y Fx(\))91 b FD(p)p Fx(\()p FD(x)28602 6430 y Fz(v)29049 6248 y Fx(\))29988 5680 y Fn(\325)29787 6770 y Fz(u)p Fv(2)p Fu(V)31851 5416 y FD(p)p Fx(\()p FD(x)33466 5598 y Fz(u)33963 5416 y Fx(\))p FC(:)13816 b FF(\(2\))2000 8437 y(Note)303 b(that)h(this)e(is)h(a)g(special)g(case)g(of)g(Equation)f(\(1\))h(in)g (which)g(the)h(normalization)f(f)-12 b(actor)302 b(is)h(equal)g(to)g (one.)2000 11543 y FK(2.2)606 b(Dir)-22 b(ected)304 b(T)-90 b(r)-22 b(ees)2000 13688 y FF(A)391 b FD(dir)-45 b(ected)391 b(tr)-45 b(ee)391 b FF(is)f(a)h(directed)g(graph)g(in)g(which)g(e)-30 b(v)-18 b(ery)391 b(node)g(has)f(at)h(most)g(one)g(parent.)639 b(W)-97 b(e)391 b(can)h(obtain)f(a)2000 15193 y(directed)290 b(tree)g(from)f(an)h(undirected)g(tree)g(by)g(choosing)g(a)g FD(founder)318 b FF(node)290 b(in)g(each)g(connected)h(component)g(and) 2000 16699 y(orienting)260 b(all)h(edges)f(in)h(that)f(component)h(to)g (point)f(a)-18 b(w)-12 b(ay)261 b(from)f(the)g(founder)g(\(in)g(Figure) h(1,)269 b(the)260 b(founders)g(were)2000 18204 y(chosen)303 b(to)g(be)g(the)h(nodes)e(numbered)i(1)f(and)g(2\).)3882 19710 y(Probability)343 b(distrib)-24 b(utions)341 b(on)i(directed)h (graphs)e(are)h(de\002ned)g(in)h(general)f(in)g(terms)f(of)h(products)f (of)h(con-)2000 21215 y(ditional)297 b(and)h(mar)-22 b(ginal)297 b(probabilities,)h(one)f(for)f(each)i(node.)374 b(In)297 b(the)g(case)g(of)g(directed)g(tree,)h(letting)g Fs(F)586 b FF(denote)2000 22721 y(the)419 b(set)g(of)g(founders,)448 b(and)419 b(letting)h Fs(U)403 b Fx(=)333 b Fs(V)231 b Ft(n)p Fs(F)708 b FF(denote)420 b(the)f(remaining)h(nodes,)448 b(we)419 b(obtain)h(the)f(follo)-30 b(wing)2000 24226 y(de\002nition)303 b(of)g(the)g(joint)g(probability:)18161 26379 y FD(p)p Fx(\()p FD(x)t Fx(\))267 b(=)21955 26643 y Fn(\325)21863 27643 y Fz(f)129 b Fv(2)p Fu(F)23842 26379 y FD(p)p Fx(\()p FD(x)25590 26561 y Fz(f)26020 26379 y Fx(\))26816 26643 y Fn(\325)26626 27628 y Fz(u)p Fv(2)p Fu(U)28670 26379 y FD(p)p Fx(\()p FD(x)30285 26561 y Fz(u)31052 26379 y Ft(j)268 b FD(x)32195 26561 y FA(p)32681 26694 y Fl(u)33124 26379 y Fx(\))p FC(;)14655 b FF(\(3\))2000 29534 y(where)303 b FE(p)5929 29716 y Fz(u)6731 29534 y FF(denotes)g(the)g(parent)g(of)g(node)g FD(u)p FF(.)3882 31040 y(Note)368 b(that)f(Equation)h(\(3\))e(is)h(a)h(special)f(case)h (of)f(Equation)h(\(1\),)382 b(with)368 b(normalizing)g(constant)f FD(Z)428 b FF(equal)368 b(to)2000 32545 y(one.)750 b(This)427 b(supports)g(our)h(earlier)f(contention)i(that)f(there)f(are)h(no)g (dif)-30 b(ferences)427 b(in)h(representational)f(po)-30 b(wer)2000 34050 y(between)304 b(undirected)f(and)g(directed)h(trees.) 3882 35556 y(As)h(we)g(will)g(see)g(in)g(Section)h(7,)g(ho)-30 b(we)g(v)-18 b(er)-48 b(,)304 b(the)i(f)-12 b(act)305 b(that)g(the)g(normalizing)g(constant)h FD(Z)365 b FF(is)305 b(equal)g(to)h(one)f(in)2000 37061 y(the)364 b(directed)f(case)g(is)g (con)-48 b(v)-18 b(enient)364 b(for)e(estimating)i(the)f(densities)g (associated)g(with)g(a)h(tree)f(\(once)h(the)f(matrix)1939 38567 y FD(W)491 b FF(and)343 b(the)f(tree)g FD(T)497 b FF(ha)-24 b(v)-18 b(e)342 b(been)h(determined\).)493 b(A)342 b(log)g(lik)-12 b(elihood)343 b(based)f(on)g(Equation)h(\(3\))e (decouples)i(into)f(a)2000 40072 y(sum)361 b(of)g(log)-6 b(arithms)361 b(of)g(indi)-30 b(vidual)362 b(mar)-22 b(ginal)362 b(and)g(conditional)g(probabilities,)375 b(allo)-30 b(wing)362 b(us)f(to)h(decompose)2000 41578 y(the)303 b(density)g(estimation)g(problem)g(into)g(separate)g (estimation)g(problems.)2000 44683 y FK(2.3)606 b(Conditional)303 b(Independence)2000 46829 y FF(Apart)250 b(from)g(being)h(parsimonious) e(probabilistic)h(models,)260 b(directed)251 b(and)g(undirected)f (graphical)h(models)f(ha)-24 b(v)-18 b(e)2000 48334 y(an)299 b(equi)-30 b(v)g(alent)299 b(characterization)h(based)f(on)g (conditional)g(independence)i(and)e(graph)g(separation.)374 b(In)299 b(the)g(case)2000 49840 y(of)355 b(trees,)369 b(this)355 b(is)h(particularly)f(simple:)481 b(under)356 b(mild)g(assumptions)e(on)i(the)g(joint)g(probability)g(density)f(of)h (the)2000 51345 y(random)333 b(v)-30 b(ariables,)341 b(the)333 b(v)-30 b(ariables)333 b Fx(\()p FD(x)18528 51527 y FM(1)19026 51345 y FC(;)135 b(:)g(:)g(:)128 b(;)135 b FD(x)21917 51527 y Fz(m)22611 51345 y Fx(\))332 b FF(f)-12 b(actorize)333 b(according)h(to)g(the)f(tree)g FD(T)488 b FF(if)333 b(and)g(only)h(if,)340 b(for)333 b(an)-18 b(y)2000 52851 y(three)375 b(subsets)f FD(A)p FF(,)392 b FD(B)p FF(,)332 b FD(C)402 b FF(of)375 b Fs(V)231 b FF(,)393 b(such)375 b(that)314 b FD(C)402 b FF(separates)375 b FD(A)f FF(from)g FD(B)h FF(in)g(the)g(graph,)393 b(then)375 b(the)g(set)g(of)g(v)-30 b(ariables)2000 54356 y FD(x)2538 54538 y Fz(A)3498 54356 y Fx(=)362 b Ft(f)p FD(x)5947 54538 y Fz(i)6249 54356 y FC(;)135 b FD(i)361 b Ft(2)i FD(A)p Ft(g)p FF(,)514 b FD(x)11292 54538 y Fz(B)12251 54356 y Fx(=)362 b Ft(f)p FD(x)14700 54538 y Fz(i)15002 54356 y FC(;)135 b FD(i)362 b Ft(2)g FD(B)p Ft(g)472 b FF(and)g FD(x)21878 54538 y Fz(C)22907 54356 y Fx(=)362 b Ft(f)p FD(x)25356 54538 y Fz(i)25658 54356 y FC(;)135 b FD(i)361 b Ft(2)i FD(B)p Ft(g)471 b FF(are)h(such)g(that)g FD(x)37291 54538 y Fz(A)38360 54356 y FF(is)f(independent)i(from)e FD(x)49403 54538 y Fz(B)2000 55862 y FF(gi)-30 b(v)-18 b(en)416 b FD(x)5555 56044 y Fz(C)6636 55862 y FF(\(in)f(the)h(model)g (\(a\))g(in)f(Figure)h(1,)444 b(we)416 b(ha)-24 b(v)-18 b(e)416 b(for)f(e)-18 b(xample)416 b Ft(f)p FD(x)33763 56044 y FM(3)34262 55862 y FC(;)135 b FD(x)35272 56044 y FM(4)35768 55862 y Ft(g)416 b FF(independent)h(from)e FD(x)46441 56044 y FM(5)47355 55862 y FF(gi)-30 b(v)-18 b(en)2000 57367 y FD(x)2538 57549 y FM(2)3036 57367 y FF(\).)472 b(In)334 b(particular)-48 b(,)343 b(if)334 b(there)h(are)g(tw)-12 b(o)335 b(separate)g(connected)h(components,)343 b(v)-30 b(ariables)334 b(in)h(dif)-30 b(ferent)334 b(connected)2000 58872 y(components)303 b(are)g(independent)h(from)e(one)i(another)-67 b(.)2000 61978 y FK(2.4)606 b(Non-Spanning)303 b(T)-90 b(r)-22 b(ees)304 b(and)f(Clusters)2000 64123 y FF(An)282 b(e)-18 b(xact)282 b(\(undirected\))f(graphical)g(model)h(for)f (clusters)f(of)i(v)-30 b(ariables)281 b(w)-12 b(ould)281 b(ha)-24 b(v)-18 b(e)282 b(no)f(edges)h(between)g(nodes)2000 65629 y(that)465 b(belong)f(to)h(dif)-30 b(ferent)463 b(clusters)g(and)i(w)-12 b(ould)465 b(be)f(fully-connected)h(within)f (a)h(cluster)f(\(as)f(illustrated)h(in)p 2000 66520 19200 45 v 2604 67660 a Fr(2.)309 b(An)262 b(intuiti)-25 b(v)-15 b(e)261 b(appreciation)i(of)e(Equation)g(\(2\))g(can)g(be)h(obtained)g (by)f(considering)h(the)f(special)h(case)f(of)g(a)g(chain,)k(in)c (which)h(Equa-)3660 68878 y(tion)248 b(\(2\))f(reduces)h(to)f(the)h(f) -10 b(amiliar)247 b(Mark)-10 b(o)-15 b(vian)248 b(product)g(of)f (conditionals.)309 b(The)247 b(proof)h(is)e(essentially)i(a)f (by-product)h(of)f(the)h(proof)3660 70096 y(of)h(correctness)h(of)f (the)g(junction)h(tree)f(algorithm;)h(for)e(details,)i(see)f(Lauritzen) h(\(1996\).)24893 73417 y FJ(1209)p eop %%Page: 1210 6 1210 5 bop 21244 -2672 a FJ(B)22 b FM(A)f(C)54 b(H)330 b(A)56 b(N)g(D)330 b FJ(J)56 b FM(O)g(R)e(D)21 b(A)56 b(N)2000 3313 y FF(Figure)394 b(1)h(for)f(the)g(clusters)g Ft(f)p FF(1)p FC(;)135 b FF(5)p Ft(g)393 b FF(and)i Ft(f)p FF(2)p FC(;)135 b FF(3)p FC(;)g FF(4)p Ft(g)p FF(\).)647 b(Using)394 b(a)g(non-spanning)h(tree)f(models)g(inter)-24 b(-cluster)393 b(in-)2000 4819 y(dependence,)412 b(while)390 b(pro)-18 b(viding)389 b(a)h(rich)f(b)-24 b(ut)389 b(tractable)h(model) g(for)f(intra-cluster)f(dependence,)412 b(by)390 b(allo)-30 b(wing)2000 6324 y(an)375 b(arbitrary)e(pattern)h(of)g(tree-structured) f(dependence)j(within)e(a)h(cluster)-67 b(.)589 b(In)374 b(particular)-48 b(,)391 b(learning)375 b(the)f(best)2000 7830 y(possible)291 b(non-spanning)h(tree)g(that)h(\002ts)e(a)i(gi)-30 b(v)-18 b(en)292 b(distrib)-24 b(ution)291 b(pro)-18 b(vides)291 b(a)i(w)-12 b(ay)292 b(to)g(learn)g(the)h(number)f(and)g (size)2000 9335 y(of)303 b(the)g(clusters)f(for)g(that)h(particular)g (distrib)-24 b(ution.)2000 12952 y FG(3.)465 b(Semiparametric)331 b(Maximum)g(Lik)-13 b(elihood)2000 15405 y FF(In)374 b(this)f(section)h(we)g(deri)-30 b(v)-18 b(e)374 b(the)g(objecti)-30 b(v)-18 b(e)374 b(function)g(that)h(will)f(be)g(minimized)g(to)g (determine)g(the)h(demixing)2000 16910 y(matrix)419 b FD(W)630 b FF(and)481 b(the)g(tree)f FD(T)635 b FF(in)480 b(the)h(TCA)g(model)g(with)g FD(iid)513 b FF(samples.)908 b(Let)480 b FD(x)372 b Fx(=)367 b(\()p FD(x)39695 17092 y FM(1)40192 16910 y FC(;)135 b(:)g(:)g(:)129 b(;)135 b FD(x)43084 17092 y Fz(m)43777 16910 y Fx(\))44248 16471 y Fv(>)45472 16910 y FF(be)480 b(an)h FD(m)p FF(-)2000 18416 y(component)404 b(random)f(v)-18 b(ector)404 b(with)f(joint)h (\223tar)-22 b(get\224)404 b(distrib)-24 b(ution)493 b FD(p)p Fx(\()p FD(x)t Fx(\))p FF(.)675 b(Our)404 b(primary)f(goal)g (is)g(to)h(minimize)2000 20091 y(the)434 b(K)-18 b(ullback-Leibler)433 b(\(KL\))f(di)-30 b(v)-18 b(er)c(gence)434 b FD(D)p Fx(\()91 b FD(p)p Ft(jj)p FD(q)p Fx(\))338 b(=)j FD(E)27438 20330 y Fz(p)p Fw(\()p Fz(x)s Fw(\))29154 20091 y FF(log)31037 19494 y Fz(p)p Fw(\()p Fz(x)s Fw(\))p 30971 19812 1593 49 v 31004 20525 a Fz(q)p Fw(\()p Fz(x)s Fw(\))33129 20091 y FF(between)526 b FD(p)p Fx(\()p FD(x)t Fx(\))431 b FF(and)j(our)g(model)g FD(q)p Fx(\()p FD(x)t Fx(\))2000 21766 y FF(of)374 b(this)f(v)-18 b(ector)-67 b(.)589 b(T)-97 b(ypically)-79 b(,)482 b FD(p)p Fx(\()p FD(x)t Fx(\))373 b FF(will)h(be)g(the)g(empirical)g(distrib)-24 b(ution)373 b(associated)g(with)h(a)g(training)g(set)g(and)2000 23271 y(minimizing)348 b(the)g(KL)f(di)-30 b(v)-18 b(er)c(gence)348 b(is)f(well)h(kno)-30 b(wn)347 b(to)h(be)g(equi)-30 b(v)g(alent)347 b(to)h(maximizing)g(the)g(lik)-12 b(elihood)348 b(of)f(the)2000 24777 y(data.)645 b(In)392 b(a)h(semiparametric)f(model,)415 b(the)393 b(parameters)f(of)h(interest\227the)f(matrix)331 b FD(W)542 b FF(and)393 b(the)g(tree)f FD(T)547 b FF(in)392 b(our)2000 26282 y(case\227do)d(not)h(completely)f(specify)g(the)g (distrib)-24 b(ution)388 b FD(q)p Fx(\()p FD(x)t Fx(\))p FF(;)431 b(the)389 b(additional)h(\(in\002nite-dimensional\))e(set)g (of)2000 27788 y(parameters)310 b(that)h(w)-12 b(ould)311 b(be)g(needed)h(to)f(complete)g(the)g(speci\002cation)g(are)g(left)f (unspeci\002ed.)400 b(More)310 b(precisely)-79 b(,)2000 29293 y(we)306 b(de\002ne)g(our)g(objecti)-30 b(v)-18 b(e)306 b(function)f(for)g FD(T)460 b FF(and)245 b FD(W)455 b FF(to)306 b(be)g(a)g(\223pro\002le)g(lik)-12 b(elihood\224\227the)306 b(minimum)g(of)f(the)h(KL)2000 30799 y(di)-30 b(v)-18 b(er)c(gence)299 b FD(D)p Fx(\()91 b FD(p)p Ft(jj)p FD(q)p Fx(\))295 b FF(with)j(respect)h(to)f(arbitrary)g(distrib)-24 b(utions)297 b(of)i(the)f(source)h(components)f FD(s)43048 30981 y Fz(i)43648 30799 y FF(\(Murph)-6 b(y)298 b(and)2000 32304 y(v)-30 b(an)370 b(der)g(V)-135 b(aart,)371 b(2000\).)577 b(As)370 b(we)g(will)g(sho)-30 b(w)-79 b(,)387 b(it)370 b(turns)f(out)h(that)h(this)e(criterion)h(can)h(be)f(e)-18 b(xpressed)369 b(in)h(term)g(of)2000 33810 y(mutual)327 b(information)e(terms)h(relating)g(components)h(that)f(are)g(neighbors) g(in)h(the)f(tree)g FD(T)154 b FF(.)446 b(W)-97 b(e)327 b(\002rst)e(re)-30 b(vie)g(w)326 b(the)2000 35315 y(classical)264 b(ICA)g(setting)g(where)g(the)h(components)f FD(s)23784 35497 y Fz(i)24349 35315 y FF(are)g(assumed)g(independent.)363 b(Then,)272 b(we)265 b(describe)f(the)g(case)2000 36821 y(where)f FD(W)472 b FF(is)323 b(\002x)-18 b(ed)323 b(to)h(identity)f (and)h FD(T)477 b FF(can)324 b(v)-30 b(ary\227this)323 b(is)g(simply)g(the)g(tree)h(model)f(presented)g(by)h(Cho)-30 b(w)324 b(and)2000 38326 y(Liu)304 b(\(1968\).)379 b(W)-97 b(e)305 b(\002nally)f(sho)-30 b(w)304 b(ho)-30 b(w)304 b(the)g(tw)-12 b(o)305 b(models)f(can)g(be)h(combined)g(and)f (generalized)h(to)f(the)h(full)f(TCA)2000 39832 y(model)f(where)h(both) 242 b FD(W)452 b FF(and)303 b FD(T)457 b FF(can)304 b(v)-30 b(ary)-79 b(.)3882 41484 y(In)230 b(the)g(follo)-30 b(wing)230 b(sections)g(we)h(generally)f(label)h(the)f(nodes)g(with)h(inte)-18 b(gers;)254 b(thus,)244 b(we)231 b(let)f Fs(V)433 b Fx(=)202 b Ft(f)p FF(1)p FC(;)135 b FF(2)p FC(;)g(:)g(:)g(:)126 b(;)135 b FD(m)p Ft(g)p FF(.)2000 42990 y(W)-97 b(e)366 b(will)g(w)-12 b(ork)366 b(with)f(the)h(pairwise)g(mutual)g (information)f FD(I)62 b Fx(\()p FD(x)29185 43172 y Fz(u)29682 42990 y FC(;)135 b FD(x)30692 43172 y Fz(v)31139 42990 y Fx(\))365 b FF(between)i(tw)-12 b(o)366 b(v)-30 b(ariables)365 b FD(x)43801 43172 y Fz(u)44665 42990 y FF(and)h FD(x)47319 43172 y Fz(v)47768 42990 y FF(,)381 b(de-)2000 44495 y(\002ned)410 b(as)g FD(I)62 b Fx(\()p FD(x)7729 44677 y Fz(u)8226 44495 y FC(;)135 b FD(x)9236 44677 y Fz(v)9683 44495 y Fx(\))329 b(=)e FD(D)p Fx(\()91 b FD(p)p Fx(\()p FD(x)14805 44677 y Fz(u)15302 44495 y FC(;)135 b FD(x)16312 44677 y Fz(v)16760 44495 y Fx(\))p Ft(jj)91 b FD(p)p Fx(\()p FD(x)19611 44677 y Fz(u)20105 44495 y Fx(\))g FD(p)p Fx(\()p FD(x)22282 44677 y Fz(v)22729 44495 y Fx(\)\))409 b FF(and)h(the)h FD(m)p FF(-fold)f(mutual)g(information)g FD(I)62 b Fx(\()p FD(x)43160 44677 y FM(1)43657 44495 y FC(;)135 b(:)g(:)g(:)128 b(;)135 b FD(x)46548 44677 y Fz(m)47242 44495 y Fx(\))p FF(,)436 b(de-)2000 46001 y(\002ned)j(as)f FD(I)62 b Fx(\()p FD(x)7786 46183 y FM(1)8283 46001 y FC(;)135 b(:)g(:)g(:)128 b(;)135 b FD(x)11174 46183 y Fz(m)11868 46001 y Fx(\))343 b(=)h FD(D)p Fx(\()91 b FD(p)p Fx(\()p FD(x)t Fx(\))p Ft(jj)g FD(p)p Fx(\()p FD(x)19876 46183 y FM(1)20369 46001 y Fx(\))135 b Ft(\001)g(\001)g(\001)220 b FD(p)p Fx(\()p FD(x)24091 46183 y Fz(m)24785 46001 y Fx(\)\))p FF(.)780 b(Finally)-79 b(,)473 b(all)438 b(mutual)h(informations,)471 b(entropies)438 b(and)2000 47506 y(e)-18 b(xpectations)303 b(are)g(relati)-30 b(v)-18 b(e)303 b(to)g(the)g(distrib)-24 b(utions)393 b FD(p)p Fx(\()p FD(x)t Fx(\))301 b FF(or)394 b FD(p)p Fx(\()p FD(s)p Fx(\))301 b FF(unless)h(otherwise)h(noted.)2000 50759 y FK(3.1)606 b(ICA)303 b(Model)2000 53052 y FF(The)387 b(classical)f(ICA)h(model)g(tak)-12 b(es)387 b(the)g(form)f FD(x)320 b Fx(=)314 b FD(As)386 b FF(where)h FD(A)g FF(is)f(an)h(in)-48 b(v)-18 b(ertible)386 b(mixing)h(matrix)g(and)g FD(s)f FF(has)2000 54557 y(independent)435 b(components.)771 b(If)434 b(the)h(v)-30 b(ariable)435 b FD(x)j FF(is)c(Gaussian,)467 b(then)435 b(ICA)g(is)f(not)h(identi\002able,)468 b(that)435 b(is,)467 b(the)2000 56062 y(optimal)449 b(matrix)387 b FD(W)499 b Fx(=)349 b FD(A)13247 55622 y Fv(\000)p FM(1)14882 56062 y FF(is)447 b(only)i(de\002ned)g(up)g(to)f(an)h (orthogonal)f(matrix.)812 b(Thus,)484 b(non-Gaussianity)448 b(of)2000 57568 y(components)259 b(is)g(a)g(crucial)h(assumption)e(for) h(a)g(full)g(ICA)g(solution)g(to)g(be)h(well-de\002ned,)268 b(and)260 b(we)f(also)g(mak)-12 b(e)260 b(this)2000 59073 y(assumption)312 b(throughout)h(the)g(current)f(paper)-67 b(.)21935 58633 y FM(3)22838 59073 y FF(Ho)-30 b(we)g(v)-18 b(er)-48 b(,)315 b(the)d(Gaussian)h(case)f(is)h(still)f(of)g(interest)g (because)h(it)2000 60579 y(allo)-30 b(ws)298 b(us)f(to)i(reduce)f(the)g (size)g(of)g(the)g(search)g(space)g(for)237 b FD(W)447 b FF(\(see)298 b(Section)g(4.2)h(and)f(Appendix)h(A)f(for)g(details\).) 2000 62084 y(In)355 b(addition,)369 b(the)356 b(Gaussian)f(contrast)g (function)g(is)g(a)h(basis)e(for)h(the)h(k)-12 b(ernel)355 b(generalized)h(v)-30 b(ariance)356 b(empirical)2000 63590 y(contrast)318 b(function)g(presented)g(in)g(Section)g(5.3)g(and) h(the)f(Gaussian)g(stationary)f(time)h(series)f(contrast)h(function) 2000 65095 y(in)303 b(Section)g(8.)p 2000 66520 19200 45 v 2604 67660 a Fr(3.)309 b(The)248 b(identi\002ability)g(of)f(the)g (ICA)g(model)h(has)f(been)h(discussed)e(by)i(Comon)f(\(1994\).)308 b(Brie\003y)-65 b(,)248 b(the)f(matrix)g Fq(A)g Fr(is)g (identi\002able,)i(up)e(to)3660 68878 y(permutation)282 b(and)f(scaling)g(of)f(its)g(columns,)289 b(if)280 b(and)h(only)g(if)f (at)h(most)f(one)h(of)f(the)h(component)h(distrib)-20 b(utions)355 b Fq(p)p Fi(\()p Fq(s)44217 69032 y Fg(i)44487 68878 y Fi(\))280 b Fr(is)g(Gaussian.)3660 70096 y(In)249 b(Section)h(4.1,)g(we)f(study)g(some)g(additional)i(in)-40 b(v)-25 b(ariances)250 b(v)-15 b(eri\002ed)249 b(by)h(the)f(TCA)g (model.)24893 73417 y FJ(1210)p eop %%Page: 1211 7 1211 6 bop 10897 -2672 a FJ(B)56 b FM(E)g(Y)29 b(O)56 b(N)g(D)327 b FJ(I)56 b FM(N)g(D)g(E)g(P)g(E)g(N)g(D)g(E)g(N)g(T)320 b FJ(C)56 b FM(O)g(M)g(P)g(O)g(N)g(E)g(N)g(T)g(S)g FJ(:)389 b(T)56 b FM(R)e(E)i(E)g(S)328 b(A)56 b(N)g(D)330 b FJ(C)56 b FM(L)g(U)g(S)g(T)g(E)g(R)e(S)3882 3313 y FF(Gi)-30 b(v)-18 b(en)439 b(a)g(random)g(v)-18 b(ector)439 b FD(x)k FF(with)c(distrib)-24 b(ution)529 b FD(p)p Fx(\()p FD(x)t Fx(\))438 b FF(\(not)g(necessarily)h(ha)-24 b(ving)439 b(independent)h(compo-)2000 4819 y(nents\),)273 b(the)266 b(distrib)-24 b(ution)265 b FD(q)p Fx(\()p FD(x)t Fx(\))g FF(with)h(independent)h(components)f(that)g(is)g(closest)f(to)357 b FD(p)p Fx(\()p FD(x)t Fx(\))264 b FF(in)i(KL)g(di)-30 b(v)-18 b(er)c(gence)267 b(is)2000 6324 y(the)245 b(product)g FD(q)p Fx(\()p FD(x)t Fx(\))214 b(=)305 b FD(p)p Fx(\()p FD(x)12841 6506 y FM(1)13338 6324 y Fx(\))135 b Ft(\001)g(\001)g(\001) 221 b FD(p)p Fx(\()p FD(x)17061 6506 y Fz(m)17755 6324 y Fx(\))p FF(,)256 b(and)245 b(the)g(minimum)g(KL)f(di)-30 b(v)-18 b(er)c(gence)245 b(is)f(thus)h FD(D)p Fx(\()91 b FD(p)p Fx(\()p FD(x)t Fx(\))p Ft(jj)g FD(p)p Fx(\()p FD(x)44044 6506 y FM(1)44537 6324 y Fx(\))135 b Ft(\001)g(\001)g(\001) 220 b FD(p)p Fx(\()p FD(x)48259 6506 y Fz(n)48756 6324 y Fx(\)\))p FF(,)2000 7830 y(which)303 b(is)g(e)-18 b(xactly)303 b(the)h(mutual)f(information)f FD(I)62 b Fx(\()p FD(x)23118 8012 y FM(1)23615 7830 y FC(;)135 b(:)g(:)g(:)129 b(;)135 b FD(x)26507 8012 y Fz(m)27200 7830 y Fx(\))p FF(.)3882 9521 y(W)-97 b(e)339 b(no)-30 b(w)338 b(turn)g(to)h(the)f(situation)h (where)f FD(A)g FF(can)h(v)-30 b(ary)-79 b(.)482 b(Letting)277 b FD(W)438 b Fx(=)288 b FD(A)34536 9081 y Fv(\000)p FM(1)35722 9521 y FF(,)347 b(we)339 b(let)g Fs(D)40677 9081 y Fz(W)41916 9521 y FF(denote)g(the)f(set)g(of)2000 11026 y(all)394 b(distrib)-24 b(utions)393 b FD(q)p Fx(\()p FD(x)t Fx(\))g FF(such)h(that)g FD(s)320 b Fx(=)258 b FD(W)149 b(x)398 b FF(has)c(independent)h(components.)650 b(Since)395 b(the)f(KL)g(di)-30 b(v)-18 b(er)c(gence)395 b(is)2000 12532 y(in)-48 b(v)-30 b(ariant)289 b(under)h(an)f(in)-48 b(v)-18 b(ertible)289 b(transformation,)j(the)e(best)f(approximation)h (to)381 b FD(p)p Fx(\()p FD(x)t Fx(\))288 b FF(by)h(a)h(distrib)-24 b(ution)289 b(in)g Fs(D)49099 12092 y Fz(W)2000 14037 y FF(is)302 b(obtained)i(as)f(the)g(product)g(of)g(the)g(mar)-22 b(ginals)303 b(of)f FD(s)269 b Fx(=)207 b FD(W)150 b(x)t FF(,)302 b(which)i(yields:)19239 17318 y(min)18956 18207 y Fz(q)p Fv(2)p Fu(D)20720 17951 y Fl(W)21544 17318 y FD(D)p Fx(\()91 b FD(p)p Ft(jj)p FD(q)p Fx(\))265 b(=)j FD(I)62 b Fx(\()p FD(s)28223 17500 y FM(1)28720 17318 y FC(;)135 b(:)g(:)g(:)128 b(;)135 b FD(s)31545 17500 y Fz(m)32238 17318 y Fx(\))p FC(:)15541 b FF(\(4\))2000 21225 y(Thus,)476 b(in)442 b(the)g(semiparametric)f(ICA)h(approach,)477 b(we)442 b(wish)g(to)g(minimize)g(the)g(mutual)g(information)f(of)h (the)2000 22731 y(estimated)303 b(components)g FD(s)269 b Fx(=)207 b FD(W)149 b(x)t FF(.)376 b(W)-97 b(e)303 b(will)g(generalize)h(Equation)f(\(4\))f(to)h(the)h(TCA)f(model)g(in)g (Section)h(3.4.)3882 24422 y(In)350 b(practice,)364 b(we)351 b(do)g(not)g(kno)-30 b(w)351 b(the)g(density)442 b FD(p)p Fx(\()p FD(x)t Fx(\))349 b FF(and)i(thus)g(the)g(estimation)f(criteria) h(must)f(be)i(replaced)2000 25927 y(by)318 b(functionals)g(of)g(the)h (sample)f(data,)k(functionals)c(that)h(are)f(referred)g(to)g(as)g (\223empirical)g(contrast)g(functions.)-85 b(\224)2000 27433 y(Classical)357 b(ICA)g(contrast)f(functions)g(in)-48 b(v)-24 b(olv)-18 b(e)357 b(either)f(approximations)h(to)g(the)g (mutual)g(information)f(or)h(alter)-24 b(-)2000 28938 y(nati)-30 b(v)-18 b(e)349 b(measures)g(of)h(dependence)g(in)-48 b(v)-24 b(olving)349 b(higher)-24 b(-order)349 b(moments)g(\(Cardoso,)g (1999,)h(Hyv)43982 28932 y(\250)43915 28938 y(arinen)g(et)g(al.,)2000 30444 y(2001b,)303 b(Pham,)h(2001b\).)2000 33735 y FK(3.2)606 b(Cho)-12 b(w-Liu)303 b(Algorithm)g(and)g FD(T)154 b FK(-Mutual)302 b(Inf)-30 b(ormation)2000 36066 y FF(Gi)g(v)-18 b(en)317 b(an)f(undirected)h(tree)g FD(T)470 b FF(on)317 b(the)g(v)-18 b(ertices)316 b Fs(V)508 b Fx(=)276 b Ft(f)p FF(1)p FC(;)135 b(:)g(:)g(:)129 b(;)135 b FD(m)p Ft(g)p FF(,)318 b(we)f(let)g Fs(D)35369 35626 y Fz(T)36345 36066 y FF(denote)g(the)f(set)h(of)f(probability)2000 37572 y(distrib)-24 b(utions)387 b FD(q)p Fx(\()p FD(x)t Fx(\))g FF(that)i(f)-12 b(actorize)388 b(according)h(to)g FD(T)154 b FF(.)632 b(W)-97 b(e)390 b(w)-12 b(ant)388 b(to)h(model)480 b FD(p)p Fx(\()p FD(x)t Fx(\))387 b FF(using)h(a)h(distrib)-24 b(ution)388 b FD(q)p Fx(\()p FD(x)t Fx(\))2000 39077 y FF(in)360 b Fs(D)4349 38637 y Fz(T)5008 39077 y FF(.)548 b(T)-42 b(rees)359 b(are)i(a)f(special)h(case)f(of)g FD(decomposable)h(models)f FF(and)h(thus,)374 b(for)360 b(a)h(gi)-30 b(v)-18 b(en)360 b(tree)g FD(T)154 b FF(,)375 b(minimizing)2000 40582 y(the)341 b(KL)g(di)-30 b(v)-18 b(er)c(gence)342 b(is)f(straightforw)-12 b(ard)340 b(and)h(yields)g (the)h(follo)-30 b(wing)341 b(\223Pythagorean\224)h(e)-18 b(xpansion)341 b(of)g(the)g(KL)2000 42088 y(di)-30 b(v)-18 b(er)c(gence)303 b(\(Jirousek,)f(1991\):)2000 46036 y FK(Theor)-22 b(em)304 b(1)606 b FD(F)-127 b(or)328 b(a)h(given)h(tr)-45 b(ee)329 b(T)153 b Fx(\()p Fs(V)231 b FC(;)135 b Fs(E)121 b Fx(\))325 b FD(and)330 b(a)f(tar)-45 b(g)-12 b(et)329 b(distrib)-24 b(ution)418 b(p)p Fx(\()p FD(x)t Fx(\))p FD(,)334 b(we)c(have)-12 b(,)336 b(for)329 b(all)g(distrib)-24 b(utions)2000 47541 y(q)269 b Ft(2)g Fs(D)4998 47101 y Fz(T)5657 47541 y FD(,)18062 49604 y(D)p Fx(\()91 b FD(p)p Ft(jj)p FD(q)p Fx(\))265 b(=)j FD(D)p Fx(\()91 b FD(p)p Ft(jj)g FD(p)26746 49786 y Fz(T)27403 49604 y Fx(\))168 b(+)g FD(D)p Fx(\()91 b FD(p)31196 49786 y Fz(T)31855 49604 y Ft(jj)p FD(q)p Fx(\))p FC(;)14644 b FF(\(5\))2000 52648 y FD(wher)-45 b(e)406 b(p)5929 52830 y Fz(T)6589 52648 y Fx(\()p FD(x)t Fx(\))274 b(=)9565 52737 y FE(\325)10563 52908 y Fw(\()p Fz(u)p Fy(;)p Fz(v)p Fw(\))p Fv(2)p Fu(E)14490 52051 y Fz(p)p Fw(\()p Fz(x)15670 52184 y Fl(u)16057 52051 y Fy(;)p Fz(x)16696 52184 y Fl(v)17046 52051 y Fw(\))p 13948 52370 3917 49 v 14014 53082 a Fz(p)p Fw(\()p Fz(x)15194 53215 y Fl(u)15582 53082 y Fw(\))66 b Fz(p)p Fw(\()p Fz(x)17172 53215 y Fl(v)17522 53082 y Fw(\))18133 52737 y FE(\325)19130 52935 y Fz(u)p Fv(2)p Fu(V)21250 52648 y FD(p)p Fx(\()p FD(x)22865 52830 y Fz(u)23362 52648 y Fx(\))p FD(.)410 b(In)314 b(addition,)k(q)276 b Fx(=)365 b FD(p)33328 52830 y Fz(T)34303 52648 y FD(minimizes)314 b(D)p Fx(\()91 b FD(p)p Ft(jj)p FD(q)p Fx(\))311 b FD(o)-12 b(ver)314 b(q)276 b Ft(2)f Fs(D)49038 52208 y Fz(T)49697 52648 y FD(,)2000 54154 y(and)303 b(we)h(have:)16153 57434 y(I)16619 56933 y Fz(T)17278 57434 y Fx(\()p FD(x)t Fx(\))1106 b(=)1315 b FF(min)21916 58323 y Fz(q)p Fv(2)p Fu(D)23713 58067 y Fl(T)24356 57434 y FD(D)p Fx(\()91 b FD(p)p Ft(jj)p FD(q)p Fx(\))266 b(=)i FD(D)p Fx(\()91 b FD(p)p Ft(jj)g FD(p)33041 57616 y Fz(T)33698 57434 y Fx(\))19868 60125 y(=)836 b FD(I)62 b Fx(\()p FD(x)23122 60307 y FM(1)23619 60125 y FC(;)135 b(:)g(:)g(:)129 b(;)135 b FD(x)26511 60307 y Fz(m)27204 60125 y Fx(\))168 b Ft(\000)29324 60384 y Fn(\345)28416 61438 y Fw(\()p Fz(u)p Fy(;)p Fz(v)p Fw(\))p Fv(2)p Fu(E)31612 60125 y FD(I)62 b Fx(\()p FD(x)33087 60307 y Fz(u)33584 60125 y FC(;)135 b FD(x)34594 60307 y Fz(v)35041 60125 y Fx(\))p FC(:)12738 b FF(\(6\))2000 65410 y FK(Pr)-22 b(oof)734 b FF(Let)367 b FD(q)h FF(be)f(a)g(distrib) -24 b(ution)367 b(in)g Fs(D)19270 64970 y Fz(T)19929 65410 y FF(,)383 b(that)368 b(is)e(such)i(that)f FD(q)p Fx(\()p FD(x)t Fx(\))303 b(=)32391 65499 y FE(\325)33389 65669 y Fw(\()p Fz(u)p Fy(;)p Fz(v)p Fw(\))p Fv(2)p Fu(E)37217 64813 y Fz(q)p Fw(\()p Fz(x)38397 64946 y Fl(u)38784 64813 y Fy(;)p Fz(x)39423 64946 y Fl(v)39773 64813 y Fw(\))p 36775 65131 3784 49 v 36775 65844 a Fz(q)p Fw(\()p Fz(x)37955 65977 y Fl(u)38342 65844 y Fw(\))p Fz(q)p Fw(\()p Fz(x)39866 65977 y Fl(v)40215 65844 y Fw(\))40826 65499 y FE(\325)41824 65697 y Fz(u)p Fv(2)p Fu(V)43852 65410 y FD(q)p Fx(\()p FD(x)45467 65592 y Fz(u)45965 65410 y Fx(\))p FF(.)568 b(Since)2000 67085 y(the)300 b(density)f(of)g FD(q)p Fx(\()p FD(x)t Fx(\))g FF(is)g(a)g(product)h (of)f(functions)g(of)h(pairs)f(of)g(v)-30 b(ariables)299 b(link)-12 b(ed)300 b(by)f(an)h(edge)g(and)g(of)g(functions)2000 68590 y(of)d(single)g(v)-30 b(ariables,)298 b(and)f(since)388 b FD(p)p Fx(\()p FD(x)t Fx(\))296 b FF(and)388 b FD(p)21503 68772 y Fz(T)22163 68590 y Fx(\()p FD(x)t Fx(\))296 b FF(ha)-24 b(v)-18 b(e)297 b(the)g(same)g(mar)-22 b(ginal)298 b(distrib)-24 b(utions)296 b(on)h(the)g(cliques)g(of)2000 70096 y(the)344 b(tree,)353 b(we)344 b(ha)-24 b(v)-18 b(e)343 b FD(E)11451 70335 y Fz(p)p Fw(\()p Fz(x)s Fw(\))13167 70096 y FF(log)135 b FD(q)p Fx(\()p FD(x)t Fx(\))290 b(=)h FD(E)19272 70335 y Fz(p)19715 70468 y Fl(T)20223 70335 y Fw(\()p Fz(x)s Fw(\))21496 70096 y FF(log)135 b FD(q)p Fx(\()p FD(x)t Fx(\))p FF(.)495 b(Applied)344 b(to)435 b FD(p)32301 70278 y Fz(T)33304 70096 y FF(\(which)344 b(f)-12 b(actorizes)342 b(according)i(to)f FD(T)154 b FF(\),)24893 73417 y FJ(1211)p eop %%Page: 1212 8 1212 7 bop 21244 -2672 a FJ(B)22 b FM(A)f(C)54 b(H)330 b(A)56 b(N)g(D)330 b FJ(J)56 b FM(O)g(R)e(D)21 b(A)56 b(N)2000 3313 y FF(we)303 b(get)h FD(E)6308 3553 y Fz(p)p Fw(\()p Fz(x)s Fw(\))8023 3313 y FF(log)226 b FD(p)10404 3495 y Fz(T)11064 3313 y Fx(\()p FD(x)t Fx(\))268 b(=)g FD(E)14834 3553 y Fz(p)15277 3686 y Fl(T)15786 3553 y Fw(\()p Fz(x)s Fw(\))17059 3313 y FF(log)226 b FD(p)19440 3495 y Fz(T)20100 3313 y Fx(\()p FD(x)t Fx(\))p FF(.)374 b(W)-97 b(e)304 b(thus)e(ha)-24 b(v)-18 b(e:)4977 6229 y FD(D)p Fx(\()91 b FD(p)p Fx(\()p FD(x)t Fx(\))p Ft(jj)p FD(q)p Fx(\()p FD(x)t Fx(\)\))1100 b(=)1106 b FD(E)15695 6469 y Fz(p)p Fw(\()p Fz(x)s Fw(\))17410 6229 y FF(log)226 b FD(p)p Fx(\()p FD(x)t Fx(\))168 b Ft(\000)g FD(E)23361 6469 y Fz(p)p Fw(\()p Fz(x)s Fw(\))25075 6229 y FF(log)135 b FD(q)p Fx(\()p FD(x)t Fx(\))12839 8067 y(=)1106 b FD(E)15695 8306 y Fz(p)p Fw(\()p Fz(x)s Fw(\))17410 8067 y FF(log)226 b FD(p)p Fx(\()p FD(x)t Fx(\))168 b Ft(\000)g FD(E)23361 8306 y Fz(p)23804 8439 y Fl(T)24311 8306 y Fw(\()p Fz(x)s Fw(\))25584 8067 y FF(log)135 b FD(q)p Fx(\()p FD(x)t Fx(\))12839 9905 y(=)1106 b FD(E)15695 10144 y Fz(p)p Fw(\()p Fz(x)s Fw(\))17410 9905 y FF(log)226 b FD(p)p Fx(\()p FD(x)t Fx(\))168 b Ft(\000)g FD(E)23361 10144 y Fz(p)23804 10277 y Fl(T)24311 10144 y Fw(\()p Fz(x)s Fw(\))25584 9905 y FF(log)226 b FD(p)27965 10087 y Fz(T)28625 9905 y Fx(\()p FD(x)t Fx(\))168 b(+)g FD(E)32195 10144 y Fz(p)32638 10277 y Fl(T)33144 10144 y Fw(\()p Fz(x)s Fw(\))34417 9905 y FF(log)226 b FD(p)36798 10087 y Fz(T)37458 9905 y Fx(\()p FD(x)t Fx(\))168 b Ft(\000)g FD(E)41028 10144 y Fz(p)41471 10277 y Fl(T)41978 10144 y Fw(\()p Fz(x)s Fw(\))43251 9905 y FF(log)135 b FD(q)p Fx(\()p FD(x)t Fx(\))12839 11742 y(=)1106 b FD(E)15695 11982 y Fz(p)p Fw(\()p Fz(x)s Fw(\))17410 11742 y FF(log)226 b FD(p)p Fx(\()p FD(x)t Fx(\))168 b Ft(\000)g FD(E)23361 11982 y Fz(p)p Fw(\()p Fz(x)s Fw(\))25075 11742 y FF(log)226 b FD(p)27456 11924 y Fz(T)28116 11742 y Fx(\()p FD(x)t Fx(\))168 b(+)g FD(E)31686 11982 y Fz(p)32129 12115 y Fl(T)32635 11982 y Fw(\()p Fz(x)s Fw(\))33908 11742 y FF(log)226 b FD(p)36289 11924 y Fz(T)36949 11742 y Fx(\()p FD(x)t Fx(\))168 b Ft(\000)g FD(E)40519 11982 y Fz(p)40962 12115 y Fl(T)41469 11982 y Fw(\()p Fz(x)s Fw(\))42742 11742 y FF(log)135 b FD(q)p Fx(\()p FD(x)t Fx(\))12839 13580 y(=)1106 b FD(D)p Fx(\()91 b FD(p)p Fx(\()p FD(x)t Fx(\))p Ft(jj)g FD(p)19786 13762 y Fz(T)20441 13580 y Fx(\()p FD(x)t Fx(\)\))168 b(+)g FD(D)p Fx(\()91 b FD(p)25718 13762 y Fz(T)26375 13580 y Fx(\()p FD(x)t Fx(\))p Ft(jj)p FD(q)p Fx(\()p FD(x)t Fx(\)\))p FC(;)2000 16496 y FF(which)381 b(pro)-18 b(v)g(es)380 b(the)h(Pythagorean)g(identity;)419 b(this)381 b(in)f(turn)h(implies)f(that)h(the)g(distrib)-24 b(ution)379 b(in)i Fs(D)43798 16056 y Fz(T)44838 16496 y FF(with)f(mini-)2000 18001 y(mum)330 b(KL)g(di)-30 b(v)-18 b(er)c(gence)330 b(is)f(indeed)422 b FD(p)17742 18183 y Fz(T)18402 18001 y FF(.)457 b(W)-97 b(e)330 b(can)h(no)-30 b(w)330 b(compute)g FD(D)p Fx(\()91 b FD(p)p Ft(jj)g FD(p)33395 18183 y Fz(T)34052 18001 y Fx(\))329 b FF(as)h(follo)-30 b(ws)329 b(\(entrop)-12 b(y)329 b(and)i(mutual)2000 19507 y(information)303 b(terms)f(are)h(computed)g(using)g(the)g(distrib)-24 b(ution)393 b FD(p)p Fx(\()p FD(x)t Fx(\))p FF(\):)6788 22423 y FD(D)p Fx(\()91 b FD(p)p Fx(\()p FD(x)t Fx(\))p Ft(jj)g FD(p)11686 22605 y Fz(T)12341 22423 y Fx(\()p FD(x)t Fx(\)\))1105 b(=)g FD(E)18256 22662 y Fz(p)p Fw(\()p Fz(x)s Fw(\))19972 22423 y FF(log)226 b FD(p)p Fx(\()p FD(x)t Fx(\))168 b Ft(\000)g FD(E)25923 22662 y Fz(p)p Fw(\()p Fz(x)s Fw(\))27637 22423 y FF(log)225 b FD(p)30017 22605 y Fz(T)30678 22423 y Fx(\()p FD(x)t Fx(\))15401 25056 y(=)1105 b Ft(\000)p FD(H)85 b Fx(\()p FD(x)t Fx(\))168 b Ft(\000)23022 25315 y Fn(\345)22115 26369 y Fw(\()p Fz(u)p Fy(;)p Fz(v)p Fw(\))p Fv(2)p Fu(E)25310 25056 y FD(E)26117 25295 y Fz(p)p Fw(\()p Fz(x)s Fw(\))27833 25056 y FF(log)30324 24235 y FD(p)p Fx(\()p FD(x)31939 24417 y Fz(u)32436 24235 y FC(;)135 b FD(x)33446 24417 y Fz(v)33894 24235 y Fx(\))p 29649 24777 5299 49 v 29740 25887 a FD(p)p Fx(\()p FD(x)31355 26069 y Fz(u)31853 25887 y Fx(\))91 b FD(p)p Fx(\()p FD(x)34030 26069 y Fz(v)34477 25887 y Fx(\))35249 25056 y Ft(\000)36656 25315 y Fn(\345)36360 26417 y Fz(u)p Fv(2)p Fu(V)38332 25056 y FD(E)39139 25295 y Fz(p)p Fw(\()p Fz(x)s Fw(\))40855 25056 y FF(log)225 b FD(p)p Fx(\()p FD(x)44244 25238 y Fz(u)44742 25056 y Fx(\))15401 28207 y(=)1105 b Ft(\000)p FD(H)85 b Fx(\()p FD(x)t Fx(\))168 b Ft(\000)23022 28466 y Fn(\345)22115 29521 y Fw(\()p Fz(u)p Fy(;)p Fz(v)p Fw(\))p Fv(2)p Fu(E)25310 28207 y FD(I)62 b Fx(\()p FD(x)26785 28389 y Fz(u)27282 28207 y FC(;)135 b FD(x)28292 28389 y Fz(v)28739 28207 y Fx(\))168 b(+)30785 28466 y Fn(\345)30489 29568 y Fz(u)p Fv(2)p Fu(V)32461 28207 y FD(H)85 b Fx(\()p FD(x)34430 28389 y Fz(u)34928 28207 y Fx(\))15401 31359 y(=)1105 b FD(I)62 b Fx(\()p FD(x)18924 31541 y FM(1)19421 31359 y FC(;)135 b(:)g(:)g(:)129 b(;)135 b FD(x)22313 31541 y Fz(m)23006 31359 y Fx(\))168 b Ft(\000)25665 31617 y Fn(\345)24756 32672 y Fw(\()p Fz(u)p Fy(;)p Fz(v)p Fw(\))p Fv(2)p Fu(E)27953 31359 y FD(I)62 b Fx(\()p FD(x)29428 31541 y Fz(u)29925 31359 y FC(;)135 b FD(x)30935 31541 y Fz(v)31382 31359 y Fx(\))p 49182 35354 819 819 v 3882 39059 a FF(W)-97 b(e)324 b(refer)f(to)h FD(I)10135 38619 y Fz(T)10794 39059 y Fx(\()p FD(x)t Fx(\))e FF(in)i(Equation)f(\(6\))g (as)h(the)g FD(T)153 b(-mutual)324 b(information)p FF(:)417 b(it)323 b(is)g(the)h(minimum)g(possible)f(loss)2000 40564 y(of)418 b(information)f(when)h(encoding)h(the)f(distrib)-24 b(ution)508 b FD(p)p Fx(\()p FD(x)t Fx(\))416 b FF(with)i(a)g(distrib) -24 b(ution)417 b(that)h(f)-12 b(actorizes)418 b(in)g FD(T)154 b FF(.)720 b(It)418 b(is)2000 42070 y(equal)f(to)g(zero)f(if)g (and)h(only)g(if)507 b FD(p)417 b FF(does)f(f)-12 b(actorize)417 b(according)f(to)h FD(T)154 b FF(.)716 b(Such)417 b(a)g(quantity)g(can) g(be)g(de\002ned)g(for)2000 43575 y(an)-18 b(y)428 b(directed)f(or)h (undirected)g(graphical)f(model)h(and)g(can)g(be)g(computed)g(in)g (closed)f(form)g(for)g(all)h(directed)2000 45081 y(graphical)357 b(models)f(and)h(all)f(decomposable)h(undirected)g(graphical)f(models)g (\(Da)-18 b(wid)357 b(and)g(Lauritzen,)f(1993,)2000 46586 y(Friedman)303 b(and)g(Goldszmidt,)g(1998\).)3882 48156 y(In)373 b(order)g(to)g(\002nd)h(the)g(best)f(tree)g FD(T)154 b FF(,)391 b(we)374 b(need)g(to)f(minimize)h FD(I)30849 47716 y Fz(T)31509 48156 y Fx(\()p FD(x)t Fx(\))d FF(in)j(Equation)f(\(6\))g(with)h(respect)f(to)g FD(T)154 b FF(.)2000 49662 y(W)-48 b(ithout)352 b(an)-18 b(y)353 b(restriction)e(on)i FD(T)154 b FF(,)364 b(since)353 b(all)f(mutual)h(information)f(terms)f(are)i(nonne)-18 b(g)-6 b(ati)-30 b(v)-18 b(e,)364 b(the)353 b(minimum)g(is)2000 51167 y(attained)332 b(at)f(a)g(spanning)g(tree)g(and)h(thus)e(the)i (minimization)f(is)g(equi)-30 b(v)g(alent)331 b(to)g(a)g(maximum)h (weight)f(spanning)2000 52673 y(tree)234 b(problem)g(with)g(\(nonne)-18 b(g)-6 b(ati)-30 b(v)-18 b(e\))233 b(weights)h FD(I)62 b Fx(\()p FD(x)23087 52855 y Fz(u)23584 52673 y FC(;)135 b FD(x)24594 52855 y Fz(v)25041 52673 y Fx(\))p FF(,)247 b(which)234 b(can)h(be)f(solv)-18 b(ed)234 b(in)f(polynomial)i(time)f (by)g(greedy)2000 54178 y(algorithms)302 b(\(see)h(ne)-18 b(xt)303 b(section)g(and)g(Cormen)h(et)f(al.,)g(1989\).)2000 57348 y FK(3.3)606 b(Prior)303 b(Distrib)-24 b(utions)301 b(on)i(T)-90 b(r)-22 b(ees)2000 59557 y FF(In)317 b(order)g(to)h(allo) -30 b(w)317 b(non-spanning)g(trees)g(in)h(our)f(model,)k(we)d(include)g (a)g(prior)e(term)i FD(w)p Fx(\()p FD(T)153 b Fx(\))277 b(=)f FF(log)226 b FD(p)p Fx(\()p FD(T)153 b Fx(\))317 b FF(where)2091 61063 y FD(p)p Fx(\()p FD(T)153 b Fx(\))266 b FF(is)f(a)i(prior)e(probability)i(on)f(the)g(forest)g FD(T)420 b FF(which)266 b(penalizes)h(dense)f(forests.)362 b(In)266 b(order)g(to)g(be)h(able)f(to)h(\002nd)f(a)2000 62568 y(global)294 b(minimum)f(of)g FD(I)12101 62128 y Fz(T)12761 62568 y Fx(\()p FD(x)t Fx(\))159 b Ft(\000)g FD(w)p Fx(\()p FD(T)151 b Fx(\))293 b FF(using)g(greedy)g(algorithms,)i (we)f(restrict)e(the)i(penalty)g FD(w)p Fx(\()p FD(T)153 b Fx(\))293 b FF(to)g(be)h(of)f(the)2000 64074 y(form)350 b FD(w)p Fx(\()p FD(T)153 b Fx(\))296 b(=)8817 64163 y FE(\345)9681 64334 y Fw(\()p Fz(u)p Fy(;)p Fz(v)p Fw(\))p Fv(2)p Fu(E)12934 64074 y FD(w)13742 63634 y FM(0)13742 64373 y Fz(uv)14820 64074 y Fx(+)368 b FD(f)177 b Fx(\()p FF(#)p Fx(\()p FD(T)151 b Fx(\)\))p FF(,)361 b(where)351 b FD(w)24744 63634 y FM(0)24744 64373 y Fz(uv)25986 64074 y FF(is)f(a)h(\002x)-18 b(ed)350 b(set)h(of)f(weights,)544 b FD(f)527 b FF(is)350 b(a)h(conca)-24 b(v)-18 b(e)351 b(function,)2000 65579 y(and)412 b(#)p Fx(\()p FD(T)153 b Fx(\))411 b FF(is)g(the)h(number)g(of)f(edges)h(in)f FD(T)154 b FF(.)702 b(W)-97 b(e)412 b(use)f(the)h(algorithm)f(outlined) h(in)g(Figure)f(2,)439 b(with)412 b(weights)2000 67085 y FD(w)2808 67267 y Fz(uv)3980 67085 y Fx(=)280 b FD(I)62 b Fx(\()p FD(x)6678 67267 y Fz(u)7175 67085 y FC(;)135 b FD(x)8185 67267 y Fz(v)8632 67085 y Fx(\))176 b(+)g FD(w)11206 66645 y FM(0)11206 67384 y Fz(uv)12096 67085 y FF(:)416 b(starting)322 b(from)h(the)h(empty)f(graph,)329 b(while)323 b(it)g(is)g(possible,)328 b(incrementally)323 b(pick)h(a)g(safe)2000 68590 y(edge)258 b(\(i.e.,)266 b(one)258 b(that)f(does)g(not)h(create)g(a)f(c)-18 b(ycle\))257 b(such)h(that)f(the)h(g)-6 b(ain)257 b(is)g(maximal)h(and)f(positi)-30 b(v)-18 b(e.)360 b(The)257 b(follo)-30 b(wing)2000 70096 y(proposition)302 b(sho)-30 b(ws)302 b(that)i(we)f(obtain)g(the)g (global)h(maximum:)24893 73417 y FJ(1212)p eop %%Page: 1213 9 1213 8 bop 10897 -2672 a FJ(B)56 b FM(E)g(Y)29 b(O)56 b(N)g(D)327 b FJ(I)56 b FM(N)g(D)g(E)g(P)g(E)g(N)g(D)g(E)g(N)g(T)320 b FJ(C)56 b FM(O)g(M)g(P)g(O)g(N)g(E)g(N)g(T)g(S)g FJ(:)389 b(T)56 b FM(R)e(E)i(E)g(S)328 b(A)56 b(N)g(D)330 b FJ(C)56 b FM(L)g(U)g(S)g(T)g(E)g(R)e(S)p 10933 2140 30135 45 v 11597 3194 a FK(Input)p FF(:)374 b(weights)303 b Ft(f)p FD(w)20694 3376 y Fz(uv)21586 3194 y FC(;)135 b FD(u)p FC(;)g FD(v)267 b Ft(2)h Fs(V)231 b Ft(g)p FF(,)303 b(conca)-24 b(v)-18 b(e)304 b(function)485 b FD(f)177 b Fx(\()-30 b FD(t)82 b Fx(\))11597 5753 y FK(Algorithm)p FF(:)13475 7259 y(1.)375 b(Initialization:)h Fs(E)389 b Fx(=)269 b FB(?)p FF(,)j FD(t)352 b Fx(=)268 b FF(0)21667 8764 y Fs(A)372 b Fx(=)269 b Fs(V)399 b Ft(\002)168 b Fs(V)13475 9923 y FF(2.)375 b(While)304 b Fs(A)372 b Ft(6)p Fx(=)268 b FB(?)15049 11429 y FF(a.)376 b(Find)303 b FD(w)19600 11611 y Fz(u)20043 11745 y Ff(0)20431 11611 y Fz(v)20824 11745 y Ff(0)21536 11429 y Fx(=)269 b FF(max)24835 11668 y Fw(\()p Fz(u)p Fy(;)p Fz(v)p Fw(\))p Fv(2)p Fu(A)28076 11429 y FD(w)28884 11611 y Fz(uv)15049 12943 y FF(b)-48 b(.)376 b(If)302 b FD(w)18204 13125 y Fz(u)18647 13259 y Ff(0)19035 13125 y Fz(v)19428 13259 y Ff(0)20039 12943 y Fx(+)350 b FD(f)177 b Fx(\()-30 b FD(t)249 b Fx(+)168 b FF(1)p Fx(\))g Ft(\000)350 b FD(f)177 b Fx(\()-30 b FD(t)82 b Fx(\))265 b FC(>)k FF(0)18394 14449 y Fs(E)389 b Ft( )270 b Fs(E)288 b Ft([)168 b Fx(\()p FD(u)24296 14631 y FM(0)24793 14449 y FC(;)135 b FD(v)25803 14631 y FM(0)26300 14449 y Fx(\))o FC(;)1315 b FD(t)352 b Ft( )239 b FD(t)251 b Fx(+)168 b FF(1)18394 15954 y Fs(A)372 b Ft( )270 b(f)p FD(e)f Ft(2)g Fs(A)104 b FC(;)135 b Fs(E)285 b Ft([)168 b(f)p FD(e)p Ft(g)303 b FF(has)g(no)g(c)-18 b(ycles)p Ft(g)16286 17219 y FF(else)303 b Fs(A)372 b Fx(=)268 b FB(?)11597 19778 y FK(Output)p FF(:)375 b(maximum)303 b(weight)g(forest)f FD(T)154 b Fx(\()p Fs(V)230 b FC(;)135 b Fs(E)121 b Fx(\))p 10933 20274 V 9299 22319 a FF(Figure)303 b(2:)376 b(Greedy)303 b(algorithm)g(for)f(the)h(maximum)h(weight)f (forest)f(problem.)2000 27366 y FK(Pr)-22 b(oposition)302 b(2)606 b FD(If)297 b(J)57 b Fx(\()p FD(T)153 b Fx(\))296 b FD(has)h(the)g(form)g(J)57 b Fx(\()p FD(T)153 b Fx(\))263 b(=)23364 27455 y FE(\345)24228 27627 y Fw(\()p Fz(u)p Fy(;)p Fz(v)p Fw(\))p Fv(2)p Fu(E)27481 27366 y FD(w)28289 27548 y Fz(uv)29344 27366 y Fx(+)345 b FD(f)177 b Fx(\()p FF(#)p Fx(\()p FD(T)151 b Fx(\)\))295 b FD(wher)-45 b(e)298 b Ft(f)p FD(w)39385 27548 y Fz(uv)40277 27366 y FC(;)135 b FD(u)p FC(;)g FD(v)261 b Ft(2)i Fs(V)231 b Ft(g)297 b FD(is)f(a)i(\002xed)2000 28872 y(set)330 b(of)h(weights,)337 b(and)513 b(f)507 b(is)330 b(a)h(concave)g(function,)338 b(then)330 b(the)h(gr)-45 b(eedy)331 b(algorithm)f(outlined)h(in)f(F) -55 b(igur)-45 b(e)331 b(2)f(outputs)2000 30377 y(the)303 b(global)g(maximum)h(of)f(J)57 b Fx(\()p FD(T)153 b Fx(\))303 b FD(o)-12 b(ver)303 b(all)g(for)-45 b(ests.)3882 33274 y FF(The)452 b(magnitude)g(of)g(the)h(weights)e FD(w)p Fx(\()p FD(T)154 b Fx(\))451 b FF(pro)-18 b(vides)452 b(a)g(w)-12 b(ay)453 b(to)f(control)g(the)g(de)-18 b(gree)452 b(of)g(sparsity)f(of)h(the)2000 34780 y(resulting)351 b(tree:)472 b(if)351 b(the)h(weights)f FD(w)17075 34340 y FM(0)17075 35079 y Fz(uv)18318 34780 y FF(are)g(ne)-18 b(g)-6 b(ati)-30 b(v)-18 b(e)352 b(and)f(ha)-24 b(v)-18 b(e)352 b(lar)-22 b(ge)351 b(magnitude,)364 b(then)352 b(additional)g(edges)f(are)2000 36285 y(hea)-24 b(vily)367 b(penalized)g(and)f(the)h(tree)f(will)g(tend)h(to)f(ha)-24 b(v)-18 b(e)367 b(a)f(small)g(number)g(of)h(edges.)565 b(W)-97 b(e)367 b(can)g(set)f(the)g(weights)2000 37791 y(by)303 b(casting)f(the)h(problem)g(of)f(\002nding)h(the)f(best)h (forest)e(as)i(a)f(model)h(selection)g(problem)f(for)g(graphical)h (models)2000 39296 y(and)429 b(use)g(classical)f(model)h(selection)g (criteria,)460 b(such)429 b(as)g(the)g(Akaik)-12 b(e)429 b(information)f(criterion)h(\(AIC\))f(or)h(the)2000 40802 y(Bayesian)278 b(information)e(criterion)h(\(BIC\))g(\(Heck)-12 b(erman)278 b(et)f(al.,)g(1995,)h(Hastie)f(et)g(al.,)h(2001,)f(Bach)h (and)f(Jordan,)2000 42307 y(2003\).)376 b(In)302 b(simulations,)h(we)g (used)g(a)g(constant)g(ne)-18 b(g)-6 b(ati)-30 b(v)-18 b(e)303 b(penalty)g(for)g(each)g(edge.)2000 45425 y FK(3.4)606 b(TCA)304 b(Model)2000 47583 y FF(In)349 b(TCA,)g(we)g(wish)g(to)g (model)g(the)h(v)-30 b(ariable)349 b FD(x)j FF(using)d(the)g(model)h FD(x)298 b Fx(=)c FD(As)p FF(,)360 b(where)349 b FD(A)g FF(is)f(an)h(in)-48 b(v)-18 b(ertible)349 b(mixing)2000 49089 y(matrix)276 b(and)g FD(s)g FF(f)-12 b(actorizes)275 b(in)h(a)h(tree)f FD(T)153 b FF(.)367 b(Letting)215 b FD(W)394 b Fx(=)243 b FD(A)25862 48649 y Fv(\000)p FM(1)27048 49089 y FF(,)281 b(we)c(let)f Fs(D)31812 48649 y Fz(W)28 b Fy(;)p Fz(T)33757 49089 y FF(denote)277 b(the)f(set)g(of)f(all)i (such)e(distrib)-24 b(u-)2000 50594 y(tions.)516 b(The)350 b(KL)g(di)-30 b(v)-18 b(er)c(gence)350 b(is)g(in)-48 b(v)-30 b(ariant)349 b(by)h(in)-48 b(v)-18 b(ertible)350 b(transformation)f(of)g(its)h(ar)-22 b(guments,)362 b(so)349 b(Theorem)h(1)2000 52100 y(can)303 b(be)h(easily)f(e)-18 b(xtended:)2000 54665 y FK(Theor)c(em)304 b(3)606 b FD(If)310 b(x)315 b(has)310 b(distrib)-24 b(ution)400 b(p)p Fx(\()p FD(x)t Fx(\))p FD(,)311 b(then)g(the)f(minimum)h(KL)g(diver)-45 b(g)-12 b(ence)312 b(between)402 b(p)p Fx(\()p FD(x)t Fx(\))309 b FD(and)i(a)f(distri-)2000 56170 y(b)-24 b(ution)303 b(q)p Fx(\()p FD(x)t Fx(\))268 b Ft(2)g Fs(D)9813 55730 y Fz(W)28 b Fy(;)p Fz(T)11786 56170 y FD(is)302 b(equal)h(to)g(the)h(T) 153 b(-mutual)303 b(information)g(of)g(s)269 b Fx(=)207 b FD(W)149 b(x)t(,)303 b(that)g(is:)15174 58932 y(J)57 b Fx(\()p FD(x)t FC(;)74 b FD(W)37 b FC(;)135 b FD(T)150 b Fx(\))837 b(=)1408 b FF(min)22624 59821 y Fz(q)p Fv(2)p Fu(D)24388 59565 y Fl(W)21 b Fk(;)p Fl(T)25788 58932 y FD(D)p Fx(\()91 b FD(p)p Ft(jj)p FD(q)p Fx(\))265 b(=)j FD(I)31524 58431 y Fz(T)32184 58932 y Fx(\()p FD(s)p Fx(\))14989 b FF(\(7\))20844 61623 y Fx(=)837 b FD(I)62 b Fx(\()p FD(s)24033 61805 y FM(1)24529 61623 y FC(;)135 b(:)g(:)g(:)129 b(;)135 b FD(s)27355 61805 y Fz(m)28047 61623 y Fx(\))168 b Ft(\000)30167 61881 y Fn(\345)29259 62936 y Fw(\()p Fz(u)p Fy(;)p Fz(v)p Fw(\))p Fv(2)p Fu(E)32455 61623 y FD(I)62 b Fx(\()p FD(s)33864 61805 y Fz(u)34360 61623 y FC(;)135 b FD(s)35304 61805 y Fz(v)35751 61623 y Fx(\))p FC(:)12028 b FF(\(8\))2000 65567 y(Therefore,)298 b(in)f(the)h(semiparametric)f(TCA)g(approach,)i(we)f(wish)f(to)g (minimize)h FD(J)57 b Fx(\()p FD(x)t FC(;)74 b FD(W)37 b FC(;)135 b FD(T)150 b Fx(\))297 b FF(with)g(respect)g(to)237 b FD(W)2000 67072 y FF(and)303 b FD(T)154 b FF(.)3882 68590 y(As)406 b(in)g(ICA,)g(we)h(do)f(not)g(kno)-30 b(w)406 b(the)h(density)496 b FD(p)p Fx(\()p FD(x)t Fx(\))405 b FF(and)h(the)h(estimation)f(criteria)f(must)h(be)g(replaced)h(by)2000 70096 y(empirical)289 b(contrast)f(functions.)370 b(In)288 b(the)h(TCA)g(setting,)i(it)e(is)f(important)g(that)h(we)g(maintain)g (a)f(link)h(with)g(mutual)24893 73417 y FJ(1213)p eop %%Page: 1214 10 1214 9 bop 21244 -2672 a FJ(B)22 b FM(A)f(C)54 b(H)330 b(A)56 b(N)g(D)330 b FJ(J)56 b FM(O)g(R)e(D)21 b(A)56 b(N)2000 3313 y FF(information:)345 b(indeed)244 b(the)f(interplay)f (between)i(the)f(2-fold)f(and)i FD(m)p FF(-fold)e(mutual)h(information) f(terms)h(is)f(crucial,)2000 4819 y(making)295 b(it)f(possible)g(to)h (a)-24 b(v)g(oid)294 b(o)-18 b(v)g(ercounting)295 b(or)f(undercounting) h(the)g(pairwise)f(dependencies.)374 b(The)294 b(contrast)2000 6324 y(functions)364 b(that)g(we)g(propose)g(thus)g(ha)-24 b(v)-18 b(e)364 b(such)g(a)g(link\227our)g(\002rst)f(tw)-12 b(o)364 b(contrast)g(function)g(approximates)g(the)2000 7830 y(mutual)358 b(information)f(terms)g(directly)-79 b(,)371 b(and)358 b(our)g(third)f(proposed)g(contrast)g(function)h(has) f(an)h(indirect)f(link)h(to)2000 9335 y(mutual)336 b(information.)472 b(Before)336 b(describing)f(these)g(three)g(contrast)g(functions,)343 b(we)336 b(turn)f(to)h(the)f(description)g(of)2000 10841 y(the)303 b(main)g(properties)g(of)f(the)i(TCA)f(model.)2000 14311 y FG(4.)465 b(Pr)-24 b(operties)331 b(of)i(the)f(TCA)g(Model)2000 16616 y FF(In)391 b(this)h(section)f(we)h(describe)g(some)f(properties) g(of)h(the)g(TCA)g(model,)414 b(relating)392 b(them)g(to)f(properties)g (of)h(the)2000 18122 y(simpler)302 b(ICA)i(model.)376 b(In)302 b(particular)h(we)h(focus)e(on)h(identi\002ability)g(issues)f (and)h(on)h(the)f(Gaussian)f(case.)2000 21227 y FK(4.1)606 b(Identi\002ability)302 b(Issues)2000 23372 y FF(In)327 b(the)h(ICA)g(model,)334 b(it)327 b(is)g(well)h(kno)-30 b(wn)328 b(that)f(the)h(matrix)266 b FD(W)477 b FF(can)328 b(only)g(be)g(determined)f(up)h(to)g(permutation)f(or)2000 24878 y(scaling)310 b(of)g(its)g(ro)-30 b(ws.)396 b(In)310 b(the)g(TCA)h(model,)h(we)e(ha)-24 b(v)-18 b(e)311 b(the)f(follo)-30 b(wing)310 b(set)g(of)f(indeterminacies.)398 b(Note)310 b(that)h(this)2000 26383 y(set)303 b(of)f(indeterminacies)h(is)g(only)g (necessary)g(and)g(may)g(not)g(be)h(suf)-30 b(\002cient)302 b(in)h(general.)3818 29104 y Ft(\017)606 b FK(P)-24 b(ermutation)503 b(of)h(components.)917 b FD(W)654 b FF(can)504 b(be)h(premultiplied)f (by)g(a)h(permutation)f(matrix)g(without)5030 30610 y(changing)409 b(the)f(v)-30 b(alue)408 b(of)f FD(J)57 b Fx(\()p FD(x)t FC(;)74 b FD(W)37 b FC(;)135 b FD(T)151 b Fx(\))p FF(,)433 b(as)408 b(long)g(as)g(the)g(tree)g FD(T)561 b FF(is)408 b(also)f(permuted)h(analogously)-79 b(.)691 b(This)5030 32115 y(implies)448 b(that)f(in)h(principle)f(we)h(don')-22 b(t)448 b(ha)-24 b(v)-18 b(e)448 b(to)f(consider)g(all)h(possible)f (trees,)483 b(b)-24 b(ut)448 b(just)f(equi)-30 b(v)g(alence)5030 33620 y(classes)316 b(under)g(v)-18 b(erte)g(x)316 b(permutation.)416 b(Our)316 b(empirical)h(contrast)f(functions)g(are)g(in)-48 b(v)-30 b(ariant)316 b(with)g(respect)5030 35126 y(to)303 b(that)h(in)-48 b(v)-30 b(ariance.)375 b(Therefore,)302 b(it)h(can)h(be)f(safely)-79 b(,)303 b(although)g(slightly)g(inef)-30 b(\002ciently)-79 b(,)303 b(ignored.)3818 37590 y Ft(\017)606 b FK(Scaling)298 b(of)g(the)g(components.)312 b FD(W)448 b FF(can)298 b(be)g(premultiplied)g(by)h(an)-18 b(y)298 b(in)-48 b(v)-18 b(ertible)297 b(diagonal)i(matrix.)374 b(Thus)5030 39095 y(we)304 b(can)f(restrict)f(our)h(search)g(to)g (components)g(that)g(ha)-24 b(v)-18 b(e)303 b(unit)g(v)-30 b(ariance.)3818 41560 y Ft(\017)606 b FK(Rotation)314 b(of)f(connected)h(components)f(of)h(size)f(tw)-12 b(o.)408 b FF(If)313 b(the)h(tree)g FD(T)468 b FF(is)313 b(non-spanning)g(and)i (has)e(more)5030 43065 y(than)346 b(one)g(connected)h(component,)357 b(then)346 b(for)f(each)h(component)285 b FD(C)373 b FF(of)346 b(size)f(tw)-12 b(o,)296 b FD(W)495 b FF(can)346 b(be)g(premulti-)5030 44570 y(plied)296 b(by)g(an)-18 b(y)296 b(linear)g(transform)e(that)i(lea)-24 b(v)-18 b(es)295 b(all)h(other)f(components)h(in)-48 b(v)-30 b(ariant)295 b(and)h(the)g(component)235 b FD(C)5030 46076 y FF(globally)378 b(in)-48 b(v)-30 b(ariant.)596 b(When)378 b(identifying)f(clusters)f(instead)h(of)f(forests,)394 b(then,)i(as)376 b(sho)-30 b(wn)377 b(by)g(Cardoso)5030 47581 y(\(1998\),)360 b(the)349 b(demixing)g(matrix)f(is)g (identi\002able)h(only)g(up)g(to)f(the)440 b FD(p)349 b FF(subspaces)f(spanned)g(by)h(the)g(set)f(of)5030 49087 y(ro)-30 b(ws)350 b(corresponding)h(to)g(each)h(of)f(the)442 b FD(p)351 b FF(components.)520 b(Ho)-30 b(we)g(v)-18 b(er)-48 b(,)363 b(this)350 b(does)h(not)g(hold)h(in)f(general)g(in) 5030 50592 y(the)343 b(tree-structured)f(case)g(which)h(imposes)f (further)g(constraints)g(for)g(connected)h(components)g(of)f(size)5030 52098 y(lar)-22 b(ger)331 b(than)h(three.)460 b(This)330 b(in)-48 b(v)-30 b(ariance)331 b(is)f(a)i(special)f(case)g(of)g(the)g (leaf)g(mixing)h(in)-48 b(v)-30 b(ariance)330 b(that)i(we)f(no)-30 b(w)5030 53603 y(present.)3818 56067 y Ft(\017)606 b FK(Mixing)461 b(of)f(a)h(leaf)f(node)h(with)f(its)f(par)-22 b(ent.)848 b FF(F)-18 b(or)460 b(a)h(gi)-30 b(v)-18 b(en)460 b(tree)h(structure)e FD(T)154 b FF(,)500 b(and)461 b(a)g(leaf)f(node)h FD(c)p FF(,)5030 57573 y(adding)445 b(a)g(multiple)g(of)f(the)h(v)-30 b(alue)445 b(of)f(its)g(parent)536 b FD(p)444 b FF(to)h(the)g(v)-30 b(alue)444 b(of)h(the)g(leaf)f(will)h(not)f(change)i(the)5030 59078 y(goodness)244 b(of)g(\002t)h(of)f(the)g(tree)h FD(T)398 b FF(\(see)244 b(Figure)g(3\).)356 b(Indeed,)257 b(a)244 b(leaf)h(node)f(is)g(only)h(present)f(in)g(the)h(lik)-12 b(elihood)5030 60584 y(through)447 b(the)g(conditional)h(probability) 538 b FD(p)p Fx(\()p FD(s)24485 60766 y Fz(c)24932 60584 y Ft(j)p FD(s)25807 60766 y Fz(p)26304 60584 y Fx(\))p FF(,)482 b(and)447 b(thus)g(we)g(can)g(equi)-30 b(v)g(alently)447 b(model)539 b FD(p)p Fx(\()p FD(s)47711 60766 y Fz(c)48158 60584 y Ft(j)p FD(s)49033 60766 y Fz(p)49530 60584 y Fx(\))5030 62089 y FF(or)516 b FD(p)p Fx(\()p FE(l)p FD(s)8770 62271 y Fz(c)9432 62089 y Fx(+)212 b FD(\265s)11731 62271 y Fz(p)12229 62089 y Ft(j)p FD(s)13104 62271 y Fz(p)13601 62089 y Fx(\))424 b FF(for)h(an)-18 b(y)425 b FD(\265)g FF(and)h(an)-18 b(y)425 b(non-zero)g FE(l)p FF(.)743 b(The)425 b FD(T)154 b FF(-mutual)425 b(information)g FD(I)44249 61649 y Fz(T)44908 62089 y Fx(\()p FD(s)p Fx(\))f FF(is)g(thus)5030 63595 y(in)-48 b(v)-30 b(ariant)303 b(under)g(such)f(transformations.)5030 65579 y(While)c(the)f(\002rst)f (three)h(identi\002ability)g(issues)e(are)i(easily)g(handled)g(by)h (simple)e(con)-48 b(v)-18 b(entions,)298 b(this)e(latter)5030 67085 y(indeterminac)-18 b(y)341 b(is)f(not)g(easily)h(remo)-18 b(v)g(ed)340 b(via)h(a)f(simple)g(con)-48 b(v)-18 b(ention)341 b(and)g(cannot)g(be)f(ignored)h(because)5030 68590 y(the)306 b(empirical)g(contrast)g(functions)f(that)h(we)g(de)-30 b(v)-18 b(elop)306 b(do)g(not)g(all)g(respect)g(the)g(mixing)g(in)-48 b(v)-30 b(ariance.)384 b(W)-97 b(e)5030 70096 y(could)454 b(deal)f(with)g(the)g(issue)f(by)h(\223normalizing\224)g(the)g (relation)g(between)h(a)f(leaf)g(and)g(its)f(parent,)491 b(for)24893 73417 y FJ(1214)p eop %%Page: 1215 11 1215 10 bop 10897 -2672 a FJ(B)56 b FM(E)g(Y)29 b(O)56 b(N)g(D)327 b FJ(I)56 b FM(N)g(D)g(E)g(P)g(E)g(N)g(D)g(E)g(N)g(T)320 b FJ(C)56 b FM(O)g(M)g(P)g(O)g(N)g(E)g(N)g(T)g(S)g FJ(:)389 b(T)56 b FM(R)e(E)i(E)g(S)328 b(A)56 b(N)g(D)330 b FJ(C)56 b FM(L)g(U)g(S)g(T)g(E)g(R)e(S)18767 8229 y @beginspecial 0 @llx 0 @lly 217 @urx 92 @ury 1302 @rwi @setspecial %%BeginDocument: tca_jmlr_leafmixing.eps %!PS-Adobe-2.0 EPSF-2.0 %%Title: C:\francis\figures\tca_jmlr_leafmixing.fig %%Creator: /cygdrive/c/francis/jfig/fig2dev Version 3.2 Patchlevel 3d %%CreationDate: Mon Sep 29 08:41:50 2003 %%For: Administrator@MSR-PORT3500 () %%BoundingBox: 0 0 217 92 %%Magnification: 1.0000 %%EndComments /$F2psDict 200 dict def F2psDictbeginF2psDict begin F2psDictbeginF2psDict /mtrx matrix put /col-1 {0 setgray} bind def /col0 {0.000 0.000 0.000 srgb} bind def /col1 {0.000 0.000 1.000 srgb} bind def /col2 {0.000 1.000 0.000 srgb} bind def /col3 {0.000 1.000 1.000 srgb} bind def /col4 {1.000 0.000 0.000 srgb} bind def /col5 {1.000 0.000 1.000 srgb} bind def /col6 {1.000 1.000 0.000 srgb} bind def /col7 {1.000 1.000 1.000 srgb} bind def /col8 {0.000 0.000 0.560 srgb} bind def /col9 {0.000 0.000 0.690 srgb} bind def /col10 {0.000 0.000 0.820 srgb} bind def /col11 {0.530 0.810 1.000 srgb} bind def /col12 {0.000 0.560 0.000 srgb} bind def /col13 {0.000 0.690 0.000 srgb} bind def /col14 {0.000 0.820 0.000 srgb} bind def /col15 {0.000 0.560 0.560 srgb} bind def /col16 {0.000 0.690 0.690 srgb} bind def /col17 {0.000 0.820 0.820 srgb} bind def /col18 {0.560 0.000 0.000 srgb} bind def /col19 {0.690 0.000 0.000 srgb} bind def /col20 {0.820 0.000 0.000 srgb} bind def /col21 {0.560 0.000 0.560 srgb} bind def /col22 {0.690 0.000 0.690 srgb} bind def /col23 {0.820 0.000 0.820 srgb} bind def /col24 {0.500 0.190 0.000 srgb} bind def /col25 {0.630 0.250 0.000 srgb} bind def /col26 {0.750 0.380 0.000 srgb} bind def /col27 {1.000 0.500 0.500 srgb} bind def /col28 {1.000 0.630 0.630 srgb} bind def /col29 {1.000 0.750 0.750 srgb} bind def /col30 {1.000 0.880 0.880 srgb} bind def /col31 {1.000 0.840 0.000 srgb} bind def end save newpath 0 92 moveto 0 0 lineto 217 0 lineto 217 92 lineto closepath clip newpath -141.2 187.5 translate 1 -1 scale /cp {closepath} bind def /ef {eofill} bind def /gr {grestore} bind def /gs {gsave} bind def /sa {save} bind def /rs {restore} bind def /l {lineto} bind def /m {moveto} bind def /rm {rmoveto} bind def /n {newpath} bind def /s {stroke} bind def /sh {show} bind def /slc {setlinecap} bind def /slj {setlinejoin} bind def /slw {setlinewidth} bind def /srgb {setrgbcolor} bind def /rot {rotate} bind def /sc {scale} bind def /sd {setdash} bind def /ff {findfont} bind def /sf {setfont} bind def /scf {scalefont} bind def /sw {stringwidth} bind def /tr {translate} bind def /tnt {dup dup currentrgbcolor 4 -2 roll dup 1 exch sub 3 -1 roll mul add 4 -2 roll dup 1 exch sub 3 -1 roll mul add 4 -2 roll dup 1 exch sub 3 -1 roll mul add srgb} bind def /shd {dup dup currentrgbcolor 4 -2 roll mul 4 -2 roll mul 4 -2 roll mul srgb} bind def /DrawEllipse { /endangle exch def /startangle exch def /yrad exch def /xrad exch def /y exch def /x exch def /savematrix mtrx currentmatrix def x y tr xrad yrad sc 0 0 1 startangle endangle arc closepath savematrix setmatrix } def /$F2psBegin {$F2psDict begin /$F2psEnteredState save def} def /$F2psEnd {$F2psEnteredState restore end} def F2psBegin10setmiterlimit0.062990.06299scF2psBegin 10 setmiterlimit 0.06299 0.06299 sc % % Fig objects follow % % Polyline 7.500 slw n 2790 2700 m 3330 2700 l gs col0 s gr /Times-Italic ff 360.00 scf sf 5297 2773 m gs 1 -1 sc (s) col0 sh gr /Times-Italic ff 360.00 scf sf 4401 2325 m gs 1 -1 sc (s) col0 sh gr /Times-Italic ff 270.00 scf sf 4497 2381 m gs 1 -1 sc (p) col0 sh gr % Ellipse n 5400 2700 270 270 0 360 DrawEllipse gs col0 s gr % Ellipse n 5400 1800 270 270 0 360 DrawEllipse gs col0 s gr % Ellipse n 4500 2250 270 270 0 360 DrawEllipse gs col0 s gr % Ellipse n 3600 2700 270 270 0 360 DrawEllipse gs col0 s gr % Ellipse n 2520 2700 270 270 0 360 DrawEllipse gs col0 s gr % Polyline n 4729 2405 m 5153 2605 l gs col0 s gr % Polyline n 4745 2125 m 5169 1925 l gs col0 s gr % Polyline n 3833 2565 m 4257 2365 l gs col0 s gr /Times-Italic ff 270.00 scf sf 5393 2845 m gs 1 -1 sc (c) col0 sh gr F2psBegin10setmiterlimit0.062990.06299scF2psEnd rs %%EndDocument @endspecial 12981 10842 a FF(Figure)303 b(3:)376 b(Leaf)303 b(mixing)g(in)-48 b(v)-30 b(ariance.)375 b(See)303 b(te)-18 b(xt)303 b(for)g(details.)5030 15680 y(e)-18 b(xample)416 b(by)e(requiring)h(mar)-22 b(ginal)415 b(decorrelation.)711 b(Ho)-30 b(we)g(v)-18 b(er)-48 b(,)442 b(this)414 b(normalization)h (depends)g(on)g(the)5030 17186 y(tree,)328 b(so)322 b(it)g(is)g(not)g (appropriate)h(when)g(comparing)f(trees.)434 b(Instead,)327 b(we)322 b(simply)g(add)h(a)g(penalty)g(term)f(to)5030 18691 y(our)361 b(contrast)g(functions,)376 b(penalizing)362 b(the)f(correlation)g(between)i(components)e(that)g(are)h(link)-12 b(ed)361 b(by)h(an)5030 20197 y(edge)304 b(of)f(the)g(tree)g FD(T)457 b FF(\(see)302 b(Section)h(6)h(for)e(details\).)2000 23302 y FK(4.2)606 b(The)304 b(Gaussian)e(Case)2000 25448 y FF(In)438 b(the)h(ICA)f(model,)473 b(if)438 b(the)g(v)-30 b(ariable)438 b FD(x)443 b FF(is)437 b(Gaussian,)472 b(the)439 b(solutions)e(are)i(the)f(matrices)377 b FD(W)588 b FF(that)438 b(mak)-12 b(e)439 b(the)2000 26953 y(co)-18 b(v)-30 b(ariance)303 b(matrix)g(of)g FD(s)269 b Fx(=)207 b FD(W)149 b(x)307 b FF(equal)c(to)g(identity)-79 b(.)376 b(Thus,)303 b(the)-18 b(y)303 b(are)g(de\002ned)g(up)g(to)h(an)f (orthogonal)g(matrix)g FD(R)p FF(.)3882 28458 y(In)367 b(the)g(TCA)h(model,)384 b(with)367 b(a)h(\002x)-18 b(ed)367 b(tree)g FD(T)154 b FF(,)384 b(there)367 b(is)g(more)g(than)h(one)g(co) -18 b(v)-30 b(ariance)367 b(matrix)g(that)h(leads)f(to)2000 29964 y(a)i(tree-structured)e(graphical)i(model)g(with)g(graph)g FD(T)523 b FF(for)368 b(the)h(underlying)f(Gaussian)h(random)f(v)-18 b(ector)-67 b(.)574 b(F)-18 b(or)368 b(a)2000 31469 y(Gaussian)284 b(random)h(v)-18 b(ector)-48 b(,)288 b(conditional)d(independences)g (can)g(be)g(read)g(out)f(from)g(zeros)g(in)h(the)g(in)-48 b(v)-18 b(erse)283 b(of)i(the)2000 32975 y(co)-18 b(v)-30 b(ariance)303 b(matrix)g(\(e.g.)g(Lauritzen,)g(1996\).)375 b(Applying)304 b(this)e(result)h(to)g(trees,)f(we)i(get)2000 35247 y FK(Pr)-22 b(oposition)302 b(4)606 b FD(If)442 b(x)351 b Fx(=)346 b(\()p FD(x)13857 35429 y FM(1)14354 35247 y FC(;)135 b(:)g(:)g(:)129 b(;)135 b FD(x)17246 35429 y Fz(m)17939 35247 y Fx(\))442 b FD(is)g(Gaussian)g(with)h(co)-12 b(variance)443 b(matrix)g FE(S)p FD(,)477 b(it)442 b(factorizes)g(in)g (the)h(tr)-45 b(ee)2000 36752 y(T)154 b Fx(\()p Fs(V)230 b FC(;)135 b Fs(E)121 b Fx(\))300 b FD(if)j(and)g(only)g(if)g(for)g (all)g Fx(\()p FD(u)p FC(;)135 b FD(v)p Fx(\))401 b FC(=)-741 b Ft(2)269 b Fs(E)121 b FD(,)302 b(we)h(have)h Fx(\()p FE(S)27278 36312 y Fv(\000)p FM(1)28463 36752 y Fx(\))28934 36934 y Fz(uv)30094 36752 y Fx(=)268 b FF(0)p FD(.)2000 39025 y FF(Let)356 b Fs(C)4830 38585 y Fz(T)5847 39025 y FF(denote)g(the)h(set)f(of)g(all)g(co)-18 b(v)-30 b(ariance)357 b(matrices)f(that)g(respect)g(these)g(constraints.)535 b(Note)356 b(that)h(it)f(is)g(pos-)2000 40530 y(sible)347 b(to)g(gi)-30 b(v)-18 b(e)348 b(a)f(constructi)-30 b(v)-18 b(e)347 b(description)g(of)g(this)g(set,)358 b(simply)347 b(by)g(writing)g(do)-30 b(wn)348 b(the)f(f)-12 b(actorization)347 b(in)h(an)-18 b(y)2000 42035 y(directed)414 b(tree)g(associated)f(with) h(the)g(undirected)g(tree)f FD(T)154 b FF(,)442 b(using)413 b(linear)h(Gaussian)f(conditional)h(probability)2000 43541 y(distrib)-24 b(utions)379 b(\(Luettgen)g(et)i(al.,)f(1994\).)607 b(The)380 b(number)g(of)g(de)-18 b(grees)380 b(of)f(freedom)h(in)h (such)e(a)i(construction)f(is)2000 45046 y(2)p FD(m)171 b Ft(\000)g FF(1)309 b(if)h(no)g(constraint)g(is)f(imposed)h(on)h(the)f (v)-30 b(ariance)310 b(of)g(the)g(components,)i(and)f FD(m)171 b Ft(\000)g FF(1)309 b(if)h(the)g(components)2000 46552 y(are)303 b(constrained)g(to)g(ha)-24 b(v)-18 b(e)303 b(unit)g(v)-30 b(ariance.)3882 48057 y(Finally)-79 b(,)303 b(we)h(can)f(compute)h FD(I)16490 47617 y Fz(T)17149 48057 y Fx(\()p FE(S)p Fx(\))268 b(=)g FD(I)20754 47617 y Fz(T)21413 48057 y Fx(\()p FD(x)t Fx(\))302 b FF(for)g(a)h(Gaussian)g (v)-30 b(ariable)303 b FD(x)k FF(with)c(co)-18 b(v)-30 b(ariance)303 b(matrix)g FE(S)p FF(:)18591 50505 y FD(I)19057 50004 y Fz(T)19717 50505 y Fx(\()p FE(S)p Fx(\))267 b(=)i FD(I)23322 50004 y Fz(G)24016 50505 y Fx(\()p FE(S)p Fx(\))168 b Ft(\000)27862 50764 y Fn(\345)26955 51818 y Fw(\()p Fz(u)p Fy(;)p Fz(v)p Fw(\))p Fv(2)p Fu(E)30150 50505 y FD(I)30616 50004 y Fz(G)30524 50804 y(uv)31415 50505 y Fx(\()p FE(S)p Fx(\))p FC(;)15175 b FF(\(9\))2000 54296 y(where)415 b FD(I)5842 53856 y Fz(G)6536 54296 y Fx(\()p FE(S)p Fx(\))329 b(=)h Ft(\000)10874 53818 y FM(1)p 10874 54017 443 49 v 10874 54714 a(2)11583 54296 y FF(log)14307 53818 y FM(det)98 b FA(S)p 13400 54017 3519 49 v 13400 54714 a(S)13924 54848 y Ff(11)14644 54714 y Fv(\001\001\001)n FA(S)15904 54847 y Fl(mm)17466 54296 y FF(is)414 b(the)g FD(m)p FF(-fold)g(mutual)h(information)f(between)h FD(x)39141 54478 y FM(1)39640 54296 y FC(;)135 b(:)g(:)g(:)128 b(;)135 b FD(x)42531 54478 y Fz(m)43639 54296 y FF(and)415 b FD(I)46270 53856 y Fz(G)46178 54595 y(uv)47069 54296 y Fx(\()p FE(S)p Fx(\))329 b(=)2000 56337 y Ft(\000)3076 55859 y FM(1)p 3076 56058 443 49 v 3076 56755 a(2)3785 56337 y FF(log)5602 55731 y FA(S)6126 55864 y Fl(uu)6845 55731 y FA(S)7369 55864 y Fl(vv)8015 55731 y Fv(\000)p FA(S)9228 55409 y Ff(2)9228 55949 y Fl(uv)p 5602 56058 4308 49 v 6549 56755 a FA(S)7073 56888 y Fl(uu)7793 56755 y FA(S)8317 56888 y Fl(vv)10340 56337 y FF(is)297 b(the)h(pairwise)f (mutual)h(information)f(between)h FD(x)32189 56519 y Fz(u)32985 56337 y FF(and)g FD(x)35571 56519 y Fz(v)36020 56337 y FF(.)374 b(W)-97 b(e)298 b(then)g(ha)-24 b(v)-18 b(e)298 b(the)f(appealing)2000 58024 y(property)351 b(that)h(for)g(an) -18 b(y)352 b(positi)-30 b(v)-18 b(e)351 b(de\002nite)h(matrix)f FE(S)p FF(,)364 b FE(S)296 b Ft(2)g Fs(C)28485 57584 y Fz(T)29497 58024 y FF(if)351 b(and)i(only)f(if)f FD(I)36757 57584 y Fz(T)37417 58024 y Fx(\()p FE(S)p Fx(\))294 b(=)h FF(0.)523 b(Once)352 b(the)g(set)g Fs(C)49340 57584 y Fz(T)2000 59530 y FF(is)424 b(well)h(de\002ned,)456 b(we)425 b(can)g(easily)f(solv)-18 b(e)425 b(TCA)g(in)f(the)h(Gaussian)g(case,) 455 b(as)424 b(the)h(follo)-30 b(wing)424 b(theorem)h(mak)-12 b(es)2000 61035 y(precise:)2000 63307 y FK(Theor)-22 b(em)304 b(5)606 b FD(If)370 b(x)9855 63489 y FM(1)10353 63307 y FC(;)135 b(:)g(:)g(:)129 b(;)135 b FD(x)13245 63489 y Fz(m)14309 63307 y FD(ar)-45 b(e)370 b(jointly)h(Gaussian)f (with)h(co)-12 b(variance)371 b(matrix)f FE(S)p FD(,)387 b(the)371 b(variable)g(s)306 b Fx(=)245 b FD(W)149 b(x)374 b(fac-)2000 64813 y(torizes)501 b(in)i(the)f(tr)-45 b(ee)503 b(T)656 b(if)503 b(and)f(only)h(if)g(ther)-45 b(e)502 b(e)-24 b(xists)502 b(an)g(ortho)-12 b(gonal)503 b(matrix)f(R)g(and)442 b(C)407 b Ft(2)380 b Fs(C)44245 64373 y Fz(T)45408 64813 y FD(suc)-18 b(h)502 b(that)1939 66318 y(W)419 b Fx(=)207 b FD(C)5353 65878 y FM(1)p Fy(=)p FM(2)6737 66318 y FD(R)p FE(S)8196 65878 y Fv(\000)p FM(1)p Fy(=)p FM(2)10267 66318 y FD(.)3882 68590 y FF(The)244 b(study)g(of)g(the)g(Gaussian)g (case)h(is)e(useful)h(for)g(tw)-12 b(o)244 b(reasons.)355 b(First,)255 b(we)245 b(will)f(use)g(Equation)h(\(9\))e(to)i(de\002ne) 2000 70096 y(the)437 b(KGV)h(contrast)f(function)g(in)g(Section)h(5.3)f (and)h(the)f(contrast)g(function)g(for)g(time)g(series)f(in)h(Section)h (8.)24893 73417 y FJ(1215)p eop %%Page: 1216 12 1216 11 bop 21244 -2672 a FJ(B)22 b FM(A)f(C)54 b(H)330 b(A)56 b(N)g(D)330 b FJ(J)56 b FM(O)g(R)e(D)21 b(A)56 b(N)2000 3313 y FF(Second,)365 b(the)353 b(Gaussian)f(solution)g(can)h (be)g(e)-18 b(xploited)353 b(to)f(yield)h(a)g(principled)f(reduction)h (of)f(the)h(search)f(space)2000 4819 y(for)190 b FD(W)149 b FF(.)359 b(Recall)252 b(that)g(in)f(ICA)h(it)g(is)f(common)g(to)h (\223whiten\224)g(\(i.e.)359 b(decorrelate)251 b(and)h(normalize\))g (the)f(data)h(in)g(a)g(pre-)2000 6324 y(processing)j(step;)271 b(once)256 b(this)f(is)g(done)h(the)g(matrix)194 b FD(W)405 b FF(can)256 b(be)g(constrained)f(to)h(be)f(an)h(orthogonal)g(matrix.) 360 b(In)255 b(the)2000 7830 y(TCA)373 b(model,)391 b(we)373 b(cannot)g(al)-12 b(w)g(ays)373 b(require)f(decorrelation)h(of)f(the)h (components;)408 b(indeed,)391 b(tw)-12 b(o)373 b(components)2000 9335 y(link)-12 b(ed)413 b(by)f(an)h(edge)g(might)f(be)h(hea)-24 b(vily)412 b(correlated.)704 b(Ho)-30 b(we)g(v)-18 b(er)-48 b(,)439 b(in)413 b(some)f(speci\002c)g(situations)g(\(Hyv)47038 9329 y(\250)46971 9335 y(arinen)2000 10841 y(et)383 b(al.,)g(2001a\),) 404 b(or)382 b(when)i(looking)f(for)f(clusters,)403 b(it)383 b(is)f(appropriate)h(to)g(look)g(for)g(uncorrelated)g(components)2000 12346 y(and)303 b(whitening)h(can)f(then)g(be)h(used)f(to)g(limit)g (the)g(search)f(space)i(for)e(the)h(matrix)242 b FD(W)149 b FF(.)3882 13952 y(If)267 b(it)g(is)g(not)h(possible)f(to)h(whiten)g (the)g(data,)275 b(it)267 b(seems)g(reasonable)h(for)f(a)h(gi)-30 b(v)-18 b(en)267 b(tree)h FD(T)421 b FF(to)268 b(constrain)206 b FD(W)417 b FF(to)268 b(be)2000 15457 y(such)275 b(that)g(it)g(is)f(a) i(solution)e(to)h(the)g(Gaussian)g(relaxation)g(of)g(the)g(problem.)367 b(This)274 b(cannot)h(be)g(achie)-30 b(v)-18 b(ed)276 b(entirely)-79 b(,)2000 16963 y(because)374 b(if)g(a)g(distrib)-24 b(ution)373 b(f)-12 b(actorizes)374 b(in)g FD(T)154 b FF(,)392 b(a)374 b(Gaussian)f(v)-30 b(ariable)374 b(with)h(the)f(same)g (\002rst)f(and)h(second)g(order)2000 18468 y(moments)288 b(does)f(not)h(necessarily)f(f)-12 b(actorize)288 b(according)g(to)g FD(T)441 b FF(\(mar)-22 b(ginal)288 b(independencies)g(are)g(preserv) -18 b(ed,)290 b(b)-24 b(ut)2000 19973 y(conditional)271 b(independencies)g(are)f(not\);)281 b(ne)-30 b(v)-18 b(ertheless,)275 b(such)270 b(a)h(reduction)f(in)g(comple)-18 b(xity)271 b(in)f(the)g(early)h(stages)2000 21479 y(of)253 b(the)g(search)f(is)h(v)-18 b(ery)252 b(helpful)h(to)g(the)g (scalability)g(of)g(our)f(methods)h(to)g(lar)-22 b(ge)253 b FD(m)p FF(,)263 b(as)253 b(discussed)e(in)i(Appendix)h(A.)2000 22984 y(W)-97 b(e)303 b(no)-30 b(w)303 b(turn)g(to)g(the)g (de\002nitions)g(of)g(our)g(three)g(empirical)g(contrast)f(functions)h (for)f(TCA.)2000 26554 y FG(5.)465 b(Estimation)333 b(of)f(the)g (Contrast)g(Function)2000 28960 y FF(W)-97 b(e)242 b(ha)-24 b(v)-18 b(e)242 b(de)-30 b(v)-18 b(eloped)243 b(three)f(empirical)g (contrast)f(functions.)355 b(Each)242 b(of)g(them)g(is)f(deri)-30 b(v)-18 b(ed)242 b(from)f(a)i(corresponding)2000 30465 y(ICA)303 b(contrast)g(function,)g(e)-18 b(xtended)303 b(to)g(the)h(TCA)f(model.)26928 30025 y FM(4)2000 33670 y FK(5.1)606 b(Estimating)302 b(Entr)-22 b(opies)303 b(Using)g(K)-30 b(er)-18 b(nel)303 b(Density)f(Estimation)2000 35916 y FF(Our)e(\002rst)f(approach)h(to)g(approximating)g(the)h (objecti)-30 b(v)-18 b(e)300 b(function)g FD(J)57 b Fx(\()p FD(x)t FC(;)74 b FD(W)37 b FC(;)135 b FD(T)150 b Fx(\))299 b FF(is)h(a)g(direct)g(approach,)h(based)f(on)2000 37421 y(approximating)242 b(the)g(component)h(mar)-22 b(ginal)242 b(entropies)g FD(H)85 b Fx(\()p FD(s)27782 37603 y Fz(u)28279 37421 y Fx(\))241 b FF(and)h(joint)g(entropies)g FD(H)85 b Fx(\()p FD(s)40037 37603 y Fz(u)40533 37421 y FC(;)135 b FD(s)41477 37603 y Fz(v)41924 37421 y Fx(\))p FF(,)253 b FD(H)85 b Fx(\()p FD(s)p Fx(\))240 b FF(and)j FD(H)85 b Fx(\()p FD(x)t Fx(\))2000 38927 y FF(via)420 b(k)-12 b(ernel)419 b(density)g(estimation)h(\(KDE;)f(Silv)-18 b(erman,)419 b(1985,)h(Pham,)f(1995\).)725 b(The)420 b(\002rst)e(term)i(in)f FD(J)57 b Fx(\()p FD(x)t FC(;)74 b FD(W)37 b FC(;)135 b FD(T)151 b Fx(\))2000 40432 y FF(can)342 b(be)f(written)g(as)g FD(I)62 b Fx(\()p FD(s)12044 40614 y FM(1)12540 40432 y FC(;)135 b(:)g(:)g(:)129 b(;)135 b FD(s)15366 40614 y Fz(m)16059 40432 y Fx(\))289 b(=)18052 40521 y FE(\345)18916 40693 y Fz(u)19549 40432 y FD(H)85 b Fx(\()p FD(s)21452 40614 y Fz(u)21949 40432 y Fx(\))182 b Ft(\000)g FD(H)85 b Fx(\()p FD(s)p Fx(\))p FF(,)348 b(which)341 b(can)h(be)f(e)-18 b(xpanded)342 b(into)40759 40521 y FE(\345)41624 40693 y Fz(u)42256 40432 y FD(H)85 b Fx(\()p FD(s)44159 40614 y Fz(u)44656 40432 y Fx(\))182 b Ft(\000)g FD(H)85 b Fx(\()p FD(x)t Fx(\))182 b Ft(\000)2000 41938 y FF(log)135 b Ft(j)g FF(det)72 b FD(W)149 b Ft(j)p FF(.)836 b(Since)457 b(the)g(joint)g(entrop)-12 b(y)457 b FD(H)85 b Fx(\()p FD(x)t Fx(\))455 b FF(is)h(constant)h(we)g(do)g (not)f(need)i(to)f(compute)g(it)g(and)g(thus)f(to)2000 43443 y(estimate)479 b FD(I)62 b Fx(\()p FD(s)7928 43625 y FM(1)8425 43443 y FC(;)135 b(:)g(:)g(:)128 b(;)135 b FD(s)11250 43625 y Fz(m)11943 43443 y Fx(\))479 b FF(we)g(need)h (only)g(estimate)f(one-dimensional)g(entropies)g FD(H)85 b Fx(\()p FD(s)40092 43625 y Fz(i)40392 43443 y Fx(\))p FF(.)904 b(W)-97 b(e)480 b(also)f(require)2000 44949 y(estimates)319 b(of)h(the)g(pairwise)g(mutual)g(information)g(terms)f (in)h(the)g(de\002nition)g(of)g FD(J)57 b Fx(\()p FD(x)t FC(;)74 b FD(W)37 b FC(;)135 b FD(T)151 b Fx(\))p FF(,)323 b(which)d(we)h(obtain)2000 46454 y(using)252 b(tw)-12 b(o-dimensional)252 b(entrop)-12 b(y)253 b(estimates.)358 b(Thus,)262 b(letting)29063 46213 y(\210)28725 46454 y FD(H)29570 46636 y Fz(u)30320 46454 y FF(and)32662 46213 y(\210)32323 46454 y FD(H)33168 46636 y Fz(uv)34311 46454 y FF(denote)253 b(estimates)f(of)h(the)f(singleton)2000 47960 y(and)303 b(pairwise)g(entropies,)g(respecti)-30 b(v)-18 b(ely)-79 b(,)302 b(we)i(de\002ne)f(the)g(follo)-30 b(wing)303 b(empirical)g(contrast)g(function:)13521 50982 y FD(J)14116 50482 y Fz(K)49 b(DE)16325 50982 y Fx(=)17536 51241 y Fn(\345)17937 52156 y Fz(u)19253 50741 y FF(\210)18914 50982 y FD(H)19759 51164 y Fz(u)20426 50982 y Ft(\000)22042 51241 y Fn(\345)21133 52296 y Fw(\()p Fz(u)p Fy(;)p Fz(v)p Fw(\))p Fv(2)p Fu(E)23791 50982 y Fx(\()24600 50741 y FF(\210)24262 50982 y FD(H)25107 51164 y Fz(u)25773 50982 y Fx(+)27222 50741 y FF(\210)26884 50982 y FD(H)27729 51164 y Fz(v)28344 50982 y Ft(\000)29793 50741 y FF(\210)29455 50982 y FD(H)30300 51164 y Fz(uv)31191 50982 y Fx(\))168 b Ft(\000)g FF(log)133 b Ft(j)i FF(det)73 b FD(W)149 b Ft(j)p FC(:)9499 b FF(\(10\))2000 55316 y(Gi)-30 b(v)-18 b(en)412 b(a)h(set)f(of)g FD(N)485 b FF(training)412 b(samples)g Ft(f)p FD(x)20396 55498 y Fz(i)20698 55316 y Ft(g)g FF(in)h FB(R)23947 54876 y Fz(d)24904 55316 y FF(and)f(a)h(k)-12 b(ernel)412 b(in)g FB(R)33676 54876 y Fz(d)34221 55316 y FF(,)440 b(that)412 b(is,)439 b(a)413 b(nonne)-18 b(g)-6 b(ati)-30 b(v)-18 b(e)412 b(function)2000 56822 y FD(K)310 b FF(:)244 b FB(R)4574 56382 y Fz(d)5362 56822 y Ft(!)f FB(R)276 b FF(that)f(inte)-18 b(grates)274 b(to)h(one,)281 b(the)275 b(k)-12 b(ernel)275 b(density)g(estimate)g (with)g(bandwidth)g FD(h)g FF(is)g(de\002ned)g(as)46965 56553 y(\210)46819 56822 y FD(f)176 b Fx(\()p FD(x)t Fx(\))242 b(=)2666 57964 y FM(1)p 2133 58163 1509 49 v 2133 58924 a Fz(N)53 b(h)3220 58668 y Fl(d)3909 58530 y FE(\345)4773 57961 y Fz(N)4773 58762 y(i)p Fw(=)p FM(1)6340 58441 y FD(K)7350 57459 y Fp(\000)8038 57925 y Fz(x)s Fv(\000)p Fz(x)9516 58058 y Fl(i)p 8038 58162 1718 49 v 8675 58859 a Fz(h)9888 57459 y Fp(\001)10784 58441 y FF(\(Silv)-18 b(erman,)341 b(1985\).)490 b(In)341 b(this)f(paper)h (we)h(use)f(Gaussian)f(k)-12 b(ernels)341 b FD(K)67 b Fx(\()p FD(x)t Fx(\))289 b(=)44363 57964 y FM(1)p 43233 58163 2703 49 v 43233 58968 a Fw(\()p FM(2)p FA(p)p Fw(\))44850 58705 y Fl(d)35 b Fk(=)p Ff(2)46068 58441 y FD(e)46606 58001 y Fv(\000jj)p Fz(x)s Fv(jj)48675 57680 y Ff(2)49059 58001 y Fy(=)p FM(2)2000 60135 y FF(with)303 b FD(d)333 b Fx(=)268 b FF(1)p FC(;)135 b FF(2.)3882 61740 y(The)447 b(entrop)-12 b(y)447 b(of)g FD(x)k FF(is)446 b(estimated)i(by)f(e)-30 b(v)g(aluating)26570 61471 y(\210)26424 61740 y FD(f)177 b Fx(\()p FD(x)t Fx(\))445 b FF(at)j(points)f(on)g(a)g(re)-18 b(gular)447 b(mesh)g(that)g(spans)g(the)2000 63246 y(support)k(of)h (the)g(data,)489 b(and)453 b(then)f(performing)f(numerical)h(inte)-18 b(gration.)822 b(Binning,)490 b(together)452 b(with)g(the)g(f)-12 b(ast)2000 64751 y(F)-18 b(ourier)282 b(transform,)k(can)d(be)g(used)g (to)g(speed)g(up)g(the)g(e)-30 b(v)g(aluations,)287 b(resulting)282 b(in)h(a)g(comple)-18 b(xity)283 b(which)h(is)e(linear)2000 66257 y(in)361 b FD(N)434 b FF(and)362 b(depends)f(on)g(the)g(number)g FD(M)409 b FF(of)361 b(grid)g(points)f(that)i(are)f(required.)549 b(Although)362 b(automatic)f(methods)p 2000 67738 19200 45 v 2604 68878 a Fr(4.)309 b(Other)281 b(ICA)e(empirical)h(contrast)g (functions)g(that)g(are)g(based)g(on)g(lik)-10 b(elihood)281 b(or)e(entrop)-10 b(y)281 b(\(Pham,)f(2003,)g(Hastie)g(and)g(T)-35 b(ibshirani,)3660 70096 y(2003\))250 b(could)g(be)f(e)-15 b(xtended.)24893 73417 y FJ(1216)p eop %%Page: 1217 13 1217 12 bop 10897 -2672 a FJ(B)56 b FM(E)g(Y)29 b(O)56 b(N)g(D)327 b FJ(I)56 b FM(N)g(D)g(E)g(P)g(E)g(N)g(D)g(E)g(N)g(T)320 b FJ(C)56 b FM(O)g(M)g(P)g(O)g(N)g(E)g(N)g(T)g(S)g FJ(:)389 b(T)56 b FM(R)e(E)i(E)g(S)328 b(A)56 b(N)g(D)330 b FJ(C)56 b FM(L)g(U)g(S)g(T)g(E)g(R)e(S)2000 3313 y FF(e)-18 b(xist)363 b(for)g(selecting)h(the)g(bandwidth)g FD(h)f FF(\(Silv)-18 b(erman,)363 b(1985\),)379 b(in)364 b(our)f(e)-18 b(xperiments)363 b(we)h(used)g(a)g(constant)f FD(h)303 b Fx(=)2000 4819 y FF(0)p FC(:)p FF(25.)375 b(W)-97 b(e)303 b(also)g(\002x)-18 b(ed)303 b FD(M)318 b Fx(=)268 b FF(64.)3882 6324 y(Although)295 b(each)h(density)e(estimate)h(can)g(be)g(obtained)h(reasonably)e (cheaply)-79 b(,)298 b(we)d(ha)-24 b(v)-18 b(e)295 b(to)g(perform)f FD(O)p Fx(\()p FD(m)49032 5884 y FM(2)49530 6324 y Fx(\))2000 7830 y FF(of)311 b(these)g(when)h(minimizing)g(o)-18 b(v)g(er)311 b(the)h(tree)f FD(T)154 b FF(.)401 b(This)310 b(can)i(become)g(e)-18 b(xpensi)-30 b(v)-18 b(e)311 b(for)g(lar)-22 b(ge)312 b FD(m)p FF(,)i(although,)g(as)d(we)2000 9335 y(sho)-30 b(w)294 b(in)g(Appendix)h(A,)i(this)c(cost)i(can)f(be)h (reduced)g(by)f(performing)g(optimization)h(on)f(subtrees.)372 b(In)294 b(an)-18 b(y)295 b(case,)2000 10841 y(our)303 b(ne)-18 b(xt)303 b(tw)-12 b(o)303 b(contrast)g(function)f(are)h(aimed) h(at)f(handling)g(problems)g(with)g(lar)-22 b(ge)303 b FD(m)p FF(.)2000 13946 y FK(5.2)606 b(Gram-Charlier)303 b(Expansions)2000 16092 y FF(A)327 b(contrast)f(function)g(based)h(on)g (cumulants)f(is)g(easily)h(deri)-30 b(v)-18 b(ed)326 b(from)g(Equation)g(\(10\),)332 b(using)326 b(Gram-Charlier)2000 17597 y(e)-18 b(xpansions)242 b(to)g(estimate)g(one-dimensional)g(and)g (tw)-12 b(o-dimensional)242 b(entropies,)254 b(as)242 b(discussed)f(by)h(Amari)h(et)f(al.)2000 19103 y(\(1996\))389 b(and)h(Akaho)g(et)g(al.)g(\(1999\).)636 b(Since)390 b(this)f(contrast)g(function)h(only)g(in)-48 b(v)-24 b(olv)-18 b(es)388 b(up)i(to)g(fourth)f(order)g(cu-)2000 20608 y(mulants,)382 b(it)366 b(is)g(numerically)g(ef)-30 b(\002cient)366 b(and)h(can)f(be)h(used)f(to)g(rapidly)g(\002nd)h(an)f (approximate)h(solution)f(which)2000 22114 y(can)316 b(serv)-18 b(e)316 b(as)f(an)h(initialization)g(for)g(the)g(slo)-30 b(wer)315 b(b)-24 b(ut)315 b(more)h(accurate)h(contrast)e(functions)g (based)h(on)g(the)g(other)2000 23619 y(estimation)303 b(methods)g(\(KGV)g(or)g(KDE\).)3882 25124 y(More)375 b(precisely)-79 b(,)395 b(to)376 b(compute)g(the)h(entrop)-12 b(y)376 b(of)f(a)i(centered)f(uni)-30 b(v)g(ariate)376 b(random)g(v)-30 b(ariable)376 b FD(a)p FF(,)394 b(we)377 b(de\002ne)2000 26630 y FD(r)297 b Fx(=)268 b FD(a)p FC(=)p FE(s)303 b FF(where)g FE(s)10221 26190 y FM(2)10989 26630 y Fx(=)268 b FF(v)-30 b(ar)o Fx(\()p FD(a)p Fx(\))p FF(.)375 b(W)-97 b(e)303 b(ha)-24 b(v)-18 b(e)303 b(the)g(follo)-30 b(wing)303 b(approximation:)9821 29505 y FD(H)85 b Fx(\()p FD(a)p Fx(\))267 b(=)i FD(H)85 b Fx(\()p FD(r)28 b Fx(\))168 b(+)g FF(log)132 b FE(s)269 b Ft(\031)21514 28685 y FF(1)p 21514 29227 607 49 v 21514 30337 a(2)22388 29505 y(log)p Fx(\()p FF(2)p FE(p)p FD(e)p FE(s)26948 29005 y FM(2)27446 29505 y Fx(\))168 b Ft(\000)29630 28685 y FF(1)p 29327 29227 1213 49 v 29327 30337 a(48)30672 29505 y Fx(\()p FD(E)88 b(r)32472 29005 y FM(4)33138 29505 y Ft(\000)168 b FF(3)p Fx(\))35326 29005 y FM(2)35991 29505 y Ft(\000)37537 28685 y FF(1)p 37233 29227 V 37233 30337 a(12)38578 29505 y Fx(\()p FD(E)88 b(r)40378 29005 y FM(3)40875 29505 y Fx(\))41346 29005 y FM(2)41844 29505 y FC(:)3882 32131 y FF(In)282 b(order)g(to)h(compute)g(the)g(joint)f(entrop)-12 b(y)283 b(of)f(tw)-12 b(o)283 b(centered)g(uni)-30 b(v)g(ariate)282 b(v)-30 b(ariables)282 b FD(a)g FF(and)h FD(b)p FF(,)k(we)c(let)g FD(r)310 b FF(and)282 b FD(s)2000 33637 y FF(denote)299 b(the)g(corresponding)f(\223whitened\224)h(v)-30 b(ariables,)299 b(i.e.)374 b(such)298 b(that)h Fx(\()p FD(r)-107 b FC(;)135 b FD(s)p Fx(\))34052 33197 y Fv(>)35057 33637 y Fx(=)203 b FD(C)37038 33197 y Fv(\000)p FM(1)p Fy(=)p FM(2)39110 33637 y Fx(\()p FD(a)p FC(;)135 b FD(b)p Fx(\))41736 33197 y Fv(>)42477 33637 y FF(,)299 b(where)238 b FD(C)326 b FF(is)298 b(the)2000 35142 y(2)177 b Ft(\002)g FF(2)326 b(co)-18 b(v)-30 b(ariance)327 b(matrix)g(of)f FD(a)h FF(and)g FD(b)p FF(.)447 b(The)327 b(entrop)-12 b(y)326 b FD(H)85 b Fx(\()p FD(a)p FC(;)135 b FD(b)p Fx(\))324 b FF(can)k(be)f(computed)g(from)f(the)h(entrop)-12 b(y)327 b FD(H)85 b Fx(\()p FD(r)-107 b FC(;)135 b FD(s)p Fx(\))2000 36647 y FF(as)379 b FD(H)85 b Fx(\()p FD(a)p FC(;)135 b FD(b)p Fx(\))310 b(=)g FD(H)85 b Fx(\()p FD(r)-107 b FC(;)135 b FD(s)p Fx(\))197 b(+)13214 36170 y FM(1)p 13214 36369 443 49 v 13214 37066 a(2)13924 36647 y FF(log)135 b(det)74 b FD(C)27 b FF(;)418 b(for)379 b FD(H)85 b Fx(\()p FD(r)-107 b FC(;)135 b FD(s)p Fx(\))p FF(,)396 b(we)380 b(ha)-24 b(v)-18 b(e)380 b(the)g(follo)-30 b(wing)379 b(approximation)h(\(Akaho)g(et)g(al.,)2000 38153 y(1999\):)3107 41273 y FD(H)85 b Fx(\()p FD(r)-107 b FC(;)135 b FD(s)p Fx(\))266 b Ft(\031)i FF(log)135 b(2)p FE(p)p FD(e)168 b Ft(\000)13003 40452 y FF(1)p 12700 40994 1213 49 v 12700 42104 a(12)14179 40290 y Fp(\002)14683 41273 y Fx(\()p FD(E)88 b(r)16483 40772 y FM(3)16980 41273 y Fx(\))17451 40772 y FM(2)18117 41273 y Fx(+)168 b(\()p FD(E)88 b(s)21000 40772 y FM(3)21496 41273 y Fx(\))21967 40772 y FM(2)22633 41273 y Fx(+)168 b FF(3)p Fx(\()p FD(E)88 b(r)26150 40772 y FM(2)26646 41273 y FD(s)p Fx(\))27589 40772 y FM(2)28254 41273 y Fx(+)168 b FF(3)p Fx(\()p FD(E)88 b(r)16 b(s)32231 40772 y FM(2)32727 41273 y Fx(\))33198 40772 y FM(2)33695 40290 y Fp(\003)13907 44178 y Ft(\000)15453 43358 y FF(1)p 15150 43900 V 15150 45010 a(48)16629 43196 y Fp(\002)17133 44178 y Fx(\()p FD(E)88 b(s)18905 43678 y FM(4)19571 44178 y Ft(\000)168 b FF(3)p Fx(\))21759 43678 y FM(2)22424 44178 y Fx(+)g(\()p FD(E)88 b(r)25335 43678 y FM(4)25999 44178 y Ft(\000)168 b FF(3)p Fx(\))28187 43678 y FM(2)28852 44178 y Fx(+)g FF(6)p Fx(\()p FD(E)88 b(r)32369 43678 y FM(2)32865 44178 y FD(s)33337 43678 y FM(2)34003 44178 y Ft(\000)168 b FF(1)p Fx(\))36191 43678 y FM(2)36856 44178 y Fx(+)g FF(4)p Fx(\()p FD(E)88 b(r)40373 43678 y FM(3)40869 44178 y FD(s)p Fx(\))41812 43678 y FM(2)42477 44178 y Fx(+)168 b FF(4)p Fx(\()p FD(E)88 b(r)16 b(s)46454 43678 y FM(3)46950 44178 y Fx(\))47421 43678 y FM(2)47918 43196 y Fp(\003)48557 44178 y FC(:)2000 47022 y FF(Thus)393 b(we)i(can)f(compute)h(estimates)18515 46780 y(\210)18176 47022 y FD(H)19021 47204 y Fz(uv)20307 47022 y FF(and)22790 46780 y(\210)22451 47022 y FD(H)23296 47204 y Fz(u)24188 47022 y FF(as)f(in)g(pre)-30 b(vious)393 b(section)h(and)h(de\002ne)f(a)g(contrast)g(function)2000 48527 y FD(J)2551 48087 y Fz(C)-24 b(U)82 b(M)4667 48527 y FF(.)2000 51633 y FK(5.3)606 b(K)-30 b(er)-18 b(nel)303 b(Generalized)h(V)-112 b(ariance)2000 53778 y FF(Our)283 b(third)h(contrast)f(function)h(is)f(based)g(on)h(the)g FD(k)-12 b(ernel)284 b(g)-12 b(ener)-18 b(alized)283 b(variance)p FF(,)k(an)d(approximation)g(to)g(mutual)2000 55284 y(information)445 b(introduced)g(by)g(Bach)i(and)e(Jordan)g (\(2002\).)802 b(W)-97 b(e)445 b(be)-18 b(gin)445 b(by)h(re)-30 b(vie)g(wing)445 b(the)g(k)-12 b(ernel)445 b(general-)2000 56789 y(ized)330 b(v)-30 b(ariance,)337 b(emphasizing)330 b(a)g(simple)f(intuiti)-30 b(v)-18 b(e)330 b(interpretation.)455 b(F)-18 b(or)330 b(precise)f(de\002nitions)h(and)g(properties,)2000 58294 y(see)303 b(Bach)h(and)f(Jordan)g(\(2002\).)2030 61240 y(5)60 b(.)g(3)g(.)g(1)669 b(A)60 b Fd(P)g(P)g(R)21 b(O)g(X)60 b(I)g(M)g(A)-48 b(T)60 b(I)g(O)g(N)364 b(O)60 b(F)363 b FF(M)60 b Fd(U)g(T)g(U)21 b(A)60 b(L)364 b FF(I)60 b Fd(N)g(F)g(O)g(R)g(M)g(A)-48 b(T)60 b(I)g(O)g(N)2000 63385 y FF(Let)296 b FD(x)266 b Fx(=)c(\()p FD(x)6930 63567 y FM(1)7427 63385 y FC(;)135 b(:)g(:)g(:)129 b(;)135 b FD(x)10319 63567 y Fz(m)11012 63385 y Fx(\))11483 62945 y Fv(>)12522 63385 y FF(be)296 b(a)g(random)g(v)-18 b(ector)296 b(with)g(co)-18 b(v)-30 b(ariance)296 b(matrix)g FE(S)p FF(.)373 b(The)296 b FD(m)p FF(-fold)f(mutual)h(information)2000 64891 y(for)374 b(an)g(associated)g(Gaussian)g(random)g(v)-18 b(ector)374 b(with)g(same)g(mean)h(and)f(co)-18 b(v)-30 b(ariance)375 b(matrix)f(as)g FD(x)k FF(is)373 b(equal)i(to)2000 66657 y FD(I)2466 66217 y Fz(G)3160 66657 y Fx(\()p FE(S)p Fx(\))268 b(=)g Ft(\000)7375 66180 y FM(1)p 7375 66379 443 49 v 7375 67075 a(2)8084 66657 y FF(log)9768 65311 y Fp(\020)11531 66180 y FM(det)98 b FA(S)p 10624 66379 3519 49 v 10624 67075 a(S)11148 67209 y Ff(11)11868 67075 y Fv(\001\001\001)n FA(S)13128 67208 y Fl(mm)14275 65311 y Fp(\021)14999 66657 y FF(.)376 b(The)302 b(ratio)21430 66180 y FM(det)98 b FA(S)p 20523 66379 V 20523 67075 a(S)21047 67209 y Ff(11)21767 67075 y Fv(\001\001\001)n FA(S)23027 67208 y Fl(mm)24477 66657 y FF(is)303 b(usually)f(referred)h (to)g(as)f(the)i FD(g)-12 b(ener)-18 b(alized)302 b(variance)p FF(.)3882 68590 y(If)383 b FD(x)k FF(is)c(not)h(Gaussian,)403 b FD(I)14739 68150 y Fz(G)15817 68590 y FF(is)383 b(not)h(in)f(general) h(a)g(good)g(approximation)g(to)f(the)h(mutual)g(information)f(be-)2000 70096 y(tween)345 b FD(x)5777 70278 y FM(1)6275 70096 y FC(;)135 b(:)g(:)g(:)129 b(;)135 b FD(x)9167 70278 y Fz(m)9860 70096 y FF(.)500 b(But)345 b(if)f(we)h(\002rst)e(map)i (each)g(component)g FD(x)29098 70278 y Fz(i)29744 70096 y FF(from)f FB(R)h FF(to)f(a)h(higher)-24 b(-dimensional)344 b(space)g Fs(F)289 b FF(,)24893 73417 y FJ(1217)p eop %%Page: 1218 14 1218 13 bop 21244 -2672 a FJ(B)22 b FM(A)f(C)54 b(H)330 b(A)56 b(N)g(D)330 b FJ(J)56 b FM(O)g(R)e(D)21 b(A)56 b(N)2000 3313 y FF(and)377 b(then)f(treat)g(the)h(mapped)g(v)-30 b(ariables)375 b(as)h(Gaussian)g(in)h(this)e(space,)395 b(it)376 b(turns)g(out)g(that)h(we)g(obtain)f(a)h(useful)2000 4819 y(approximation)288 b(of)g(the)g(mutual)g(information.)370 b(More)287 b(precisely)-79 b(,)291 b(we)d(map)g(each)h(component)f FD(x)43078 5001 y Fz(i)43667 4819 y FF(to)g FE(F)p Fx(\()p FD(x)46832 5001 y Fz(i)47133 4819 y Fx(\))255 b Ft(2)f Fs(F)2000 6324 y FF(via)325 b(a)g(map)g FE(F)p FF(,)330 b(and)325 b(de\002ne)g(the)f(co)-18 b(v)-30 b(ariance)325 b(matrix)g Fs(K)573 b FF(of)325 b FE(F)p Fx(\()p FD(x)t Fx(\))279 b(=)h(\()p FE(F)p Fx(\()p FD(x)33945 6506 y FM(1)34442 6324 y Fx(\))p FC(;)135 b(:)g(:)g(:)128 b(;)135 b FE(F)p Fx(\()p FD(x)39200 6506 y Fz(m)39893 6324 y Fx(\)\))40835 5884 y Fz(T)41775 6324 y Ft(2)280 b Fs(F)43942 5884 y Fz(m)44961 6324 y FF(by)325 b(blocks:)2000 7830 y Fs(K)2899 8012 y Fz(i)133 b(j)3887 7830 y FF(is)286 b(the)g(co)-18 b(v)-30 b(ariance)286 b(between)h FE(F)p Fx(\()p FD(x)18495 8012 y Fz(i)18796 7830 y Fx(\))f FF(and)g FE(F)p Fx(\()p FD(x)23656 8012 y Fz(j)23979 7830 y Fx(\))p FF(.)369 b(The)287 b(size)f(of)f(each)i(of)f(these)g(blocks)g(is)g(the) g(dimension)g(of)2000 9335 y Fs(F)j FF(.)363 b(F)-18 b(or)264 b(simplicity)h(we)g(can)h(think)f(of)g Fs(F)554 b FF(as)264 b(a)h(\002nite-dimensional)g(space,)273 b(b)-24 b(ut)265 b(the)g(de\002nition)g(can)h(be)f(general-)2000 10841 y(ized)320 b(to)g(an)-18 b(y)319 b(in\002nite-dimensional)h (Hilbert)f(space.)426 b(Let)319 b FE(F)27772 10401 y Fz(G)28467 10841 y Fx(\()p FD(x)t Fx(\))277 b Ft(2)h Fs(F)32392 10401 y Fz(m)33407 10841 y FF(be)320 b(a)g(Gaussian)f (random)g(v)-18 b(ector)320 b(with)2000 12346 y(the)e(same)f(mean)h (and)g(co)-18 b(v)-30 b(ariance)318 b(as)f FE(F)p Fx(\()p FD(x)t Fx(\))p FF(.)417 b(The)318 b(mutual)g(information)f FD(I)33988 11906 y Fz(K)34682 12346 y Fx(\()p Fs(K)248 b Fx(\))317 b FF(between)h FE(F)42369 11906 y Fz(G)42369 12708 y FM(1)43064 12346 y Fx(\()p FD(x)t Fx(\))p FC(;)135 b(:)g(:)g(:)127 b(;)135 b FE(F)47825 11906 y Fz(G)47825 12646 y(m)48518 12346 y Fx(\()p FD(x)t Fx(\))2000 13852 y FF(is)302 b(equal)i(to)17094 16218 y FD(I)17560 15717 y Fz(K)18254 16218 y Fx(\()p Fs(K)249 b Fx(\))268 b(=)g Ft(\000)22899 15397 y FF(1)p 22899 15939 607 49 v 22899 17049 a(2)23772 16218 y(log)28631 15397 y(det)135 b Fs(K)p 25588 15939 8850 49 v 25588 17049 a FF(det)g Fs(K)28103 17231 y FM(11)29178 17049 y Ft(\001)g(\001)g(\001)130 b FF(det)135 b Fs(K)33104 17231 y Fz(mm)34570 16218 y FC(;)13074 b FF(\(11\))2000 19614 y(where)303 b(the)g(ratio)11817 19089 y FM(det)99 b Fu(K)p 9706 19335 6242 49 v 9706 20032 a FM(det)g Fu(K)11544 20166 y Ff(11)12262 20032 y Fv(\001\001\001)e FM(det)h Fu(K)14934 20165 y Fl(mm)16384 19614 y FF(is)302 b(called)i(the)f FD(k)-12 b(ernel)303 b(g)-12 b(ener)-18 b(alized)302 b(variance)h(\(KGV\))p FF(.)3882 21420 y(W)-97 b(e)303 b(no)-30 b(w)303 b(list)g(the)g(main)g (properties)f(of)h FD(I)21356 20981 y Fz(K)22050 21420 y FF(,)g(which)h(we)f(refer)f(to)h(as)g(the)g FD(KGV)-67 b(-mutual)304 b(information)p FF(.)3818 24826 y Ft(\017)606 b FK(Mer)-22 b(cer)238 b(k)-12 b(er)-18 b(nels)235 b(and)i(Gram)f (matrices)p FF(.)352 b(A)237 b FD(Mer)-45 b(cer)235 b(k)-12 b(ernel)237 b FF(on)g FB(R)f FF(is)g(a)g(function)g FD(k)21 b Fx(\()p FD(x)t FC(;)135 b FD(y)p Fx(\))233 b FF(from)j FB(R)47211 24386 y FM(2)47945 24826 y FF(to)h FB(R)5030 26331 y FF(such)262 b(that)g(for)f(an)-18 b(y)262 b(set)f(of)h(points)f Ft(f)p FD(x)20516 25891 y FM(1)21014 26331 y FC(;)135 b(:)g(:)g(:)129 b(;)135 b FD(x)23910 25891 y Fz(N)24607 26331 y Ft(g)262 b FF(in)g FB(R)p FF(,)271 b(the)262 b FD(N)69 b Ft(\002)l FD(N)333 b FF(matrix)261 b FD(K)67 b FF(,)271 b(de\002ned)262 b(by)g FD(K)43786 26513 y Fz(i)133 b(j)44720 26331 y Fx(=)230 b FD(k)21 b Fx(\()p FD(x)47461 26513 y Fz(i)47762 26331 y FC(;)135 b FD(x)48905 26513 y Fz(j)49227 26331 y Fx(\))p FF(,)5030 27837 y(is)319 b(positi)-30 b(v)-18 b(e)318 b(semide\002nite.)423 b(The)318 b(matrix)h FD(K)386 b FF(is)318 b(usually)h(referred)f(to)h(as)f(the)h FD(Gr)-18 b(am)319 b(matrix)j FF(of)c(the)h(points)5030 29342 y Ft(f)p FD(x)6178 28902 y Fz(i)6480 29342 y Ft(g)p FF(.)686 b(Gi)-30 b(v)-18 b(en)406 b(a)h(Mercer)f(k)-12 b(ernel)406 b FD(k)21 b Fx(\()p FD(x)t FC(;)135 b FD(y)p Fx(\))p FF(,)430 b(it)406 b(possible)g(to)g(\002nd)h(a)g(space)f Fs(F)696 b FF(and)406 b(a)h(map)g FE(F)f FF(from)g FB(R)h FF(to)5030 30848 y Fs(F)289 b FF(,)314 b(such)e(that)g FD(k)21 b Fx(\()p FD(x)t FC(;)135 b FD(y)p Fx(\))308 b FF(is)k(the)g(dot)g(product)g(in)f Fs(F)601 b FF(between)313 b FE(F)p Fx(\()p FD(x)t Fx(\))d FF(and)i FE(F)p Fx(\()p FD(y)p Fx(\))e FF(\(see,)k(e.g.,)e(Sch)44886 30842 y(\250)44785 30848 y(olk)-12 b(opf)312 b(and)5030 32353 y(Smola,)343 b(2001\).)495 b(The)342 b(space)h Fs(F)631 b FF(is)342 b(usually)h(referred)e(to)i(as)f(the)h FD(featur)-45 b(e)343 b(space)f FF(and)h(the)g(map)g FE(F)f FF(as)h(the)5030 33858 y FD(featur)-45 b(e)388 b(map)p FF(.)628 b(This)387 b(allo)-30 b(ws)386 b(us,)408 b(gi)-30 b(v)-18 b(en)387 b(sample)h(data,)408 b(to)388 b(de\002ne)f(an)h(estimator)e(of)h(the)h (KGV)f(via)h(the)5030 35364 y(Gram)312 b(matrices)f FD(K)13298 35546 y Fz(i)13911 35364 y FF(of)g(each)h(component)g FD(x)24000 35546 y Fz(i)24302 35364 y FF(.)401 b(Indeed,)314 b(using)d(the)h(\223k)-12 b(ernel)311 b(trick,)-85 b(\224)314 b(we)e(can)g(\002nd)f(a)h(basis)5030 36869 y(of)351 b Fs(F)640 b FF(where)351 b Fs(K)12032 37051 y Fz(i)133 b(j)13030 36869 y Fx(=)295 b FD(K)15046 37051 y Fz(i)15348 36869 y FD(K)16259 37051 y Fz(j)16582 36869 y FF(.)520 b(Thus,)362 b(for)351 b(the)g(remainder)g(of)g(the)g(paper)-48 b(,)363 b(we)351 b(assume)g(that)g FE(F)g FF(and)g Fs(F)640 b FF(are)5030 38375 y(associated)303 b(with)g(a)g(Mercer)g(k)-12 b(ernel)303 b FD(k)21 b Fx(\()p FD(x)t FC(;)135 b FD(y)p Fx(\))p FF(.)3818 41334 y Ft(\017)606 b FK(Linear)401 b(time)f(computation)p FF(.)667 b(If)400 b FD(k)21 b Fx(\()p FD(x)t FC(;)135 b FD(y)p Fx(\))397 b FF(is)j(the)g(Gaussian)g (k)-12 b(ernel)401 b FD(k)21 b Fx(\()p FD(x)t FC(;)135 b FD(y)p Fx(\))320 b(=)i FF(e)-18 b(xp)p Fx(\()p Ft(\000)p Fx(\()p FD(x)206 b Ft(\000)d FD(y)p Fx(\))46288 40894 y FM(2)46786 41334 y FC(=)p FF(2)p FE(s)48729 40894 y FM(2)49227 41334 y Fx(\))p FF(,)5030 42839 y(then)431 b(the)g(estimator)f(based)g(on)h(Gram)g(matrices)f(can)h(be)g(computed) g(in)f(linear)h(time)g(in)f(the)h(number)5030 44345 y FD(N)556 b FF(of)482 b(samples.)914 b(In)482 b(this)g(situation,)527 b Fs(F)771 b FF(is)482 b(an)h(in\002nite-dimensional)f(space)g(of)g (smooth)h(functions.)5030 45850 y(This)286 b(lo)-30 b(w)286 b(comple)-18 b(xity)287 b(is)f(obtained)h(through)f(lo)-30 b(w-rank)286 b(approximation)g(of)g(the)h(Gram)f(matrices)g(using)5030 47356 y(incomplete)379 b(Cholesk)-18 b(y)378 b(decomposition)f(\(Bach)i (and)f(Jordan,)f(2002\).)600 b(W)-97 b(e)378 b(need)h(to)e(perform)g FD(m)h FF(such)5030 48861 y(decompositions,)251 b(where)238 b(each)h(decomposition)g(is)e FD(O)p Fx(\()p FD(N)73 b Fx(\))p FF(.)353 b(The)238 b(w)-12 b(orst-case)237 b(running)h(time)h(comple)-18 b(xity)5030 50366 y(is)391 b FD(O)p Fx(\()p FD(mN)273 b Fx(+)201 b FD(m)11551 49927 y FM(3)12048 50366 y Fx(\))p FF(,)412 b(b)-24 b(ut)391 b(under)g(a)g(wide)g(range)g(of)f(situations,)412 b(the)392 b(Cholesk)-18 b(y)391 b(decompositions)f(are)h(the)5030 51872 y(practical)304 b(bottlenecks)f(of)f(the)i(e)-30 b(v)g(aluation)303 b(of)f FD(I)25498 51432 y Fz(K)26193 51872 y FF(,)h(so)f(that)h(the)h(empirical)f(comple)-18 b(xity)303 b(is)g FD(O)p Fx(\()p FD(mN)73 b Fx(\))p FF(.)3818 54831 y Ft(\017)606 b FK(Relation)332 b(to)f(actual)g(mutual)g(inf)-30 b(ormation)p FF(.)460 b(F)-18 b(or)331 b FD(m)285 b Fx(=)f FF(2,)339 b(when)332 b(the)g(k)-12 b(ernel)331 b(width)h FE(s)f FF(tends)g(to)h(zero,)5030 56336 y(the)423 b(KGV)g(mutual)g (information)f(tends)g(to)h(a)g(quantity)g(that)f(is)g(an)h(e)-18 b(xpansion)423 b(of)f(the)h(actual)g(mutual)5030 57842 y(information)392 b(around)h(independence)g(\(Bach)g(and)g(Jordan,)f (2002\).)643 b(In)392 b(addition,)415 b(for)392 b(an)-18 b(y)393 b FD(m)p FF(,)414 b FD(I)47174 57402 y Fz(K)48261 57842 y FF(is)392 b(a)5030 59347 y(v)-30 b(alid)299 b(contrast)f (function)h(for)f(ICA,)h(in)g(the)g(sense)f(that)h(it)g(is)f(equal)h (to)g(zero)g(if)f(and)h(only)g(if)g(the)g(v)-30 b(ariables)5030 60853 y FD(x)5568 61035 y FM(1)6067 60853 y FC(;)135 b(:)g(:)g(:)128 b(;)135 b FD(x)8958 61035 y Fz(m)9955 60853 y FF(are)303 b(pairwise)f(independent.)3818 63811 y Ft(\017)606 b FK(Regularization)p FF(.)376 b(F)-18 b(or)302 b(numerical)g(and)h(statistical)f(reasons,)f(the)i(KGV)f(has)g (to)h(be)f(re)-18 b(gularized,)303 b(which)5030 65317 y(amounts)278 b(to)f(con)-48 b(v)-24 b(olving)278 b(the)g(Gaussian)f(v) -30 b(ariable)277 b FE(F)27852 64877 y Fz(G)28547 65317 y Fx(\()p FD(x)t Fx(\))f FF(by)h(another)h(Gaussian)f(ha)-24 b(ving)278 b(a)g(co)-18 b(v)-30 b(ariance)5030 66822 y(matrix)381 b(proportional)f(to)h(the)g(identity)f(matrix)h FE(k)p FD(I)62 b FF(.)608 b(This)380 b(implies)g(that)h(in)g(the)g (approximation)f(of)h(the)5030 68328 y(KGV)-156 b(,)358 b(we)h(ha)-24 b(v)-18 b(e)358 b Fs(K)13435 68510 y Fz(i)133 b(j)14436 68328 y Fx(=)299 b FD(K)16456 68510 y Fz(i)16758 68328 y FD(K)17669 68510 y Fz(j)18350 68328 y FF(for)357 b FD(i)300 b Ft(6)p Fx(=)481 b FD(j)30 b FF(,)372 b(and)358 b Fs(K)26231 68510 y Fz(i)133 b(j)27233 68328 y Fx(=)298 b(\()p FD(K)29723 68510 y Fz(i)30213 68328 y Fx(+)189 b FD(N)73 b FE(k)p FD(I)62 b Fx(\))33828 67888 y FM(2)34682 68328 y FF(for)357 b FD(i)300 b Fx(=)480 b FD(j)30 b FF(,)372 b(where)358 b FE(k)h FF(is)e(a)h(constant)5030 69833 y(re)-18 b(gularization)303 b(parameter)-67 b(.)24893 73417 y FJ(1218)p eop %%Page: 1219 15 1219 14 bop 10897 -2672 a FJ(B)56 b FM(E)g(Y)29 b(O)56 b(N)g(D)327 b FJ(I)56 b FM(N)g(D)g(E)g(P)g(E)g(N)g(D)g(E)g(N)g(T)320 b FJ(C)56 b FM(O)g(M)g(P)g(O)g(N)g(E)g(N)g(T)g(S)g FJ(:)389 b(T)56 b FM(R)e(E)i(E)g(S)328 b(A)56 b(N)g(D)330 b FJ(C)56 b FM(L)g(U)g(S)g(T)g(E)g(R)e(S)2030 3313 y FF(5)60 b(.)g(3)g(.)g(2)669 b(A)364 b(K)60 b(G)g(V)365 b(C)60 b Fd(O)g(N)g(T)g(R)g(A)g(S)g(T)364 b FF(F)60 b Fd(U)g(N)g(C)g(T)g(I)g(O)g(N)363 b(F)60 b(O)g(R)363 b FF(T)60 b(C)g(A)2000 5459 y(Mimicking)439 b(the)h(de\002nition)f(of)g (the)h FD(T)154 b FF(-mutual)439 b(information)g(in)g(Equation)h(\(6\)) f(and)g(the)h(Gaussian)f(v)-18 b(ersion)2000 6964 y(in)469 b(Equation)g(\(9\),)509 b(we)470 b(de\002ne)f(the)g(KGV)g(contrast)g (function)f FD(J)30252 6524 y Fz(K)30947 6964 y Fx(\()p FD(x)t FC(;)135 b FD(T)152 b Fx(\))468 b FF(for)g(TCA)h(as)g FD(J)41046 6524 y Fz(K)41740 6964 y Fx(\()p FD(x)t FC(;)135 b FD(T)152 b Fx(\))361 b(=)f FD(I)46652 6524 y Fz(K)47346 6964 y Fx(\()p FD(x)t Fx(\))228 b Ft(\000)2000 8559 y FE(\345)2864 8730 y Fw(\()p Fz(u)p Fy(;)p Fz(v)p Fw(\))p Fv(2)p Fu(E)6117 8470 y FD(I)6583 8030 y Fz(K)6491 8769 y(uv)7382 8470 y Fx(\()p FD(x)t Fx(\))p FF(,)301 b(that)j(is:)9495 11484 y FD(J)10090 10984 y Fz(K)10784 11484 y Fx(\()p FD(x)t FC(;)135 b FD(T)152 b Fx(\))268 b(=)h Ft(\000)16122 10664 y FF(1)p 16122 11206 607 49 v 16122 12316 a(2)16994 11484 y(log)21853 10664 y(det)135 b Fs(K)p 18810 11206 8850 49 v 18810 12316 a FF(det)g Fs(K)21325 12498 y FM(11)22400 12316 y Ft(\001)g(\001)g(\001)130 b FF(det)135 b Fs(K)26326 12498 y Fz(mm)27961 11484 y Fx(+)29204 10664 y FF(1)p 29204 11206 607 49 v 29204 12316 a(2)30987 11743 y Fn(\345)30077 12798 y Fw(\()p Fz(u)p Fy(;)p Fz(v)p Fw(\))p Fv(2)p Fu(E)33275 11484 y FF(log)36354 10658 y(det)g Fs(K)38869 10840 y Fz(uv)-66 b Fy(;)p Fz(uv)p 35092 11206 6946 49 v 35092 12316 a FF(det)134 b Fs(K)37606 12498 y Fz(uu)38681 12316 y FF(det)h Fs(K)41196 12498 y Fz(vv)42170 11484 y FC(:)2000 15052 y FF(An)393 b(important)g(feature)g(of)f FD(J)14736 14612 y Fz(K)15824 15052 y FF(is)h(that)g(it)g(is)f(the)h FD(T)154 b FF(-mutual)393 b(information)g(of)f FE(F)36815 14612 y Fz(G)36815 15414 y FM(1)37510 15052 y Fx(\()p FD(x)t Fx(\))p FC(;)135 b(:)g(:)g(:)127 b(;)135 b FE(F)42271 14612 y Fz(G)42271 15352 y(m)42964 15052 y Fx(\()p FD(x)t Fx(\))p FF(,)414 b(which)393 b(are)2000 16558 y(link)-12 b(ed)375 b(to)g FD(x)7249 16740 y FM(1)7747 16558 y FC(;)135 b(:)g(:)g(:)129 b(;)135 b FD(x)10639 16740 y Fz(m)11707 16558 y FF(by)375 b(the)g(feature)g(maps)g(and)g(the)g (\223Gaussianization.)-85 b(\224)592 b(It)374 b(is)h(thus)f(al)-12 b(w)g(ays)375 b(nonne)-18 b(g)-6 b(ati)-30 b(v)-18 b(e.)2000 18063 y(Note)274 b(that)h(going)f(from)f(a)i(random)f(v)-18 b(ector)274 b FD(y)g FF(to)g(its)g(associated)g(Gaussian)f FD(y)34423 17623 y Fz(G)35392 18063 y FF(is)h(a)g(mapping)h(from)e (distrib)-24 b(ution)2000 19569 y(to)346 b(distrib)-24 b(ution,)355 b(and)346 b(not)g(a)g(mapping)g(from)f(each)h(realization) g(of)f FD(y)h FF(to)g(a)g(realization)g(of)f FD(y)41474 19129 y Fz(G)42169 19569 y FF(.)504 b(Unfortunately)-79 b(,)2000 21074 y(this)289 b(mapping)h(preserv)-18 b(es)288 b(mar)-22 b(ginal)290 b(independencies)h(b)-24 b(ut)289 b(not)h(conditional)g(independencies,)j(as)c(pointed)h(out)2000 22579 y(in)371 b(Section)h(4.2.)580 b(Consequently)-79 b(,)389 b FD(J)17594 22139 y Fz(K)18289 22579 y Fx(\()p FD(x)t FC(;)135 b FD(T)151 b Fx(\))371 b FF(does)g(not)g(characterize)g (f)-12 b(actorization)371 b(according)h(to)f FD(T)154 b FF(;)405 b(that)372 b(is,)2000 24085 y FD(J)2595 23645 y Fz(K)3290 24085 y Fx(\()p FD(x)t FC(;)135 b FD(T)151 b Fx(\))251 b FF(might)g(be)h(strictly)f(positi)-30 b(v)-18 b(e)250 b(e)-30 b(v)-18 b(en)252 b(when)g FD(x)j FF(does)c(f)-12 b(actorize)251 b(according)h(to)g FD(T)153 b FF(.)359 b(Nonetheless,)261 b(based)252 b(on)2000 25590 y(our)281 b(earlier)g(e)-18 b(xperience)282 b(with)f(KGV)h(in)f(the)h(case)f(of)g (ICA)h(\(Bach)g(and)f(Jordan,)g(2002\),)286 b(we)281 b(e)-18 b(xpect)282 b FD(J)45300 25150 y Fz(K)45995 25590 y Fx(\()p FD(x)t FC(;)135 b FD(T)151 b Fx(\))281 b FF(to)2000 27096 y(pro)-18 b(vide)277 b(a)h(reasonable)f(approximation)h(to)g FD(I)21273 26656 y Fz(T)21932 27096 y Fx(\()p FD(x)t Fx(\))p FF(.)366 b(Intuiti)-30 b(v)-18 b(ely)-79 b(,)282 b(we)c(\002t)f(the)h(best)f(tree)g(for)g(the)h(Gaussians)e(in)i(the) 2000 28601 y(feature)296 b(space)f(and)i(hope)f(that)g(it)f(will)h (also)g(be)g(a)g(good)g(tree)f(in)h(the)g(input)g(space.)373 b(Recent)297 b(w)-12 b(ork)296 b(by)g(Fukumizu)2000 30107 y(et)303 b(al.)g(\(2003\))g(has)g(sho)-30 b(wn)302 b(ho)-30 b(w)303 b(to)g(use)g(KGV)g(to)h(e)-18 b(xactly)303 b(characterize)g (conditional)h(independence.)3882 31612 y(Numerically)-79 b(,)395 b FD(J)11155 31172 y Fz(K)11849 31612 y Fx(\()p FD(x)t FC(;)135 b FD(T)152 b Fx(\))375 b FF(beha)-24 b(v)-18 b(es)376 b(particularly)f(nicely)-79 b(,)395 b(since)376 b(all)g(of)g(the)g(quantities)g(needed)g(are)g(Gram)2000 33118 y(matrices,)437 b(and)410 b(are)h(obtained)g(from)e(the)i FD(m)f FF(incomplete)h(Cholesk)-18 b(y)411 b(decompositions.)697 b(Thus)410 b(we)h(a)-24 b(v)g(oid)410 b(the)2000 34623 y FD(O)p Fx(\()p FD(m)4221 34183 y FM(2)4719 34623 y Fx(\))347 b FF(comple)-18 b(xity)-79 b(.)513 b(In)348 b(our)h(empirical)f(e)-18 b(xperiments,)360 b(we)348 b(used)h(the)f(settings)g FE(s)294 b Fx(=)g FF(1)348 b(and)h FE(k)295 b Fx(=)f FF(0)p FC(:)p FF(01)347 b(for)h(the)2000 36129 y(free)273 b(parameters)h(in)f(the)h(KGV)-156 b(.)274 b(The)f(contrast)h(function)f(that)h(we)g(minimize)g(with)g(respect)f (to)h FD(T)428 b FF(and)213 b FD(W)423 b FF(is)273 b(then)2000 37634 y FD(J)2595 37194 y Fz(K)49 b(G)-44 b(V)4538 37634 y Fx(\()p FD(x)t FC(;)74 b FD(W)37 b FC(;)135 b FD(T)151 b Fx(\))269 b(=)f FD(J)10852 37194 y Fz(K)11547 37634 y Fx(\()-61 b FD(W)148 b(x)t FC(;)135 b FD(T)152 b Fx(\))p FF(.)2000 41104 y FG(6.)465 b(The)332 b(TCA)g(Algorithm)2000 43409 y FF(W)-97 b(e)356 b(no)-30 b(w)355 b(gi)-30 b(v)-18 b(e)355 b(a)g(full)g(description)g(of)f(the)i(TCA)f(algorithm.)532 b(An)-18 b(y)356 b(of)e(the)i(three)f(contrast)g(functions)f(that)i(we) 2000 44915 y(ha)-24 b(v)-18 b(e)280 b(de\002ned)h(can)g(be)f(used)g(in) h(the)f(algorithm.)368 b(W)-97 b(e)281 b(generically)g(denote)g(the)f (contrast)g(function)g(as)g FD(J)57 b Fx(\()p FD(x)t FC(;)74 b FD(W)37 b FC(;)135 b FD(T)151 b Fx(\))2000 46420 y FF(in)303 b(the)g(follo)-30 b(wing)303 b(description)f(of)h (the)g(algorithm.)2000 49526 y FK(6.1)606 b(F)-30 b(ormulation)302 b(of)h(the)f(Optimization)g(Pr)-22 b(oblem)2000 51671 y FF(First,)416 b(as)394 b(noted)h(in)f(Section)h(4.1,)418 b(we)394 b(minimize)h FD(J)57 b Fx(\()p FD(x)t FC(;)74 b FD(W)37 b FC(;)135 b FD(T)151 b Fx(\))393 b FF(on)i(the)g(space)f(of) g(matrices)g(such)g(that)334 b FD(W)149 b(x)398 b FF(has)2000 53177 y(unit)289 b(v)-30 b(ariance)290 b(components.)371 b(That)290 b(is,)h(if)e FE(S)g FF(denotes)h(the)f(co)-18 b(v)-30 b(ariance)290 b(matrix)f(of)g FD(x)t FF(,)j(we)e(constrain)f (the)h(ro)-30 b(ws)288 b(of)1939 54682 y FD(W)149 b FE(S)3816 54242 y FM(1)p Fy(=)p FM(2)5551 54682 y FF(to)351 b(ha)-24 b(v)-18 b(e)352 b(unit)g(norm.)521 b(Therefore,)362 b(the)352 b(search)f(space)h Fs(M)596 b FF(is)351 b(isomorphic)g(to)h(a)g (product)f(of)g FD(m)h FF(spheres)2000 56188 y(in)478 b FD(m)g FF(dimensions.)901 b(In)478 b(order)f(to)h(tak)-12 b(e)479 b(into)f(account)h(the)f(\223leaf)g(mixing\224)g(in)-48 b(v)-30 b(ariance)478 b(\(see)g(Section)g(4.1\),)2000 57693 y(we)305 b(also)f(add)h(a)g(penalty)g(term,)g FD(J)16127 57253 y Fz(C)16793 57693 y Fx(\()p FD(x)t FC(;)74 b FD(W)37 b FC(;)135 b FD(T)150 b Fx(\))270 b(=)f Ft(\000)23589 57216 y FM(1)p 23589 57415 443 49 v 23589 58111 a(2)24298 57782 y FE(\345)25162 57953 y Fw(\()p Fz(u)p Fy(;)p Fz(v)p Fw(\))p Fv(2)p Fu(E)28415 57693 y FF(log)30099 56711 y Fp(\000)30654 57693 y FF(1)168 b Ft(\000)g FF(corr)34490 57253 y FM(2)34988 57693 y Fx(\(\()-61 b FD(W)148 b(x)t Fx(\))38040 57875 y Fz(u)38537 57693 y FC(;)135 b Fx(\()-61 b FD(W)147 b(x)t Fx(\))41589 57875 y Fz(v)42037 57693 y Fx(\))42508 56711 y Fp(\001)43367 57693 y FF(that)305 b(penalizes)2000 59199 y(mar)-22 b(ginal)302 b(correlation)g(along)h (edges)f(of)g(the)g(tree)g FD(T)154 b FF(.)376 b(Finally)-79 b(,)302 b(a)h(prior)e(term)h FD(w)p Fx(\()p FD(T)154 b Fx(\))301 b FF(may)h(be)h(added,)g(as)f(de\002ned)2000 60704 y(in)h(Section)g(3.3.)3882 62210 y(W)-97 b(e)303 b(thus)g(aim)g(to)g(solv)-18 b(e)303 b(the)g(follo)-30 b(wing)303 b(optimization)g(problem)g(o)-18 b(v)g(er)242 b FD(W)452 b FF(and)303 b FD(T)154 b FF(:)11526 64481 y(minimize)2214 b FD(F)101 b Fx(\()-61 b FD(W)37 b FC(;)135 b FD(T)153 b Fx(\))268 b(=)g FD(J)57 b Fx(\()p FD(x)t FC(;)74 b FD(W)37 b FC(;)135 b FD(T)151 b Fx(\))168 b(+)g FE(l)30601 64663 y Fz(C)31265 64481 y FD(J)31816 63981 y Fz(C)32482 64481 y Fx(\()p FD(x)t FC(;)74 b FD(W)37 b FC(;)135 b FD(T)150 b Fx(\))168 b Ft(\000)g FD(w)p Fx(\()p FD(T)153 b Fx(\))11425 66319 y FF(subject)303 b(to)2214 b Fx(\()-61 b FD(W)148 b FE(S)-61 b FD(W)21703 65818 y Fv(>)22447 66319 y Fx(\))22918 66501 y Fz(ii)23734 66319 y Fx(=)268 b FF(1)p FC(;)437 b Ft(8)p FD(i)269 b Ft(2)f(f)p FF(1)p FC(;)135 b(:)g(:)g(:)129 b(;)135 b FD(m)p Ft(g)p FC(;)2000 68590 y FF(where)389 b FE(l)5971 68772 y Fz(C)7025 68590 y FF(determines)f(ho)-30 b(w)389 b(much)g(we)f(penalize)i(the)e(mar)-22 b(ginal)389 b(correlations.)632 b(In)388 b(all)h(of)f(our)g(e)-18 b(xperiments)2000 70096 y(we)421 b(used)f FE(l)7097 70278 y Fz(C)8097 70096 y Fx(=)333 b FF(0)p FC(:)p FF(05.)727 b(When)421 b(the)f(whitening)h (constraints)f(can)g(be)h(imposed)f(\(see)g(Section)h(4.2\),)449 b(then)421 b(the)24893 73417 y FJ(1219)p eop %%Page: 1220 16 1220 15 bop 21244 -2672 a FJ(B)22 b FM(A)f(C)54 b(H)330 b(A)56 b(N)g(D)330 b FJ(J)56 b FM(O)g(R)e(D)21 b(A)56 b(N)2000 3313 y FF(formulation)412 b(simpli\002es)g(as)g(follo)-30 b(ws,)439 b(with)413 b(a)g(search)f(space)h Fs(M)658 b FF(isomorphic)412 b(to)g(the)h(group)g(of)f(orthogonal)2000 4819 y(matrices:)15324 7545 y(minimize)2214 b FD(F)22737 7727 y Fz(w)23382 7545 y Fx(\()-61 b FD(W)37 b FC(;)135 b FD(T)153 b Fx(\))268 b(=)h FD(J)57 b Fx(\()p FD(x)t FC(;)74 b FD(W)37 b FC(;)135 b FD(T)150 b Fx(\))168 b Ft(\000)g FD(w)p Fx(\()p FD(T)152 b Fx(\))15223 9383 y FF(subject)303 b(to)2153 b FD(W)149 b FE(S)-61 b FD(W)25031 8882 y Fv(>)26044 9383 y Fx(=)268 b FD(I)62 b FC(;)2000 12489 y FK(6.2)606 b(Minimization)303 b(Algorithm)2000 14636 y FF(The)241 b(optimization)g(problem)g(that)g(we)g(need)h(to)f (solv)-18 b(e)240 b(in)-48 b(v)-24 b(olv)-18 b(es)240 b(one)h(continuous)g(v)-30 b(ariable)180 b FD(W)390 b FF(and)241 b(one)g(discrete)2000 16141 y(v)-30 b(ariable)385 b FD(T)154 b FF(.)622 b(Minimization)385 b(with)g(respect)g(to)g(an)-18 b(y)385 b(of)g(the)g(tw)-12 b(o)385 b(v)-30 b(ariables)385 b(while)g(the)h(other)f(is)f(\002x)-18 b(ed)385 b(can)h(be)2000 17647 y(done)341 b(ef)-30 b(\002ciently:)450 b(minimizing)341 b(with)f(respect)g(to)h FD(T)494 b FF(is)340 b(equi)-30 b(v)g(alent)340 b(to)h(a)f(maximum)h(weight)g(forest)e(problem,)2000 19152 y(which)270 b(can)g(easily)f(be)h(solv)-18 b(ed)269 b(by)h(the)g(greedy)g(algorithm)f(presented)g(in)h(Section)g(3.3,)276 b(while)270 b(minimizing)g(with)2000 20658 y(respect)392 b(to)332 b FD(W)542 b FF(can)393 b(be)g(done)g(by)g(gradient)g (descent\227for)f(the)h(three)g(empirical)g(contrast)f(functions)h (de\002ned)2000 22163 y(in)328 b(Section)g(5,)334 b(there)328 b(are)g(ef)-30 b(\002cient)328 b(techniques)g(to)g(compute)h(the)f (gradient)g(\(Silv)-18 b(erman,)327 b(1985,)h(Akaho)h(et)f(al.,)2000 23669 y(1999,)363 b(Bach)g(and)f(Jordan,)g(2002\).)553 b(Ho)-30 b(we)g(v)-18 b(er)-48 b(,)377 b(since)362 b(one)g(of)g(the)h (tw)-12 b(o)362 b(v)-30 b(ariables)362 b(is)g(discrete,)376 b(an)363 b(alternating)2000 25174 y(minimization)317 b(procedure)g(might)g(not)h(e)-18 b(xhibit)317 b(good)g(con)-48 b(v)-18 b(er)c(gence)317 b(properties.)417 b(In)317 b(order)f(to)h(use) g(continuous)2000 26680 y(optimization)408 b(techniques,)435 b(we)408 b(consider)g(the)g(function)g FD(G)p Fx(\()-61 b FD(W)148 b Fx(\))408 b FF(obtained)g(by)g(minimizing)g(with)g (respect)g(to)2000 28185 y(the)290 b(tree)f FD(T)154 b FF(;)294 b(that)289 b(is,)j FD(G)p Fx(\()-61 b FD(W)148 b Fx(\))256 b(=)g FF(min)17102 28367 y Fz(T)17897 28185 y FD(F)101 b Fx(\()-61 b FD(W)37 b FC(;)135 b FD(T)152 b Fx(\))p FF(.)371 b(This)288 b(function)i(is)e(continuous)i(and)f (piece)-30 b(wise)290 b(dif)-30 b(ferentiable.)2000 29690 y(The)313 b(problem)h(is)f(no)-30 b(w)313 b(that)h(of)f(minimizing)h (this)f(function)h(with)f(respect)h(to)252 b FD(W)463 b FF(on)314 b(a)f(manifold)h Fs(M)245 b FF(,)316 b(which)e(in)2000 31196 y(our)270 b(situation,)277 b(is)270 b(a)h(product)g(of)f(spheres) g(in)h(the)g(general)f(case)h(or)f(the)h(orthogonal)g(group)g(when)g (the)g(whitening)2000 32701 y(constraint)417 b(is)g(imposed.)720 b(W)-97 b(e)418 b(can)g(use)f(the)h(structure)f(of)g(such)g(manifolds)g (to)h(design)f(ef)-30 b(\002cient)418 b(coordinate)2000 34207 y(descent)330 b(algorithms;)343 b(indeed)331 b(it)f(is)f (possible)h(to)g(minimize)g(functions)g(de\002ned)g(on)g(those)g (manifolds)g(with)g(an)2000 35712 y(iterati)-30 b(v)-18 b(e)384 b(procedure:)539 b(at)385 b(each)g(iteration,)405 b(a)385 b(pair)g(of)f(indices)h Fx(\()p FD(i)p FC(;)317 b FD(j)30 b Fx(\))381 b FF(is)j(chosen,)406 b(then)384 b(all)h(the)g(ro)-30 b(ws)384 b(of)323 b FD(W)534 b FF(are)2000 37218 y(held)379 b(\002x)-18 b(ed)379 b(e)-18 b(xcept)380 b(the)f FD(i)p FF(-th)f(and)562 b FD(j)30 b FF(-th)378 b(ro)-30 b(w)379 b(which)g(are)g(allo)-30 b(wed)380 b(to)f(v)-30 b(ary)378 b(inside)h(the)g(subspace)g(spanned)g(by)2000 38723 y(the)293 b FD(i)p FF(-th)g(and)476 b FD(j)30 b FF(-th)293 b(ro)-30 b(ws)292 b(obtained)i(from)f(the)g(pre)-30 b(vious)293 b(iteration.)372 b(F)-18 b(or)293 b(both)g(types)g(of)g (manifold,)j(all)d(elements)2000 40229 y(can)303 b(be)h(generated)f(by) g(a)h(\002nite)f(sequence)g(of)g(such)g(local)g(mo)-18 b(v)g(es.)3882 41735 y(In)313 b(the)i(case)e(of)h(the)g(orthogonal)g (group,)j(this)c(is)g(the)i(classical)e(technique)i(of)e(Jacobi)h (rotations)f(\(Cardoso,)2000 43241 y(1999\))408 b(where)h(for)e(each)i (pair)f Fx(\()p FD(i)p FC(;)317 b FD(j)30 b Fx(\))405 b FF(we)k(ha)-24 b(v)-18 b(e)408 b(to)g(solv)-18 b(e)408 b(a)h(one-dimensional)f(problem.)691 b(In)408 b(the)h(case)f(of)g(the) 2000 44746 y(product)416 b(of)f(spheres,)443 b(this)416 b(is)f(a)h(tw)-12 b(o-dimensional)416 b(problem.)714 b(F)-18 b(or)415 b(both)h(problems,)443 b(the)416 b(e)-30 b(v)g(aluation)416 b(of)g(the)2000 46252 y(contrast)410 b(functions)g(when)h(all)f(ro)-30 b(ws)410 b(b)-24 b(ut)410 b(tw)-12 b(o)410 b(are)h(held)f(\002x)-18 b(ed)411 b(has)f(linear)g (comple)-18 b(xity)411 b(in)f FD(m)p FF(,)438 b(thus)410 b(making)2000 47757 y(the)375 b(local)f(searches)g(ef)-30 b(\002cient.)590 b(An)374 b(outline)h(of)f(the)h(algorithm)f(is)g (presented)g(in)g(Figure)g(4.)590 b(At)375 b(the)f(obtained)2000 49263 y(stationary)418 b(point)358 b FD(W)149 b FF(,)447 b(if)418 b(there)h(is)f(only)g(one)h(tree)f(that)h(attains)f(the)h (minimum)g(min)38903 49445 y Fz(T)39698 49263 y FD(F)101 b Fx(\()-61 b FD(W)37 b FC(;)135 b FD(T)152 b Fx(\))p FF(,)447 b(then)419 b(this)f(is)2000 50768 y(a)378 b(local)h(minimum)f (of)f FD(G)p Fx(\()-61 b FD(W)149 b Fx(\))p FF(.)600 b(W)-97 b(e)378 b(present)g(in)g(Appendix)h(A)f(a)g(set)g(of)f (techniques)i(to)f(mak)-12 b(e)378 b(the)g(algorithm)2000 52274 y(scalable)303 b(to)g(lar)-22 b(ge)303 b(numbers)g(of)g(v)-30 b(ariables.)2000 55744 y FG(7.)465 b(TCA)332 b(as)g(a)h(Density)f (Estimation)g(Model)2000 58051 y FF(TCA)406 b(can)g(be)g(used)g(as)f(a) h(density)g(estimation)f(model.)685 b(Indeed,)431 b(once)407 b(the)f(optimal)g(\(or)f(an)h(approximation)2000 59556 y(thereof\))417 b FD(W)627 b FF(and)479 b FD(T)632 b FF(are)479 b(found,)522 b(we)479 b(just)f(need)g(to)h(perform)f (density)g(estimation)g(in)g(a)h(graphical)g(model,)2000 61062 y(independently)351 b(of)e(the)h(method)g(that)g(w)-12 b(as)350 b(used)f(to)h(\002nd)289 b FD(W)499 b FF(and)350 b FD(T)154 b FF(.)516 b(The)349 b(model)h(with)g(respect)g(to)g(which)g (we)2000 62567 y(carry)299 b(out)h(this)f(density)g(estimation)g(is)g (a)h(tree,)g(and)g(thus)f(we)g(can)h(w)-12 b(ork)299 b(either)h(within)f(the)h(directed)g(graphical)2000 64073 y(model)329 b(frame)-30 b(w)-12 b(ork)327 b(or)h(the)h(undirected)g (graphical)f(model)h(frame)-30 b(w)-12 b(ork.)451 b(W)-97 b(e)329 b(prefer)f(the)g(former)g(because)h(the)2000 65578 y(lack)303 b(of)g(a)g(normalizing)g(constant)g(implies)g(that)g (the)g(density)g(estimation)g(problem)g(decouples.)3882 67085 y(W)-97 b(e)251 b(thus)f(ha)-24 b(v)-18 b(e)251 b(to)g(estimate)g(a)g(density)f(of)h(the)f(form)342 b FD(p)p Fx(\()p FD(s)p Fx(\))219 b(=)29604 67174 y FE(\325)30735 67345 y Fz(f)129 b Fv(2)p Fu(F)32769 67085 y FD(p)p Fx(\()p FD(s)34451 67267 y Fz(f)34881 67085 y Fx(\))35487 67174 y FE(\325)36483 67372 y Fz(u)p Fv(2)p Fu(V)169 b Fv(n)p Fu(F)39833 67085 y FD(p)p Fx(\()p FD(s)41382 67267 y Fz(u)41879 67085 y Ft(j)p FD(s)42688 67267 y FA(p)43174 67400 y Fl(u)43616 67085 y Fx(\))p FF(,)260 b(where)251 b Fs(F)540 b FF(is)2000 68590 y(a)237 b(set)f(of)g(founders)g(for)g (the)h(directed)f(tree)h FD(T)390 b FF(and)237 b FE(p)23360 68772 y Fz(u)24095 68590 y FF(is)f(the)h(parent)g(of)f(node)h FD(u)g FF(in)f(the)h(directed)g(tree)f FD(T)154 b FF(.)354 b(The)236 b(o)-18 b(v)g(er)-24 b(-)2000 70096 y(all)372 b(estimation)f(problem)h(reduces)g(to)g(\002nding)f FD(m)h FF(distinct)g(density)f(estimates:)513 b(one-dimensional)372 b(estimates)24893 73417 y FJ(1220)p eop %%Page: 1221 17 1221 16 bop 10897 -2672 a FJ(B)56 b FM(E)g(Y)29 b(O)56 b(N)g(D)327 b FJ(I)56 b FM(N)g(D)g(E)g(P)g(E)g(N)g(D)g(E)g(N)g(T)320 b FJ(C)56 b FM(O)g(M)g(P)g(O)g(N)g(E)g(N)g(T)g(S)g FJ(:)389 b(T)56 b FM(R)e(E)i(E)g(S)328 b(A)56 b(N)g(D)330 b FJ(C)56 b FM(L)g(U)g(S)g(T)g(E)g(R)e(S)p 4712 2140 42577 45 v 5376 3194 a FK(Input)p FF(:)375 b(data)303 b Ft(f)p FD(x)t Ft(g)269 b Fx(=)g Ft(f)p FD(x)15691 2754 y FM(1)16188 3194 y FC(;)135 b(:)g(:)g(:)129 b(;)135 b FD(x)19084 2754 y Fz(N)19782 3194 y Ft(g)p FF(,)303 b Ft(8)p FD(n)p FC(;)436 b FD(x)23588 2754 y Fz(n)24355 3194 y Ft(2)269 b FB(R)26307 2754 y Fz(m)5376 5487 y FK(Algorithm)p FF(:)6466 6992 y(1.)376 b(Initialization:)315 b FD(W)452 b FF(random)6466 8498 y(2.)376 b(While)304 b FD(G)p Fx(\()-61 b FD(W)148 b Fx(\))269 b(=)f FF(min)17297 8680 y Fz(T)18092 8498 y FD(F)101 b Fx(\()-61 b FD(W)37 b FC(;)135 b FD(T)153 b Fx(\))302 b FF(is)g(decreasing)8829 10343 y(for)g FD(i)269 b Fx(=)g FF(2)303 b(to)g FD(m)p FF(,)g(for)484 b FD(j)300 b Fx(=)268 b FF(1)303 b(to)g FD(i)168 b Ft(\000)g FF(1,)241 b FD(W)419 b Ft( )269 b FF(ar)-22 b(g)1053 b(min)29193 11209 y Fz(V)112 b Fv(2)p Fz(L)30928 11342 y Fl(i)100 b(j)31469 11209 y Fw(\()-44 b Fz(W)108 b Fw(\))33094 8997 y Fp(n)33901 10343 y FF(min)34542 11120 y Fz(T)35922 10343 y FD(F)101 b Fx(\()-61 b FD(V)m FC(;)135 b FD(T)152 b Fx(\))39681 8997 y Fp(o)10403 12656 y FF(where)304 b FD(L)14342 12838 y Fz(i)133 b(j)15044 12656 y Fx(\()-61 b FD(W)149 b Fx(\))302 b FF(is)h(the)g(set)f(of)h(matrices)242 b FD(V)423 b Ft(2)269 b Fs(M)548 b FF(such)303 b(that)12281 14161 y(\(a\))g Ft(8)p FD(k)424 b FC(=)-740 b Ft(2)268 b(f)p FD(i)p FC(;)317 b FD(j)30 b Ft(g)p FC(;)74 b FD(V)20168 14346 y Fz(k)20899 14161 y Fx(=)207 b FD(W)22998 14346 y Fz(k)12281 15667 y FF(\(b\))303 b(span)o Fx(\()-61 b FD(V)17309 15849 y Fz(i)17611 15667 y FC(;)74 b FD(V)18835 15849 y Fz(j)19157 15667 y Fx(\))269 b(=)f FF(span)p Fx(\()-61 b FD(W)24689 15849 y Fz(i)24990 15667 y FC(;)74 b FD(W)26483 15849 y Fz(j)26805 15667 y Fx(\))6466 17088 y FF(3.)376 b(Compute)304 b FD(T)423 b Fx(=)269 b FF(ar)-22 b(g)134 b(min)h FD(F)101 b Fx(\()-61 b FD(W)37 b FC(;)135 b FD(T)153 b Fx(\))5376 19380 y FK(Output)p FF(:)375 b(demixing)303 b(matrix)242 b FD(W)149 b FF(,)303 b(tree)g FD(T)p 4712 19876 V 2000 22289 a FF(Figure)g(4:)606 b(The)349 b(TCA)g(algorithm:)468 b FD(F)102 b Fx(\()-61 b FD(W)37 b FC(;)135 b FD(T)152 b Fx(\))348 b FF(is)h(the)g(contrast)g(function)g (and)h Fs(M)594 b FF(is)349 b(the)g(search)g(space)g(for)288 b FD(W)149 b FF(,)7017 23795 y(as)303 b(de\002ned)g(in)g(Section)g(6.1) h(\(we)f(use)f(the)i(notation)f FD(A)30045 23980 y Fz(k)30811 23795 y FF(for)g(the)g FD(k)21 b FF(-th)302 b(ro)-30 b(w)303 b(of)f(a)i(matrix)e FD(A)p FF(\).)2000 30225 y(for)d(nodes)i(with)f(no)g(parents)g(\(the)g(founders\),)f(and)i (conditional)g(density)e(estimates)h(for)g(the)g(remaining)g(nodes)2000 31730 y(with)255 b(one)h(parent.)360 b(In)255 b(this)g(paper)g(we)h (use)f(a)g(Gaussian)g(mixture)g(model)h(for)f(the)g(densities)g(at)g (the)h(founders,)264 b(and)2000 33236 y(conditional)383 b(Gaussian)f(mixture)g(models,)402 b(also)382 b(kno)-30 b(wn)383 b(as)f(\223mixtures)g(of)g(e)-18 b(xperts)381 b(models\224)i(\(Jacobs)e(et)i(al.,)2000 34741 y(1991\),)421 b(for)396 b(the)h(remaining)g(conditional)h(probabilities.)657 b(All)398 b(of)e(these)h(mixture)g(models)g(can)h(be)f(estimated)2000 36247 y(via)450 b(the)h(e)-18 b(xpectation-maximization)451 b(\(EM\))d(algorithm.)817 b(In)450 b(order)g(to)g(determine)g(the)h (number)f(of)g(mixing)2000 37752 y(components)303 b(for)f(each)i (model,)f(we)h(use)f(the)g(minimum)g(description)g(length)g(criterion)f (\(Rissanen,)h(1978\).)3882 39321 y(Our)293 b(tw)-12 b(o-stage)292 b(approach)i(is)e(to)h(be)h(contrasted)f(with)g(an)g (alternati)-30 b(v)-18 b(e)293 b(one-stage)g(approach)g(in)g(which)h (one)2000 40826 y(w)-12 b(ould)251 b(de\002ne)h(a)f(model)h(using)190 b FD(W)149 b FF(,)262 b FD(T)405 b FF(and)251 b(Gaussian-mixture)f (conditional)i(distrib)-24 b(utions,)260 b(and)252 b(perform)e(max-) 2000 42332 y(imum)307 b(lik)-12 b(elihood)307 b(using)f(EM\227such)g (an)i(approach)f(could)g(be)g(vie)-30 b(wed)307 b(as)g(an)g(e)-18 b(xtension)307 b(of)f(the)h(independent)2000 43837 y(f)-12 b(actor)361 b(analysis)h(model)g(\(Attias,)f(1999\))h(to)g(the)g(tree)f (setting.)552 b(By)363 b(separating)e(density)h(estimation)g(from)f (the)2000 45343 y(search)279 b(for)217 b FD(W)428 b FF(and)279 b FD(T)154 b FF(,)284 b(ho)-30 b(we)g(v)-18 b(er)-48 b(,)282 b(we)e(are)f(able)g(to)g(e)-18 b(xploit)279 b(the)g(reduction)g (of)f(our)h(parameter)g(estimation)g(prob-)2000 46848 y(lem)305 b(to)h(bi)-30 b(v)g(ariate)305 b(density)g(estimation.)382 b(Bi)-30 b(v)g(ariate)305 b(density)h(estimation)f(is)f(a)i (well-studied)f(problem,)h(and)f(it)h(is)2000 48354 y(possible)367 b(to)h(e)-18 b(xploit)367 b(an)-18 b(y)368 b(of)g(a)g(number)f(of)h (parametric)f(or)h(nonparametric)g(techniques.)570 b(These)367 b(techniques)2000 49859 y(are)329 b(computationally)h(ef)-30 b(\002cient,)336 b(and)329 b(good)g(methods)g(are)h(a)-24 b(v)-30 b(ailable)329 b(for)f(controlling)i(smoothness.)453 b(W)-97 b(e)329 b(also)2000 51365 y(are)352 b(able)h(to)f(e)-18 b(xploit)352 b(the)g(KGV)h(technique)f(within)h(the)f(tw)-12 b(o-phase)352 b(approach,)365 b(an)352 b(alternati)-30 b(v)-18 b(e)352 b(that)g(does)g(not)2000 52870 y(rely)303 b(e)-18 b(xplicitly)303 b(on)g(density)g(estimation.)3882 54439 y(Finally)-79 b(,)264 b(and)254 b(perhaps)g(most)f (signi\002cantly)-79 b(,)264 b(our)254 b(approach)g(does)g(not)g(lead)g (to)g(intractable)h(inference)f(prob-)2000 55944 y(lems)341 b(that)g(require)g(sampling)g(or)g(v)-30 b(ariational)341 b(methods,)350 b(as)341 b(w)-12 b(ould)342 b(be)f(necessary)g(within)g (a)g(tree-based)g(gen-)2000 57450 y(eralization)303 b(of)g(the)g (independent)h(f)-12 b(actor)303 b(analysis)f(approach.)28815 57010 y FM(5)2000 60983 y FG(8.)465 b(Stationary)333 b(Gaussian)f(Pr)-24 b(ocesses)2000 63352 y FF(Pham)381 b(\(2002\))f(has)h(sho)-30 b(wn)380 b(that)h(for)f(ICA,)h(the)g (semiparametric)g(approach)g(can)g(be)g(e)-18 b(xtended)382 b(to)e(stationary)2000 64857 y(Gaussian)346 b(processes.)503 b(In)346 b(this)f(section,)357 b(we)347 b(e)-18 b(xtend)346 b(his)f(results)g(to)h(the)h(TCA)f(model.)505 b(W)-97 b(e)346 b(assume)g(\002rst)f(that)2000 66363 y(the)396 b(sources)f(are)h(doubly-in\002nite)g(sequences)g(of)g(real)g(v)-30 b(alued)396 b(observ)-30 b(ations)395 b Ft(f)p FD(s)37483 66548 y Fz(k)37946 66363 y Fx(\()-30 b FD(t)82 b Fx(\))p FC(;)105 b FD(t)400 b Ft(2)321 b FB(Z)p Ft(g)p FF(,)419 b FD(k)342 b Fx(=)320 b FF(1)p FC(;)135 b(:)g(:)g(:)128 b(;)135 b FD(m)p FF(.)p 2000 67738 19200 45 v 2604 68878 a Fr(5.)309 b(The)427 b(orthogonalization)i(approach)f(which)g(relies)e (on)h(whitening)h(and)g(which)f(leads)g(to)g(a)g(signi\002cant)h(speed) f(up)g(of)g(learn-)3660 70096 y(ing)250 b(\(W)-80 b(elling)250 b(and)f(W)-80 b(eber)-40 b(,)251 b(2001\))e(cannot)h(be)g(used)f(here,) h(as)f(pointed)h(out)f(in)g(Section)h(4.2.)24893 73417 y FJ(1221)p eop %%Page: 1222 18 1222 17 bop 21244 -2672 a FJ(B)22 b FM(A)f(C)54 b(H)330 b(A)56 b(N)g(D)330 b FJ(J)56 b FM(O)g(R)e(D)21 b(A)56 b(N)2000 3313 y FF(W)-97 b(e)355 b(model)g(this)f(multi)-30 b(v)g(ariate)354 b(sequence)i(as)e(a)h(zero-mean)g(multi)-30 b(v)g(ariate)354 b(Gaussian)g(stationary)g(process)g(\(we)2000 4819 y(assume)359 b(that)h(the)h(mean)f(is)f(zero)h(or)g(has)g(been)g (remo)-18 b(v)g(ed\).)546 b(W)-97 b(e)360 b(let)g FE(G)p Fx(\()p FD(h)p Fx(\))p FF(,)373 b FD(h)301 b Ft(2)f FB(Z)p FF(,)375 b(denote)360 b(the)g FD(m)189 b Ft(\002)g FD(m)360 b FF(matrix)2000 6324 y(autoco)-18 b(v)-30 b(ariance)303 b(function,)g(de\002ned)h(as:)20088 9352 y FE(G)p Fx(\()p FD(h)p Fx(\))268 b(=)g FD(E)88 b Fx([)p FD(s)p Fx(\()-30 b FD(t)82 b Fx(\))p FD(s)p Fx(\()-30 b FD(t)246 b Fx(+)168 b FD(h)p Fx(\))30499 8851 y Fv(>)31241 9352 y Fx(])p FC(:)2000 12380 y FF(W)-97 b(e)303 b(assume)g(that)9881 12469 y FE(\345)10745 11899 y FA(\245)10745 12679 y Fv(\000)p FA(\245)12255 12380 y Ft(jj)p FE(G)p Fx(\()p FD(h)p Fx(\))p Ft(jj)263 b FC(<)268 b FE(\245)p FF(,)303 b(so)g(that)g(the)g(spectral) g(density)g(matrix)484 b FD(f)177 b Fx(\()p FE(w)p Fx(\))301 b FF(is)i(well-de\002ned:)19484 16320 y FD(f)177 b Fx(\()p FE(w)p Fx(\))267 b(=)23716 15499 y FF(1)p 23383 16041 1272 49 v 23383 17151 a(2)p FE(p)25487 15025 y Fw(+)p FA(\245)25525 16579 y Fn(\345)24922 17579 y Fz(h)p Fw(=)p Fv(\000)p FA(\245)27507 16320 y FE(G)p Fx(\()p FD(h)p Fx(\))p FD(e)30324 15819 y Fv(\000)p Fz(ih)p FA(w)32363 16320 y FC(:)2000 20319 y FF(F)-18 b(or)456 b(each)i FE(w)p FF(,)676 b FD(f)177 b Fx(\()p FE(w)p Fx(\))455 b FF(is)h(an)h FD(m)225 b Ft(\002)f FD(m)457 b FF(Hermitian)g(positi) -30 b(v)-18 b(e)456 b(semide\002nite)h(matrix.)837 b(In)456 b(addition)h(the)g(function)2000 21824 y FE(w)305 b Ft(7!)489 b FD(f)177 b Fx(\()p FE(w)p Fx(\))366 b FF(is)j(2)p FE(p)p FF(-periodic.)573 b(In)369 b(the)g(follo)-30 b(wing)369 b(we)g(al)-12 b(w)g(ays)368 b(assume)h(that)g(for)f(e)-30 b(v)-18 b(ery)369 b FE(w)p FF(,)567 b FD(f)177 b Fx(\()p FE(w)p Fx(\))366 b FF(is)j(in)-48 b(v)-18 b(ertible)2000 23330 y(\(i.e.,)303 b(positi)-30 b(v)-18 b(e)302 b(de\002nite\).)2000 26537 y FK(8.1)606 b(Entr)-22 b(opy)304 b(Rate)f(of)f(Gaussian)g(Pr)-22 b(ocesses)2000 28784 y FF(The)303 b(entrop)-12 b(y)303 b(rate)g(of)f(a)i(process)e FD(s)g FF(is)h(de\002ned)g(as)g(\(Co)-18 b(v)g(er)303 b(and)g(Thomas,)g(1991\))17250 32311 y FD(H)85 b Fx(\()p FD(s)p Fx(\))268 b(=)520 b FF(lim)21103 33088 y Fz(T)113 b Fv(!)p FA(\245)23603 31490 y FF(1)p 23492 32032 828 49 v 23492 33142 a FD(T)24453 32311 y(H)85 b Fx(\()p FD(s)p Fx(\()-30 b FD(t)82 b Fx(\))p FC(;)135 b(:)g(:)g(:)126 b(;)135 b FD(s)p Fx(\()-30 b FD(t)247 b Fx(+)168 b FD(T)154 b Fx(\)\))p FC(:)2000 35668 y FF(In)383 b(the)g(case)g(of)g(Gaussian)g(stationary)g(processes,)402 b(the)383 b(entrop)-12 b(y)383 b(rate)g(can)h(be)f(computed)h(using)f (the)g(spectral)2000 37174 y(density)333 b(matrix)g(\(due)g(to)g(an)g (e)-18 b(xtension)333 b(of)g(Sze)-18 b(g)23316 37168 y(\250)23215 37174 y(o')-67 b(s)333 b(theorem)g(to)g(multi)-30 b(v)g(ariate)333 b(processes,)339 b(see)333 b(e.g.)g(Hannan,)2000 38679 y(1970\):)17021 40941 y FD(H)85 b Fx(\()p FD(s)p Fx(\))267 b(=)21339 40121 y FF(1)p 21006 40662 1272 49 v 21006 41773 a(4)p FE(p)22545 39427 y Fo(Z)23664 39769 y FA(p)23167 41894 y Fv(\000)p FA(p)24531 40941 y FF(log)135 b(det)p Fx([)p FF(4)p FE(p)29304 40441 y FM(2)29801 40941 y FD(e)182 b(f)177 b Fx(\()p FE(w)p Fx(\)])p FD(d)63 b FE(w)p FC(:)2000 43983 y FF(Note)324 b(that)f(this)g(is)f(an)i (analog)f(of)g(the)h(e)-18 b(xpression)322 b(for)g(the)i(entrop)-12 b(y)323 b(of)g(a)g(Gaussian)g(v)-18 b(ector)323 b FD(z)g FF(with)g(co)-18 b(v)-30 b(ariance)2000 45489 y(matrix)303 b FE(S)p FF(,)f(where)i FD(H)85 b Fx(\()p FD(z)p Fx(\))267 b(=)14041 45011 y FM(1)p 14041 45210 443 49 v 14041 45907 a(2)14751 45489 y FF(log)135 b(det)p Fx([)p FF(2)p FE(p)p FD(e)p FE(S)p Fx(])p FF(.)3882 47096 y(By)278 b(the)g(usual)f(linear)g (combination)i(of)e(entrop)-12 b(y)277 b(rates,)282 b(the)c(mutual)g (information)f(between)h(processes)f(can)2000 48601 y(be)302 b(de\002ned.)376 b(Also,)301 b(we)i(can)f(e)-18 b(xpress)300 b(the)i(entrop)-12 b(y)302 b(rate)g(of)f(the)h(process)f FD(x)272 b Fx(=)206 b FD(V)154 b(s)p FF(,)301 b(where)241 b FD(V)456 b FF(is)301 b(a)h FD(d)230 b Ft(\002)167 b FD(m)301 b FF(matrix,)2000 50107 y(using)i(the)g(spectral)g(density)f (of)h FD(s)p FF(:)15398 53633 y FD(H)85 b Fx(\()-61 b FD(V)153 b(s)p Fx(\))268 b(=)20550 52813 y FF(1)p 20217 53355 1272 49 v 20217 54465 a(4)p FE(p)21756 52119 y Fo(Z)22875 52461 y FA(p)22378 54586 y Fv(\000)p FA(p)23742 53633 y FF(log)135 b(det)p Fx([)p FF(4)p FE(p)28515 53133 y FM(2)29013 53633 y FD(e)-61 b(V)336 b(f)177 b Fx(\()p FE(w)p Fx(\))-61 b FD(V)33687 53133 y Fv(>)34430 53633 y Fx(])p FD(d)63 b FE(w)p FC(:)2000 57310 y FK(8.2)606 b(Graphical)303 b(Model)h(f)-30 b(or)302 b(T)-22 b(ime)304 b(Series)2000 59557 y FF(The)526 b(graphical)g(model)g(frame)-30 b(w)-12 b(ork)525 b(can)i(be)f(e)-18 b(xtended)527 b(to)f(multi)-30 b(v)g(ariate)525 b(time)h(series)f(\(Brillinger,)h(1996,)2000 61063 y(Dahlhaus,)455 b(2000\).)830 b(The)455 b(dependencies)g(that)g (are)f(considered)h(are)f(between)i(whole)f(time)f(series;)530 b(that)455 b(is,)2000 62568 y(between)322 b(the)f(entire)g(sets)f Ft(f)p FD(s)14460 62750 y Fz(i)14761 62568 y Fx(\()-30 b FD(t)82 b Fx(\))p FC(;)105 b FD(t)358 b Ft(2)279 b FB(Z)p Ft(g)p FF(,)325 b(for)c FD(i)279 b Fx(=)f FF(1)p FC(;)135 b(:)g(:)g(:)129 b FD(m)p FF(.)429 b(If)321 b(the)g(process)f (is)g(jointly)h(Gaussian)f(and)i(station-)2000 64074 y(ary)-79 b(,)255 b(then)243 b(most)f(of)g(the)h(graphical)g(model)g (results)e(for)h(Gaussian)g(v)-30 b(ariables)242 b(can)h(be)g(e)-18 b(xtended.)356 b(In)242 b(particular)-48 b(,)254 b FD(s)49502 64256 y Fz(a)2000 65579 y FF(is)302 b(conditionally)g(independent)h (from)f FD(s)19168 65764 y Fz(b)19968 65579 y FF(gi)-30 b(v)-18 b(en)302 b(all)g(others)f FD(s)28165 65761 y Fz(u)28663 65579 y FC(;)135 b FD(u)267 b Ft(6)p Fx(=)h FD(a)p FC(;)135 b FD(b)p FF(,)300 b(if)i(and)h(only)f(if)g Ft(8)p FE(w)p FC(;)135 b Fx(\()182 b FD(f)177 b Fx(\()p FE(w)p Fx(\))45020 65139 y Fv(\000)p FM(1)46201 65579 y Fx(\))46672 65764 y Fz(ab)47881 65579 y Fx(=)267 b FF(0.)2000 67085 y(Also,)318 b(maximum)e(lik)-12 b(elihood)315 b(estimation)g(of)g(spectral)g(density)g(matrices)g(in)g(decomposable)h (models)f(decou-)2000 68590 y(ples)362 b(and)h(is)f(equi)-30 b(v)g(alent)363 b(to)f(equating)i(local)e(spectral)h(density)f(matrix)g (functions.)554 b(As)363 b(we)f(sho)-30 b(w)363 b(in)f(the)h(ne)-18 b(xt)2000 70096 y(section,)303 b(this)f(enables)i(Theorem)e(1)h(and)h (Theorem)e(3)i(to)f(be)g(e)-18 b(xtended)303 b(to)g(the)h(time)f (series)f(case.)24893 73417 y FJ(1222)p eop %%Page: 1223 19 1223 18 bop 10897 -2672 a FJ(B)56 b FM(E)g(Y)29 b(O)56 b(N)g(D)327 b FJ(I)56 b FM(N)g(D)g(E)g(P)g(E)g(N)g(D)g(E)g(N)g(T)320 b FJ(C)56 b FM(O)g(M)g(P)g(O)g(N)g(E)g(N)g(T)g(S)g FJ(:)389 b(T)56 b FM(R)e(E)i(E)g(S)328 b(A)56 b(N)g(D)330 b FJ(C)56 b FM(L)g(U)g(S)g(T)g(E)g(R)e(S)2000 3313 y FK(8.3)606 b(Contrast)302 b(Function)2000 5463 y FF(Let)256 b FD(x)k FF(be)c(a)h(multi)-30 b(v)g(ariate)256 b(time)g(series)f Ft(f)p FD(x)19490 5648 y Fz(k)19954 5463 y Fx(\()-30 b FD(t)82 b Fx(\))p FC(;)105 b FD(t)305 b Ft(2)225 b FB(Z)p Ft(g)p FF(,)266 b FD(k)247 b Fx(=)225 b FF(1)p FC(;)135 b(:)g(:)g(:)129 b(;)135 b FD(m)p FF(.)358 b(W)-97 b(e)257 b(wish)f(to)g(model)h(the)f(v)-30 b(ariable)256 b FD(x)k FF(using)2000 6968 y(the)317 b(model)h FD(x)281 b Fx(=)276 b FD(As)p FF(,)319 b(where)f FD(A)e FF(is)h(an)g(in)-48 b(v)-18 b(ertible)317 b(mixing)g(matrix)g(and)g FD(s)g FF(is)f(a)i(Gaussian)e(stationary)h(time)g(series)2000 8474 y(that)325 b(f)-12 b(actorizes)323 b(in)i(a)f(forest)g FD(T)154 b FF(.)440 b(Letting)263 b FD(W)430 b Fx(=)280 b FD(A)23121 8034 y Fv(\000)p FM(1)24307 8474 y FF(,)330 b(we)325 b(let)f Fs(D)29216 7877 y Fz(W)28 b Fy(;)p Fz(T)29168 8723 y(s)-22 b(t)60 b(a)-22 b(t)31210 8474 y FF(denote)325 b(the)f(set)h(of)f(all)g(such)g(distrib)-24 b(utions.)2000 9979 y(W)-97 b(e)298 b(state)f(without)h(proof)e(the)i(direct)f(e)-18 b(xtension)298 b(of)f(Theorem)g(3)g(to)h(time)f(series)g(\()-61 b FD(W)38014 10161 y Fz(u)38809 9979 y FF(denotes)298 b(the)f FD(u)p FF(-th)g(ro)-30 b(w)297 b(of)1939 11485 y FD(W)149 b FF(\):)2000 14007 y FK(Theor)-22 b(em)304 b(6)606 b FD(If)342 b(x)347 b(has)c(a)g(distrib)-24 b(ution)341 b(with)j(spectr)-18 b(al)342 b(density)h(matrix)524 b(f)177 b Fx(\()p FE(w)p Fx(\))p FD(,)351 b(then)343 b(the)g(minimum)g(KL)h (diver)-24 b(-)2000 15512 y(g)-12 b(ence)278 b(between)369 b(p)p Fx(\()p FD(x)t Fx(\))275 b FD(and)i(a)h(distrib)-24 b(ution)275 b(q)p Fx(\()p FD(x)t Fx(\))244 b Ft(2)h Fs(D)25075 14916 y Fz(W)28 b Fy(;)p Fz(T)25027 15762 y(s)-22 b(t)60 b(a)-22 b(t)27021 15512 y FD(is)277 b(equal)g(to)g(the)g(T)154 b(-mutual)277 b(information)g(of)g(s)245 b Fx(=)183 b FD(W)149 b(x)t(,)2000 17018 y(that)303 b(is:)12578 18535 y(J)13173 18035 y Fz(S)7 b(T)69 b(A)-33 b(T)15352 18535 y Fx(\()182 b FD(f)165 b FC(;)135 b FD(T)64 b FC(;)74 b FD(W)145 b Fx(\))269 b(=)f FD(I)21700 18035 y Fz(T)22360 18535 y Fx(\()182 b FD(f)165 b FC(;)74 b FD(W)146 b Fx(\))269 b(=)f FD(I)62 b Fx(\()182 b FD(f)165 b FC(;)74 b FD(W)146 b Fx(\))168 b Ft(\000)32610 18794 y Fn(\345)31702 19849 y Fw(\()p Fz(u)p Fy(;)p Fz(v)p Fw(\))p Fv(2)p Fu(E)34629 18535 y FD(I)35003 18717 y Fz(uv)35893 18535 y Fx(\()182 b FD(f)165 b FC(;)74 b FD(W)147 b Fx(\))p FC(;)8557 b FF(\(12\))2000 21865 y FD(wher)-45 b(e)13108 23892 y(I)62 b Fx(\()182 b FD(f)165 b FC(;)74 b FD(W)146 b Fx(\))268 b(=)h Ft(\000)19654 23072 y FF(1)p 19323 23614 1272 49 v 19323 24724 a(4)p FE(p)20591 22378 y Fo(Z)21710 22720 y FA(p)21213 24845 y Fv(\000)p FA(p)22308 23892 y FF(log)27180 23072 y(det)74 b FD(W)331 b(f)177 b Fx(\()p FE(w)p Fx(\))-61 b FD(W)33460 22632 y Fv(>)p 24124 23614 13135 49 v 24063 24805 a FD(W)25012 24987 y FM(1)25693 24805 y FD(f)177 b Fx(\()p FE(w)p Fx(\))-61 b FD(W)29077 24381 y Fv(>)28869 25167 y FM(1)29955 24805 y Ft(\001)135 b(\001)g(\001)69 b FD(W)32254 24987 y Fz(m)33131 24805 y FD(f)177 b Fx(\()p FE(w)p Fx(\))-61 b FD(W)36515 24455 y Fv(>)36307 25105 y Fz(m)37392 23892 y FD(d)63 b FE(w)2000 26841 y FD(is)302 b(the)i(m-fold)f(mutual)g(information)g(between)h(s)22809 27023 y FM(1)23306 26841 y FC(;)135 b(:)g(:)g(:)129 b(;)135 b FD(s)26132 27023 y Fz(m)27128 26841 y FD(and)11283 30640 y(I)11657 30822 y Fz(uv)12547 30640 y Fx(\()182 b FD(f)165 b FC(;)74 b FD(W)147 b Fx(\))268 b(=)h Ft(\000)18628 29820 y FF(1)p 18297 30362 1272 49 v 18297 31472 a(4)p FE(p)19565 29126 y Fo(Z)20684 29468 y FA(p)20187 31593 y Fv(\000)p FA(p)21282 30640 y FF(log)22965 28567 y Fp(\()23941 30640 y FF(1)168 b Ft(\000)28314 28762 y Fp(\000)28808 29744 y FD(W)29757 29926 y Fz(u)30438 29744 y FD(f)177 b Fx(\()p FE(w)p Fx(\))-61 b FD(W)33822 29304 y Fv(>)33614 30044 y Fz(v)34565 28762 y Fp(\001)35120 29024 y FM(2)p 25959 30362 12015 49 v 25898 31479 a FD(W)26847 31661 y Fz(u)27527 31479 y FD(f)177 b Fx(\()p FE(w)p Fx(\))-61 b FD(W)30911 31129 y Fv(>)30703 31778 y Fz(u)31823 31479 y Ft(\001)107 b FD(W)33216 31661 y Fz(v)33846 31479 y FD(f)177 b Fx(\()p FE(w)p Fx(\))-61 b FD(W)37230 31129 y Fv(>)37022 31778 y Fz(v)38106 28567 y Fp(\))39217 30640 y FD(d)63 b FE(w)2000 34325 y FD(is)302 b(the)i(pairwise)e(mutual)i (information)e(between)j(s)23820 34507 y Fz(u)24620 34325 y FD(and)e(s)27213 34507 y Fz(v)27662 34325 y FD(.)3882 36843 y FF(Thus,)321 b(the)d(goal)h(of)f(TCA)g(is)f(to)i(minimize)f FD(J)23086 36403 y Fz(S)7 b(T)69 b(A)-33 b(T)25265 36843 y Fx(\()182 b FD(f)165 b FC(;)135 b FD(T)64 b FC(;)74 b FD(W)145 b Fx(\))277 b(=)g FD(I)31630 36403 y Fz(T)32289 36843 y Fx(\()182 b FD(f)165 b FC(;)74 b FD(W)147 b Fx(\))317 b FF(in)h(Equation)h(\(12\))e(with)h(respect)2000 38349 y(to)242 b FD(W)452 b FF(and)304 b FD(T)153 b FF(;)303 b(in)g(our)g(simulations,)f(we)i(refer)e(to)h(this)g(contrast)f (function)h(as)g(the)g(ST)-113 b(A)-135 b(T)303 b(contrast)g(function.) 2000 41458 y FK(8.4)606 b(Estimation)302 b(of)h(the)g(Spectral)g (Density)f(Matrix)2000 43608 y FF(In)269 b(the)h(presence)g(of)f(a)h (\002nite)g(sample)f Ft(f)p FD(x)t Fx(\()-30 b FD(t)82 b Fx(\))p FC(;)105 b FD(t)318 b Fx(=)237 b FF(0)p FC(;)135 b(:)g(:)g(:)129 b(;)135 b FD(N)76 b Ft(\000)s FF(1)p Ft(g)p FF(,)273 b(we)d(use)g(the)g FD(smoothed)f(periodo)-12 b(gr)-18 b(am)269 b FF(\(Brock-)2000 45113 y(well)526 b(and)g(Da)-24 b(vis,)526 b(1991\))f(in)h(order)f(to)h(estimate)g(the)g (spectral)g(density)f(matrix)h(at)g(points)f FE(w)44338 45295 y Fz(j)45054 45113 y Fx(=)392 b FF(2)p FE(p)182 b FD(j)30 b FC(=)p FD(N)73 b FF(,)2000 46619 y FE(w)2965 46801 y Fz(j)3557 46619 y Ft(2)269 b Fx([)p Ft(\000)p FE(p)p FC(;)135 b FE(p)p Fx(])p FF(.)371 b(At)304 b(those)e (frequencies,)h(the)g(periodogram)g(is)g(de\002ned)g(as)33571 46179 y FM(6)14870 50839 y FD(I)15244 51021 y Fz(N)15943 50839 y Fx(\()p FE(w)17379 51021 y Fz(j)17701 50839 y Fx(\))269 b(=)19922 50019 y FF(1)p 19785 50561 882 49 v 19785 51671 a FD(N)20933 48766 y Fp( )22278 49544 y Fz(N)21978 51098 y Fn(\345)21870 52081 y Fz(t)60 b Fw(=)p FM(1)23442 50839 y FD(x)23958 51021 y Fz(t)24320 50839 y FD(e)24858 50339 y Fv(\000)p Fz(i)-22 b(t)60 b FA(w)26784 50472 y Fl(j)27095 48766 y Fp(!)134 b( )p 29451 48703 5204 49 v 29836 49544 a Fz(N)29537 51098 y Fn(\345)29429 52081 y Fz(t)60 b Fw(=)p FM(1)31001 50839 y FD(x)31517 51021 y Fz(t)31878 50839 y FD(e)32416 50435 y Fv(\000)p Fz(i)-22 b(t)60 b FA(w)34342 50568 y Fl(j)34957 48766 y Fp(!)35916 48948 y Fv(>)36794 50839 y FC(;)2000 54521 y FF(and)273 b(can)g(readily)g(be)g(computed)g(using)g FD(m)g FF(f)-12 b(ast)272 b(F)-18 b(ourier)272 b(transforms)e(\(FFT\).) i(W)-97 b(e)273 b(use)g(the)g(follo)-30 b(wing)272 b(estimated)2000 56026 y(spectral)303 b(density)f(matrices:)18866 58151 y(\210)18720 58421 y FD(f)177 b Fx(\()p FE(w)20537 58606 y Fz(k)20999 58421 y Fx(\))269 b(=)23220 57600 y FF(1)p 23083 58142 882 49 v 23083 59252 a FD(N)24232 57125 y Fz(N)53 b Fv(\000)p FM(1)24497 58679 y Fn(\345)24486 59662 y Fz(j)22 b Fw(=)p FM(0)26080 58421 y FD(W)149 b Fx(\()182 b FD(j)30 b Fx(\))p FD(I)29104 58603 y Fz(N)29801 58421 y Fx(\()p FE(w)31237 58606 y Fz(j)22 b Fw(+)p Fz(k)32656 58421 y Fx(\))p FC(;)14517 b FF(\(13\))2000 61722 y(where)224 b FD(W)149 b Fx(\()182 b FD(j)30 b Fx(\))284 b FF(is)g(a)h(smoothing)f (windo)-30 b(w)285 b(that)g(is)g(required)f(to)h(be)g(symmetric)f(and)h (sum)g(to)g(one.)370 b(In)284 b(our)h(simula-)2000 63341 y(tions,)268 b(we)261 b(used)f(a)h(Gaussian)f(windo)-30 b(w)199 b FD(W)149 b Fx(\()182 b FD(j)30 b Fx(\))229 b FE(\265)h FD(e)23173 62901 y Fv(\000)133 b Fz(j)24263 62580 y Ff(2)24650 62901 y Fy(=)66 b Fz(p)25602 62580 y Ff(2)26045 63341 y FF(.)361 b(If)260 b(the)g(number)h(of)f(samples)f FD(N)334 b FF(tends)260 b(to)h(in\002nity)f(with)2091 64847 y FD(p)p Fx(\()p FD(N)73 b Fx(\))350 b FF(tending)h(to)g (in\002nity)g(such)f(that)442 b FD(p)p Fx(\()p FD(N)73 b Fx(\))p FC(=)p FD(N)368 b Ft(!)296 b FF(0,)363 b(then)351 b(Equation)g(\(13\))g(pro)-18 b(vides)350 b(a)h(consistent)f(estimate) 2000 66352 y(of)385 b(the)g(spectral)g(density)f(matrix,)406 b(and)385 b(there)g(are)g(methods)g(to)g(select)g(an)g(optimal)g (smoothing)g(parameter)476 b FD(p)2000 67858 y FF(automatically)304 b(\(Ombao)f(et)g(al.,)g(2001\).)p 2000 68956 19200 45 v 2604 70096 a Fr(6.)309 b(W)-80 b(e)251 b(assume)e(the)g(means)h(ha) -20 b(v)-15 b(e)250 b(been)g(pre)-25 b(viously)249 b(remo)-15 b(v)g(ed)250 b(from)f(the)g(data.)24893 73417 y FJ(1223)p eop %%Page: 1224 20 1224 19 bop 21244 -2672 a FJ(B)22 b FM(A)f(C)54 b(H)330 b(A)56 b(N)g(D)330 b FJ(J)56 b FM(O)g(R)e(D)21 b(A)56 b(N)3882 3313 y FF(Finally)-79 b(,)303 b(our)g(contrast)g(function)g (in)-48 b(v)-24 b(olv)-18 b(es)301 b(inte)-18 b(grals)303 b(of)g(the)g(form)22014 4824 y Fo(Z)23133 5166 y FA(p)22636 7292 y Fv(\000)p FA(p)24000 6339 y FD(B)p Fx(\()182 b FD(f)177 b Fx(\()p FE(w)p Fx(\)\))p FD(d)63 b FE(w)p FC(:)2000 9349 y FF(F)-18 b(ollo)-30 b(wing)417 b(Pham)h(\(2001a\),)445 b(we)418 b(estimate)f(them)g(by)h(Riemannian)g(sums)f(using)g (estimated)g(v)-30 b(alues)417 b(of)599 b FD(f)594 b FF(at)2000 10854 y FE(w)2965 11036 y Fz(j)3568 10854 y Fx(=)280 b FF(2)p FE(p)182 b FD(j)30 b FC(=)p FD(N)73 b FF(,)328 b FE(w)9694 11036 y Fz(j)10298 10854 y Ft(2)279 b Fx([)p Ft(\000)p FE(p)p FC(;)135 b FE(p)p Fx(])p FF(,)324 b(from)e(Equation)h(\(13\).)434 b(Because)324 b(of)e(the)h(smoothness)f (of)g(the)i(spectral)e(density)-79 b(,)2000 12360 y(the)303 b(Riemannian)h(sums)e(can)i(be)f(subsampled;)g(in)g(simulations)f(we)h (use)g(64)g(samples.)2000 15829 y FG(9.)465 b(Simulation)332 b(Results)2000 18135 y FF(W)-97 b(e)377 b(ha)-24 b(v)-18 b(e)376 b(conducted)h(an)g(e)-18 b(xtensi)-30 b(v)-18 b(e)375 b(set)h(of)g(e)-18 b(xperiments)376 b(using)g(synthetic)g (data.)37820 17695 y FM(7)38914 18135 y FF(In)g(a)g(\002rst)g(set)g(of) f(e)-18 b(xperi-)2000 19640 y(ments,)390 b(we)373 b(focus)g(on)g(the)g (performance)g(of)g(the)g(\002rst)f(stage)h(of)f(the)h(algorithm,)391 b(i.e.,)f(the)374 b(optimization)f(with)2000 21146 y(respect)318 b(to)256 b FD(W)468 b FF(and)318 b FD(T)154 b FF(,)321 b(when)e(the)f(data)g(actually)g(follo)-30 b(w)318 b(the)g(TCA)g (model.)421 b(In)317 b(a)h(second)g(set)g(of)f(e)-18 b(xperiments,)2000 22651 y(we)369 b(focus)f(on)g(the)h(density)f (estimation)h(performance,)384 b(in)369 b(situations)e(where)i(the)g (TCA)f(model)h(assumptions)2000 24157 y(actually)273 b(hold,)279 b(and)274 b(in)e(situations)g(where)i(the)-18 b(y)272 b(do)h(not.)366 b(Finally)-79 b(,)279 b(in)273 b(a)g(third)g(set)f(of)h(e)-18 b(xperiments,)278 b(we)c(focus)e(on)2000 25662 y(the)366 b(task)f(of)g(reco)-18 b(v)g(ering)365 b(clusters)f(in)i(ICA,)f(both)h(in)f(the)h(non-Gaussian)f(temporally)g (independent)h(case)g(and)2000 27168 y(the)303 b(stationary)g(Gaussian) f(case.)2000 30273 y FK(9.1)606 b(Reco)-12 b(v)g(ering)304 b(the)f(T)-90 b(r)-22 b(ee)304 b(and)f(the)g(Linear)h(T)-90 b(ransf)-30 b(orm)2000 32419 y FF(In)298 b(this)g(set)g(of)f(e)-18 b(xperiments,)299 b(for)f(v)-30 b(arious)297 b(numbers)h(of)g(v)-30 b(ariables)298 b FD(m)p FF(,)h(we)g(generated)f(data)h(from)f(distrib) -24 b(utions)2000 33924 y(with)373 b(kno)-30 b(wn)373 b(density:)515 b(we)374 b(selected)f(a)g(spanning)g(tree)g FD(T)526 b FF(at)373 b(random,)391 b(and)373 b(conditional)g(distrib) -24 b(utions)372 b(were)2000 35429 y(selected)338 b(among)h(a)f(gi)-30 b(v)-18 b(en)338 b(set)g(of)g(mixtures)g(of)g(e)-18 b(xperts.)480 b(Then)338 b(1000)h(samples)e(were)i(generated)f(and)h(rotated)2000 36935 y(using)303 b(a)g(kno)-30 b(wn)303 b(random)g(square)g(matrix)f FD(A)p FF(,)h(which)h(corresponds)d(to)j(a)f(demixing)g(matrix)242 b FD(W)418 b Fx(=)269 b FD(A)44813 36495 y Fv(\000)p FM(1)45998 36935 y FF(.)3882 38440 y(T)-97 b(o)321 b(e)-30 b(v)g(aluate)321 b(the)h(results)15388 38199 y(\210)14980 38440 y FD(W)471 b FF(and)18805 38199 y(\210)18532 38440 y FD(T)k FF(of)321 b(the)h(TCA)g(algorithm\227with)f(the)h(three)f (contrast)g(function)g FD(J)47581 38000 y Fz(C)-24 b(U)82 b(M)49697 38440 y FF(,)2000 39946 y FD(J)2595 39506 y Fz(K)49 b(G)-44 b(V)4808 39946 y FF(and)271 b FD(J)7424 39506 y Fz(K)49 b(DE)9364 39946 y FF(,)276 b(based)270 b(on)g(cumulants,)277 b(the)270 b(k)-12 b(ernel)270 b(generalized)h(v) -30 b(ariance,)276 b(and)271 b(k)-12 b(ernel)269 b(density)h (estimation,)2000 41451 y(respecti)-30 b(v)-18 b(ely\227we)257 b(need)h(to)f(use)g(error)g(measures)g(that)g(are)g(in)-48 b(v)-30 b(ariant)257 b(with)g(respect)h(to)f(the)g(kno)-30 b(wn)258 b(in)-48 b(v)-30 b(ariances)2000 42957 y(of)303 b(the)g(model,)g(as)g(discussed)f(in)h(Section)g(4.1.)3882 44462 y(F)-18 b(or)393 b(the)h(demixing)g(matrix)333 b FD(W)149 b FF(,)417 b(we)394 b(use)g(a)g(measure)f(commonly)i(used)e (for)h(ICA)g(\(Amari)f(et)h(al.,)g(1996\),)2000 45968 y(that)527 b(is)e(in)-48 b(v)-30 b(ariant)526 b(by)h(permutation)f(and) h(scaling)f(of)g(ro)-30 b(ws:)821 b(we)527 b(form)f FD(B)393 b Fx(=)37456 45727 y FF(\210)37048 45968 y FD(W)88 b(W)39306 45528 y Fv(\000)p FM(1)41018 45968 y FF(and)527 b(compute)g FD(d)456 b Fx(=)3017 47287 y FM(100)p 2133 47486 3097 49 v 2133 48198 a Fz(m)p Fw(\()p Fz(m)p Fv(\000)p FM(1)p Fw(\))5497 47853 y FE(\345)6361 47284 y Fz(m)6361 48080 y(i)p Fw(=)p FM(1)7928 46418 y Fp(n)8891 47066 y FA(\345)9523 46656 y Fl(m)9623 47250 y(j)17 b Fe(=)p Ff(1)10825 47001 y Fv(j)p Fz(B)11612 47134 y Fl(i)100 b(j)12153 47001 y Fv(j)p 8869 47485 3553 49 v 8869 48194 a FM(max)10493 48327 y Fl(j)10848 48194 y Fv(j)p Fz(B)11635 48327 y Fl(i)g(j)12175 48194 y Fv(j)12722 47764 y Ft(\000)168 b FF(1)14439 46418 y Fp(o)15245 47764 y FF(.)692 b(This)407 b(measure)h(is)g(al)-12 b(w)g(ays)408 b(between)h(0)f(and)h(100)f(and)h (equal)f(to)h(zero)f(if)g(and)2000 49714 y(only)288 b(if)f(there)g(is)g (a)h(perfect)f(match)h(between)227 b FD(W)437 b FF(and)25102 49473 y(\210)24694 49714 y FD(W)149 b FF(.)371 b(Intuiti)-30 b(v)-18 b(ely)-79 b(,)290 b(it)d(measures)g(the)h(a)-24 b(v)-18 b(erage)287 b(proportion)g(of)2000 51220 y(components)310 b(that)g(are)g(not)f(reco)-18 b(v)g(ered.)396 b(Ho)-30 b(we)g(v)-18 b(er)-48 b(,)311 b(because)f(of)g(the)g(\223leaf)f (mixing\224)h(in)-48 b(v)-30 b(ariance,)312 b(before)d(com-)2000 52725 y(puting)330 b FD(d)63 b FF(,)337 b(we)331 b(transform)268 b FD(W)479 b FF(and)17380 52484 y(\210)16972 52725 y FD(W)g FF(to)330 b(equi)-30 b(v)g(alent)331 b(demixing)f(matrices)g (which)g(respect)g(the)h(normalization)2000 54231 y(we)284 b(choose\227mar)-22 b(ginal)284 b(decorrelation)g(between)h(the)f(leaf) g(node)g(and)h(its)e(parent.)369 b(W)-97 b(e)285 b(let)f FD(e)41379 54413 y Fz(W)42564 54231 y FF(denote)h(the)f(\002nal)2000 55736 y(error)302 b(measure.)3882 57242 y(In)274 b(order)g(to)h (compare)g(the)g(trees)f FD(T)429 b FF(and)21384 57000 y(\210)21111 57242 y FD(T)154 b FF(,)280 b(we)275 b(note)g(that)g(the)g (computation)g(of)f FD(e)38534 57424 y Fz(W)39711 57242 y FF(also)g(outputs,)280 b(for)274 b(each)2000 58747 y(estimated)302 b(component,)h(the)f(true)f(component)i(that)f(is)f (closest.)375 b(Using)301 b(these)h(assignments,)f(we)h(compute)h(the) 2000 60252 y(number)310 b(of)g(edges)h(in)f FD(T)464 b FF(that)311 b(are)f(not)g(reco)-18 b(v)g(ered)310 b(in)25151 60011 y(\210)24879 60252 y FD(T)154 b FF(,)312 b(and)e(de\002ne)h(the)g (error)e FD(e)36650 60434 y Fz(T)37621 60252 y FF(as)h(this)g(number)g (multiplied)2000 61758 y(by)3920 61280 y FM(100)p 3699 61479 1771 49 v 3699 62176 a Fz(m)p Fv(\000)p FM(1)5957 61758 y FF(\(if)353 b(tw)-12 b(o)355 b(components)f(are)g(assigned)g (to)h(the)f(same)g(true)g(component,)368 b(which)355 b(can)g(only)f(occur)h(when)2000 63416 y(the)372 b(demixing)g(is)f (especially)h(bad,)390 b(then)372 b(some)f(edges)h(of)27821 63175 y(\210)27549 63416 y FD(T)525 b FF(become)373 b(tri)-30 b(vial)371 b(when)h(estimated)g(components)2000 64921 y(are)303 b(assigned)g(to)g(true)f(component,)i(simply)f(making)g FD(e)25768 65103 y Fz(T)26731 64921 y FF(lar)-22 b(ger\).)3882 66427 y(W)-97 b(e)347 b(report)g(results)f(\(a)-24 b(v)-18 b(eraged)346 b(o)-18 b(v)g(er)347 b(20)g(replications\))f(in)h(T)-97 b(able)347 b(1.)508 b(W)-97 b(e)348 b(also)e(ran)h(tw)-12 b(o)347 b(ICA)h(algorithms,)2000 67932 y(J)-73 b(ADE)322 b(\(Cardoso,)g(1999\))g(and)g(F)-18 b(ast-ICA)321 b(\(Hyv)22876 67926 y(\250)22809 67932 y(arinen)h(et)h(al.,)f(2001b\).)433 b(Our)322 b(algorithms)g(manage)g(to)g(reco)-18 b(v)g(er)p 2000 68956 19200 45 v 2604 70096 a Fr(7.)309 b(A)250 b(MA)-111 b(TLAB)248 b(implementation)j(can)f(be)f(do)-25 b(wnloaded)251 b(at)f Fb(http://www.cs.berkeley.edu/\\230fbach/)p Fr(.)24893 73417 y FJ(1224)p eop %%Page: 1225 21 1225 20 bop 10897 -2672 a FJ(B)56 b FM(E)g(Y)29 b(O)56 b(N)g(D)327 b FJ(I)56 b FM(N)g(D)g(E)g(P)g(E)g(N)g(D)g(E)g(N)g(T)320 b FJ(C)56 b FM(O)g(M)g(P)g(O)g(N)g(E)g(N)g(T)g(S)g FJ(:)389 b(T)56 b FM(R)e(E)i(E)g(S)328 b(A)56 b(N)g(D)330 b FJ(C)56 b FM(L)g(U)g(S)g(T)g(E)g(R)e(S)p 8512 2140 34977 45 v 8490 3645 45 1506 v 11030 3645 V 20641 3194 a FD(e)21135 3376 y Fz(W)p 31604 3645 V 36958 3194 a FD(e)37496 3376 y Fz(T)p 43466 3645 V 8512 3690 34977 45 v 8490 5195 45 1506 v 11030 5195 V 14364 4744 a FF(ICA)p 19741 5195 V 8031 w(TCA)p 31604 5195 V 9439 w(TCA)p 43466 5195 V 8512 5240 34977 45 v 8490 6745 45 1506 v 9176 6293 a FD(m)p 11030 6745 V 1665 w FF(F-ICA)p 15523 6745 V 1328 w(J)-73 b(ADE)p 19741 6745 V 1328 w(CUM)p 23831 6745 V 1329 w(KGV)p 27784 6745 V 1329 w(KDE)p 31604 6745 V 1328 w(CUM)p 35693 6745 V 1329 w(KGV)p 39647 6745 V 1328 w(KDE)p 43466 6745 V 8512 6789 34977 45 v 8490 8295 45 1506 v 9176 7843 a(4)p 11030 8295 V 1934 w(34.1)p 15523 8295 V 2372 w(20.9)p 19741 8295 V 2097 w(7.3)p 23831 8295 V 2575 w(2.9)p 27784 8295 V 2439 w(1.8)p 31604 8295 V 2304 w(0)p 35693 8295 V 3484 w(0)p 39647 8295 V 3347 w(0)p 43466 8295 V 8490 9800 V 9176 9349 a(6)p 11030 9800 V 1934 w(33.2)p 15523 9800 V 2372 w(21.6)p 19741 9800 V 2097 w(9.3)p 23831 9800 V 2575 w(3.9)p 27784 9800 V 2439 w(2.0)p 31604 9800 V 2304 w(8.5)p 35693 9800 V 2575 w(1.5)p 39647 9800 V 2438 w(1.5)p 43466 9800 V 8490 11306 V 9176 10854 a(8)p 11030 11306 V 1934 w(30.5)p 15523 11306 V 2372 w(17.4)p 19741 11306 V 2097 w(10.8)p 23831 11306 V 1969 w(6.2)p 27784 11306 V 2439 w(2.3)p 31604 11306 V 2304 w(14.5)p 35693 11306 V 1969 w(8.2)p 39647 11306 V 2438 w(2.9)p 43466 11306 V 8490 12811 V 9176 12359 a(12)p 11030 12811 V 1328 w(25.2)p 15523 12811 V 2372 w(16.4)p 19741 12811 V 2097 w(10.7)p 23831 12811 V 1969 w(6.6)p 27784 12811 V 2439 w(2.3)p 31604 12811 V 2304 w(31.8)p 35693 12811 V 1969 w(9.5)p 39647 12811 V 2438 w(5.5)p 43466 12811 V 8490 14317 V 9176 13865 a(16)p 11030 14317 V 1328 w(24.1)p 15523 14317 V 2372 w(15.8)p 19741 14317 V 2097 w(12.0)p 23831 14317 V 1969 w(7.0)p 27784 14317 V 2439 w(1.5)p 31604 14317 V 2304 w(34.1)p 35693 14317 V 1969 w(12.4)p 39647 14317 V 1832 w(2.5)p 43466 14317 V 8512 14361 34977 45 v 2000 16627 a(T)-97 b(able)303 b(1:)606 b(Reco)-18 b(v)g(ering)385 b(the)g(tree)g FD(T)539 b FF(and)385 b(the)g(matrix)324 b FD(W)149 b FF(,)405 b(for)384 b(increasing)h(numbers)f FD(m)h FF(of)f(components.)622 b(See)6515 18132 y(te)-18 b(xt)303 b(for)f(details)h(on)g(the)h(de\002nitions)e(of)h(the)g (performance)g(measures)f FD(e)37355 18314 y Fz(W)38560 18132 y FF(and)i FD(e)41152 18314 y Fz(T)41812 18132 y FF(.)p 7272 22135 37457 45 v 7250 23641 45 1506 v 7936 23189 a FD(m)p 9790 23641 V 1665 w FE(t)p 11724 23641 V 1403 w FF(GA)-67 b(U)p 15612 23641 V 1329 w(IND)p 19094 23641 V 1328 w(CL)p 21971 23641 V 1329 w(ICA)p 25387 23641 V 1328 w(GMM)p 29745 23641 V 1328 w(T)-112 b(-CUM)p 34868 23641 V 1328 w(T)g(-KGV)p 39854 23641 V 1329 w(T)g(-KDE)p 44706 23641 V 7272 23685 37457 45 v 7250 25191 45 1506 v 7936 24739 a FK(4)p 9790 25191 V 1934 w(1)p 11724 25191 V 1851 w(1.4)p 15612 25191 V 2169 w(1.4)p 19094 25191 V 1665 w(1.0)p 21971 25191 V 1632 w(1.1)p 25387 25191 V 2372 w(0.5)p 29745 25191 V 3225 w(0.4)p 34868 25191 V 3540 w(0.3)p 39854 25191 V 3404 w(0.3)p 44706 25191 V 7250 26696 V 7936 26244 a FF(4)p 9790 26696 V 1934 w(2)p 11724 26696 V 1851 w(1.3)p 15612 26696 V 2169 w(1.6)p 19094 26696 V 1665 w(0.8)p 21971 26696 V 1632 w(1.1)p 25387 26696 V 2372 w(0.3)p 29745 26696 V 3225 w(0.6)p 34868 26696 V 3540 w(0.4)p 39854 26696 V 3404 w(0.5)p 44706 26696 V 7272 26740 37457 45 v 7250 28246 45 1506 v 7936 27794 a FK(6)p 9790 28246 V 1934 w(1)p 11724 28246 V 1851 w(2.3)p 15612 28246 V 2169 w(2.7)p 19094 28246 V 1665 w(2.2)p 21971 28246 V 1632 w(2.0)p 25387 28246 V 2372 w(1.2)p 29745 28246 V 3225 w(0.9)p 34868 28246 V 3540 w(0.5)p 39854 28246 V 3404 w(0.4)p 44706 28246 V 7250 29751 V 7936 29300 a FF(6)p 9790 29751 V 1934 w(2)p 11724 29751 V 1851 w(2.2)p 15612 29751 V 2169 w(2.9)p 19094 29751 V 1665 w(1.9)p 21971 29751 V 1632 w(1.8)p 25387 29751 V 2372 w(0.9)p 29745 29751 V 3225 w(1.1)p 34868 29751 V 3540 w(1.0)p 39854 29751 V 3404 w(0.7)p 44706 29751 V 7250 31257 V 7936 30805 a(6)p 9790 31257 V 1934 w(3)p 11724 31257 V 1851 w(1.9)p 15612 31257 V 2169 w(2.9)p 19094 31257 V 1665 w(1.8)p 21971 31257 V 1632 w(1.7)p 25387 31257 V 2372 w(0.8)p 29745 31257 V 3225 w(1.1)p 34868 31257 V 3540 w(1.1)p 39854 31257 V 3404 w(0.8)p 44706 31257 V 7272 31301 37457 45 v 7250 32806 45 1506 v 7936 32355 a FK(8)p 9790 32806 V 1934 w(1)p 11724 32806 V 1851 w(3.4)p 15612 32806 V 2169 w(3.9)p 19094 32806 V 1665 w(3.4)p 21971 32806 V 1632 w(2.9)p 25387 32806 V 2372 w(2.3)p 29745 32806 V 3225 w(2.1)p 34868 32806 V 3540 w(1.0)p 39854 32806 V 3404 w(0.5)p 44706 32806 V 7250 34312 V 7936 33860 a FF(8)p 9790 34312 V 1934 w(2)p 11724 34312 V 1851 w(3.1)p 15612 34312 V 2169 w(4.3)p 19094 34312 V 1665 w(3.2)p 21971 34312 V 1632 w(2.7)p 25387 34312 V 2372 w(1.8)p 29745 34312 V 3225 w(1.6)p 34868 34312 V 3540 w(1.7)p 39854 34312 V 3404 w(1.0)p 44706 34312 V 7250 35817 V 7936 35366 a(8)p 9790 35817 V 1934 w(3)p 11724 35817 V 1851 w(2.9)p 15612 35817 V 2169 w(4.2)p 19094 35817 V 1665 w(3.0)p 21971 35817 V 1632 w(2.5)p 25387 35817 V 2372 w(1.6)p 29745 35817 V 3225 w(1.9)p 34868 35817 V 3540 w(1.9)p 39854 35817 V 3404 w(1.2)p 44706 35817 V 7250 37323 V 7936 36871 a(8)p 9790 37323 V 1934 w(4)p 11724 37323 V 1851 w(3.0)p 15612 37323 V 2169 w(4.2)p 19094 37323 V 1665 w(3.1)p 21971 37323 V 1632 w(2.6)p 25387 37323 V 2372 w(1.6)p 29745 37323 V 3225 w(2.1)p 34868 37323 V 3540 w(2.1)p 39854 37323 V 3404 w(1.3)p 44706 37323 V 7272 37367 37457 45 v 7250 38873 45 1506 v 7936 38421 a FK(12)p 9790 38873 V 1328 w(1)p 11724 38873 V 1851 w(5.1)p 15612 38873 V 2169 w(5.9)p 19094 38873 V 1665 w(5.4)p 21971 38873 V 1632 w(4.5)p 25387 38873 V 2372 w(4.4)p 29745 38873 V 3225 w(3.0)p 34868 38873 V 3540 w(1.5)p 39854 38873 V 3404 w(0.7)p 44706 38873 V 7250 40378 V 7936 39926 a FF(12)p 9790 40378 V 1328 w(2)p 11724 40378 V 1851 w(5.1)p 15612 40378 V 2169 w(7.2)p 19094 40378 V 1665 w(5.9)p 21971 40378 V 1632 w(4.5)p 25387 40378 V 2372 w(3.8)p 29745 40378 V 3225 w(4.4)p 34868 40378 V 3540 w(3.4)p 39854 40378 V 3404 w(1.7)p 44706 40378 V 7250 41883 V 7936 41432 a(12)p 9790 41883 V 1328 w(3)p 11724 41883 V 1851 w(4.8)p 15612 41883 V 2169 w(7.2)p 19094 41883 V 1665 w(5.7)p 21971 41883 V 1632 w(4.3)p 25387 41883 V 2372 w(3.5)p 29745 41883 V 3225 w(3.9)p 34868 41883 V 3540 w(3.7)p 39854 41883 V 3404 w(1.9)p 44706 41883 V 7250 43389 V 7936 42937 a(12)p 9790 43389 V 1328 w(4)p 11724 43389 V 1851 w(4.6)p 15612 43389 V 2169 w(6.9)p 19094 43389 V 1665 w(5.4)p 21971 43389 V 1632 w(4.1)p 25387 43389 V 2372 w(3.2)p 29745 43389 V 3225 w(3.3)p 34868 43389 V 3540 w(3.5)p 39854 43389 V 3404 w(2.1)p 44706 43389 V 7272 43433 37457 45 v 2000 45699 a(T)-97 b(able)303 b(2:)606 b(Density)341 b(estimation)f(for)g (increasing)h(number)g(of)f(components)h FD(m)g FF(and)g(tree)-30 b(width)340 b FE(t)h FF(of)g(the)f(gener)-24 b(-)6515 47204 y(ating)303 b(model)h(\(all)e(results)g(are)h(a)-24 b(v)-18 b(eraged)303 b(o)-18 b(v)g(er)303 b(20)g(replications\).)1939 53267 y FD(W)524 b FF(and)376 b FD(T)529 b FF(v)-18 b(ery)375 b(accurately)-79 b(,)394 b(with)376 b(the)f(contrast)g(based)g(on)h(k) -12 b(ernel)375 b(density)g(estimation)g(leading)h(to)f(the)g(best)2000 54772 y(performance.)483 b(Moreo)-18 b(v)g(er)-48 b(,)347 b(using)339 b(an)g(ICA)g(algorithm)g(for)f(this)h(problem)g(leads)g(to) g(signi\002cantly)f(w)-12 b(orse)339 b(per)-24 b(-)2000 56278 y(formance.)374 b(An)298 b(interesting)f(f)-12 b(act)298 b(that)g(is)f(not)h(apparent)g(in)g(the)g(table)g(is)f(that)h (our)g(results)e(are)i(quite)g(insensiti)-30 b(v)-18 b(e)2000 57783 y(to)358 b(the)g(\223density\224)g(of)g(the)g(tree)g (that)g(w)-12 b(as)357 b(used)h(to)g(generate)g(the)g(data:)486 b(b)-24 b(ush)-6 b(y)358 b(trees)f(yield)h(roughly)g(the)g(same)2000 59289 y(performance)303 b(as)g(sparse)f(trees.)2000 62914 y FK(9.2)606 b(Density)303 b(Estimation)2000 65579 y FF(Here)310 b(we)f(focus)g(on)h(density)f(estimation,)i(comparing)f (the)f(follo)-30 b(wing)309 b(models:)389 b(Gaussian)309 b(\(GA)-67 b(U\),)309 b(Gaussian)2000 67085 y(mixture)376 b(\(GMM\),)f(independent)h(Gaussian)g(mixtures)f(\(IND\),)h(Cho)-30 b(w-Liu)375 b(with)i(Gaussian)e(mixtures)h(\(CL\),)2000 68590 y(ICA)275 b(using)g(mar)-22 b(ginal)275 b(Gaussian)g(mixtures)f (\(ICA\),)h(and)h(TCA)f(using)g(Gaussian)f(mixtures)h(\(T)-112 b(-CUM,)274 b(T)-112 b(-KDE,)2000 70096 y(T)g(-KGV\).)24893 73417 y FJ(1225)p eop %%Page: 1226 22 1226 21 bop 21244 -2672 a FJ(B)22 b FM(A)f(C)54 b(H)330 b(A)56 b(N)g(D)330 b FJ(J)56 b FM(O)g(R)e(D)21 b(A)56 b(N)3882 3313 y FF(W)-97 b(e)380 b(generated)g(data)g(as)f(follo)-30 b(ws:)528 b(we)380 b(designed)f(a)h(set)f(of)g(graphical)h(models)f (with)h(gi)-30 b(v)-18 b(en)379 b(tree)-30 b(width)48590 2873 y FM(8)49468 3313 y FE(t)2000 4819 y FF(between)353 b(1)g(\(trees\))e(and)h(4)h(\(maximal)f(cliques)g(of)g(size)h(5\).)523 b(Then)352 b(data)h(were)g(generated)f(using)g(one)h(of)f(these)2000 6324 y(models)360 b(and)h(rotated)f(using)g(a)h(random)f(matrix)g FD(A)p FF(.)548 b(W)-97 b(e)361 b(report)f(results)f(\(a)-24 b(v)-18 b(eraged)360 b(o)-18 b(v)g(er)360 b(20)g(replications\))g(in) 2000 7830 y(T)-97 b(able)332 b(2,)340 b(where)333 b(performance)f(is)g (measured)g(as)g(the)h(a)-24 b(v)-18 b(erage)333 b(log)f(lik)-12 b(elihood)333 b(of)f(a)g(held-out)h(test)f(set,)339 b(minus)2000 9335 y(the)303 b(same)g(a)-24 b(v)-18 b(erage)303 b(under)g(the)g (\(kno)-30 b(wn\))303 b(generating)g(model.)3882 10912 y(When)365 b(the)g(tree)-30 b(width)365 b FE(t)g FF(is)f(equal)h(to)g (1)g(\(lines)f(in)h(bold)g(in)f(T)-97 b(able)365 b(2\),)380 b(the)365 b(data)g(e)-18 b(xactly)365 b(follo)-30 b(w)365 b(the)g(TCA)2000 12418 y(model)335 b(and)h(it)f(is)f(no)h(surprise)f (that)h(our)g(TCA)g(algorithm)g(outperforms)f(the)h(other)g(models.)471 b(Ho)-30 b(we)g(v)-18 b(er)-48 b(,)343 b(when)2000 13923 y FE(t)396 b FF(is)f(greater)g(than)h(one,)419 b(the)395 b(TCA)h(model)g(assumptions)e(do)i(not)g(hold,)418 b(b)-24 b(ut)396 b(our)f(models)g(still)g(e)-18 b(xhibit)396 b(good)2000 15429 y(performance,)311 b(especially)e(with)g(the)h (contrast)e(function)i(based)f(on)g(k)-12 b(ernel)309 b(density)g(estimation)g(\(KDE\).)g(Note)2000 16934 y(that)423 b(when)f(the)h(generating)g(model)g(becomes)f(too)h(connected)g (\(e.g.,)452 b FD(m)336 b Fx(=)f FF(8)p FC(;)135 b FE(t)334 b Fx(=)g FF(4\),)452 b(the)423 b(performance)f(of)2000 18440 y(the)315 b(TCA)g(models)f(starts)g(to)g(de)-18 b(grade,)318 b(which)d(simply)g(illustrates)e(the)i(f)-12 b(act)315 b(that)f(in)h(those)g(conditions)f(the)h(tree)2000 19945 y(approximation)303 b(is)g(too)g(loose.)2000 23122 y FK(9.3)606 b(Finding)303 b(Clusters)f(in)h(ICA)2000 25340 y FF(In)426 b(this)g(section,)457 b(we)427 b(study)f(the)h (problem)f(of)g(\002nding)h(clusters)e(in)i(independent)g(component)g (analysis.)745 b(In)2000 26845 y(all)377 b(of)g(our)f(simulations,)395 b(data)377 b(were)g(generated)h(from)e FD(q)h FF(independent)h (clusters)315 b FD(C)38289 27027 y FM(1)38787 26845 y FC(;)135 b(:)g(:)g(:)129 b(;)74 b FD(C)41858 27027 y Fz(q)42355 26845 y FF(,)395 b(and)378 b(were)f(then)2000 28351 y(rotated)294 b(by)g(a)h(random)f(b)-24 b(ut)294 b(kno)-30 b(wn)294 b(matrix)g FD(A)p FF(.)373 b(W)-97 b(e)294 b(measure)g(the)h(demixing)f(performance)g(by)g(comparing)h (the)2000 29856 y(results)302 b(of)h(our)f(algorithms)14535 29615 y(\210)14127 29856 y FD(W)452 b FF(to)242 b FD(W)418 b Fx(=)269 b FD(A)20155 29416 y Fv(\000)p FM(1)21340 29856 y FF(.)376 b(W)-97 b(e)304 b(also)e(compare)i(the)f(true)g(and)g (estimated)g(clusters.)2030 32873 y(9)60 b(.)g(3)g(.)g(1)669 b(P)60 b Fd(E)g(R)g(F)g(O)g(R)g(M)g(A)g(N)g(C)g(E)363 b FF(M)60 b Fd(E)g(T)g(R)g(I)g(C)2000 35090 y FF(In)399 b(the)h(case)g(of)f(ICA,)h(the)g(only)g(in)-48 b(v)-30 b(ariances)399 b(are)g(in)-48 b(v)-30 b(ariances)399 b(by)h(permutation)g(or)f(scaling,)424 b(which)400 b(can)g(be)2000 36596 y(tak)-12 b(en)374 b(care)g(of)g(by)g(a)g(simple)f(metric,)392 b(such)373 b(as)h(the)g(one)g(presented)g(in)g(the)g(pre)-30 b(vious)373 b(section.)588 b(Indeed,)392 b(what)2000 38101 y(needs)353 b(to)g(be)g(measured)f(is)g(ho)-30 b(w)353 b(much)g FD(B)297 b Fx(=)22144 37860 y FF(\210)21735 38101 y FD(W)89 b(W)23993 37661 y Fv(\000)p FM(1)25532 38101 y FF(dif)-30 b(fers)351 b(from)h(a)h(diagonal)g(matrix,)365 b(up)353 b(to)g(permutation.)2000 39607 y(In)329 b(our)g(case,)335 b(ho)-30 b(we)g(v)-18 b(er)-48 b(,)335 b(we)329 b(need)h(to)f(measure)g (ho)-30 b(w)329 b(much)g FD(B)g FF(dif)-30 b(fers)328 b(from)g(a)h(block)h(diagonal)f(matrix,)336 b(up)329 b(to)2000 41112 y(permutation)303 b(\(Cardoso,)g(1998\).)3882 42689 y(W)-97 b(e)402 b(\002rst)f(b)-24 b(uild)401 b(the)h FD(m)205 b Ft(\002)f FD(m)402 b(cost)f(matrix)k(Q)d FF(as)f(follo)-30 b(ws:)572 b(for)401 b(an)-18 b(y)402 b FD(i)324 b Ft(2)g(f)p FF(1)p FC(;)135 b(:)g(:)g(:)128 b(;)135 b FD(m)p Ft(g)p FF(,)425 b FD(k)345 b Ft(2)324 b(f)p FF(1)p FC(;)135 b(:)g(:)g(:)128 b(;)135 b FD(q)p Ft(g)401 b FF(and)2182 44195 y FD(j)299 b Ft(2)208 b FD(C)4612 44380 y Fz(k)5076 44195 y FF(,)303 b(we)h(ha)-24 b(v)-18 b(e)16768 46895 y FD(Q)17776 47077 y Fz(j)22 b(i)18615 46895 y Fx(=)269 b FF(1)168 b Ft(\000)21712 44821 y Fp( )23040 47154 y Fn(\345)22736 48139 y Fz(p)p Fv(2)-44 b Fz(C)24294 48286 y Fl(k)24789 46895 y Ft(j)p FD(B)25933 47077 y Fz(pi)26676 46895 y Ft(j)27013 44821 y Fp(!)28106 46895 y FC(=)28847 44821 y Fp( )30305 45600 y Fz(m)30003 47154 y Fn(\345)29871 48136 y Fz(p)p Fw(=)p FM(1)31580 46895 y Ft(j)p FD(B)32724 47077 y Fz(pi)33467 46895 y Ft(j)33804 44821 y Fp(!)34896 46895 y FC(;)2000 50349 y FF(which)331 b(is)e(the)i(cost)f(of)f (assigning)h(the)g(estimated)h(component)f FD(i)h FF(to)f(the)g (cluster)269 b FD(C)37310 50534 y Fz(k)37774 50349 y FF(.)457 b(F)-18 b(or)330 b(each)h(permutation)f FE(s)2000 51854 y FF(o)-18 b(v)g(er)327 b FD(m)g FF(elements,)333 b(we)327 b(de\002ne)h(the)f(cost)g(of)g(the)g(assignment)f(of)h (estimated)g(components)g(to)h(clusters)e(de\002ned)2000 53360 y(by)332 b FE(s)f FF(to)g(be)h FD(e)p Fx(\()p FE(s)p Fx(\))284 b(=)11210 52882 y FM(100)p 11210 53081 1329 49 v 11555 53778 a Fz(m)12806 53449 y FE(\345)13670 53620 y Fz(i)14107 53360 y FD(Q)14982 53599 y FA(s)p Fw(\()p Fz(i)p Fw(\))p Fz(i)16751 53360 y FF(.)461 b(Finally)-79 b(,)338 b(the)332 b(performance)f(metric)g(is)g(de\002ned)h(as)f(the)h (minimum)f(of)g FD(e)p Fx(\()p FE(s)p Fx(\))2000 54865 y FF(o)-18 b(v)g(er)303 b(all)g(permutations:)17207 57085 y FD(e)17701 57267 y Fz(W)18872 57085 y Fx(=)268 b FF(max)20860 57826 y FA(s)22305 57085 y FD(e)p Fx(\()p FE(s)p Fx(\))g(=)26128 56264 y FF(100)p 26128 56806 1819 49 v 26599 57916 a FD(m)28213 57085 y FF(max)28990 57826 y FA(s)30435 57344 y Fn(\345)30934 58309 y Fz(i)31814 57085 y FD(Q)32689 57324 y FA(s)p Fw(\()p Fz(i)p Fw(\))p Fz(i)34458 57085 y FC(;)2000 60348 y FF(which)433 b(can)f(be)h(computed)f(in)h (polynomial)f(time)h(by)f(the)g(Hung)-6 b(arian)433 b(method)f (\(Bertsimas)g(and)g(Tsitsiklis,)2000 61853 y(1997\).)362 b(The)264 b(metric)f FD(e)11496 62035 y Fz(W)12662 61853 y FF(is)g(al)-12 b(w)g(ays)263 b(between)h(0)g(and)f(100)h(and)g(is)f (equal)h(to)f(zero)h(if)f(and)h(only)f(if)42925 61612 y(\210)42516 61853 y FD(W)413 b FF(is)263 b(equi)-30 b(v)g(alent)2000 63359 y(to)192 b FD(W)149 b FF(.)359 b(Roughly)-79 b(,)264 b(as)252 b(with)h(the)g(classical)f(ICA)h (metric,)263 b FD(e)25879 63541 y Fz(W)27033 63359 y FF(measures)252 b(the)h(a)-24 b(v)-18 b(erage)253 b(proportion)f(of)h (components)2000 64864 y(that)258 b(are)g(missing.)359 b(As)258 b(in)f(Section)h(9.1,)267 b(the)258 b(performance)g(metric)196 b FD(W)407 b FF(also)258 b(outputs)f(assignments)g(of)g(estimated)2000 66369 y(components)268 b(to)f(true)h(components)f(\(in)g(this)g(case,) 275 b(the)268 b(assignments)e(are)i(one-to-one\);)278 b(we)268 b(can)g(no)-30 b(w)268 b(compare)p 2000 67738 19200 45 v 2604 68878 a Fr(8.)309 b(The)267 b(tree)-25 b(width)267 b(of)g(a)f(graph)h Fq(G)g Fr(characterizes)h(the)f(comple) -15 b(xity)267 b(of)g(e)-15 b(xact)267 b(inference)h(for)e(distrib)-20 b(utions)266 b(that)g(f)-10 b(actorize)268 b(according)3660 70096 y(to)250 b Fq(G)p Fr(.)309 b(In)249 b(particular)g(it)g(is)g (equal)h(to)f(one)h(if)e(and)i(only)g(if)e(the)i(graph)f(is)g(a)g(tree) h(\(Lauritzen,)f(1996\).)24893 73417 y FJ(1226)p eop %%Page: 1227 23 1227 22 bop 10897 -2672 a FJ(B)56 b FM(E)g(Y)29 b(O)56 b(N)g(D)327 b FJ(I)56 b FM(N)g(D)g(E)g(P)g(E)g(N)g(D)g(E)g(N)g(T)320 b FJ(C)56 b FM(O)g(M)g(P)g(O)g(N)g(E)g(N)g(T)g(S)g FJ(:)389 b(T)56 b FM(R)e(E)i(E)g(S)328 b(A)56 b(N)g(D)330 b FJ(C)56 b FM(L)g(U)g(S)g(T)g(E)g(R)e(S)p 5868 2140 40265 45 v 5846 3645 45 1506 v 8386 3645 V 13012 3645 V 21042 3194 a FD(e)21536 3376 y Fz(W)p 30424 3645 V 37710 3194 a FD(e)38204 3376 y Fz(C)p 46110 3645 V 5868 3690 40265 45 v 5846 5195 45 1506 v 8386 5195 V 13012 5195 V 15522 4744 a FF(ICA)p 20076 5195 V 6451 w(TCA)p 30424 5195 V 6344 w(ICA)p 37274 5195 V 5587 w(TCA)p 46110 5195 V 5868 5240 40265 45 v 5846 6745 45 1506 v 6700 6293 a FD(m)p 8386 6745 V 2101 w FF(comp)p 13012 6745 V 1329 w FJ(J)-66 b(ADE)591 b(F-ICA)p 20076 6745 V 757 w(CUM)839 b(KGV)1265 b(KDE)p 30424 6745 V 1240 w(J)-66 b(ADE)345 b(F-ICA)p 37274 6745 V 393 w(CUM)432 b(KGV)661 b(KDE)p 46110 6745 V 5868 6789 40265 45 v 5846 8295 45 1506 v 6835 7843 a FF(4)p 8386 8295 V 3717 w(22)p 13012 8295 V 1713 w(4.3)2017 b(8.0)p 20076 8295 V 1935 w(3.9)1934 b(2.9)h(3.5)p 30424 8295 V 2471 w(0)2365 b(7.1)p 37274 8295 V 1979 w(0)2266 b(0)2390 b(0)p 46110 8295 V 5868 8339 40265 45 v 5846 9844 45 1506 v 6835 9393 a(6)p 8386 9844 V 3717 w(33)p 13012 9844 V 1410 w(12.9)1411 b(18.5)p 20076 9844 V 1632 w(9.3)1934 b(7.9)1632 b(15.4)p 30424 9844 V 1714 w(5.0)1910 b(7.6)p 37274 9844 V 1524 w(4.5)1357 b(4.0)1482 b(2.7)p 46110 9844 V 5846 11350 V 6835 10898 a(6)p 8386 11350 V 3111 w(321)p 13012 11350 V 1410 w(10.6)1411 b(15.7)p 20076 11350 V 1632 w(8.1)1934 b(5.9)h(7.3)p 30424 11350 V 2017 w(2.8)1910 b(6.3)p 37274 11350 V 1524 w(2.3)1357 b(3.3)1482 b(0.5)p 46110 11350 V 5846 12855 V 6835 12404 a(6)p 8386 12855 V 3111 w(222)p 13012 12855 V 1713 w(7.4)1714 b(14.2)p 20076 12855 V 1632 w(6.7)1934 b(5.1)h(6.1)p 30424 12855 V 2471 w(0)2365 b(6.0)p 37274 12855 V 1979 w(0)2266 b(0)2390 b(0)p 46110 12855 V 5868 12900 40265 45 v 5846 14405 45 1506 v 6835 13953 a(8)p 8386 14405 V 3111 w(332)p 13012 14405 V 1410 w(17.2)1411 b(24.8)p 20076 14405 V 1329 w(13.0)1328 b(10.3)h(16.9)p 30424 14405 V 1714 w(4.2)1910 b(6.4)p 37274 14405 V 1524 w(2.3)1357 b(2.3)1482 b(1.2)p 46110 14405 V 5846 15911 V 6835 15459 a(8)p 8386 15911 V 2505 w(3221)p 13012 15911 V 1410 w(14.5)1411 b(20.3)p 20076 15911 V 1329 w(11.0)1631 b(9.3)h(11.0)p 30424 15911 V 1714 w(2.7)1910 b(4.9)p 37274 15911 V 1524 w(1.6)1357 b(1.5)1482 b(1.1)p 46110 15911 V 5846 17416 V 6835 16964 a(8)p 8386 17416 V 2505 w(2222)p 13012 17416 V 1410 w(11.7)1411 b(20.6)p 20076 17416 V 1632 w(9.6)1934 b(7.9)h(9.0)p 30424 17416 V 2017 w(1.3)1910 b(5.7)p 37274 17416 V 1979 w(0)2266 b(0)1936 b(0.2)p 46110 17416 V 5868 17460 40265 45 v 5846 18966 45 1506 v 6532 18514 a(12)p 8386 18966 V 1595 w(43221)p 13012 18966 V 1411 w(30.9)1411 b(37.0)p 20076 18966 V 1329 w(23.6)1328 b(16.9)h(23.2)p 30424 18966 V 1714 w(5.1)1910 b(6.4)p 37274 18966 V 1524 w(1.6)1357 b(1.6)1482 b(2.1)p 46110 18966 V 5846 20471 V 6532 20020 a(12)p 8386 20471 V 2202 w(3333)p 13012 20471 V 1410 w(39.6)1411 b(41.5)p 20076 20471 V 1329 w(25.5)1328 b(22.8)h(29.0)p 30424 20471 V 1714 w(5.8)1910 b(6.3)p 37274 20471 V 1524 w(1.3)1357 b(1.1)1482 b(3.2)p 46110 20471 V 5846 21977 V 6532 21525 a(12)p 8386 21977 V 1159 w(222222)p 13012 21977 V 1241 w(22.9)1411 b(31.7)p 20076 21977 V 1329 w(16.1)1328 b(14.0)h(12.7)p 30424 21977 V 1714 w(2.4)1910 b(5.5)p 37274 21977 V 1524 w(0.1)1812 b(0)1936 b(0.2)p 46110 21977 V 5868 22021 40265 45 v 2000 24287 a(T)-97 b(able)303 b(3:)606 b(Finding)349 b(clusters:)466 b(results)348 b(for)g(temporally)h(independent)g (sources.)513 b(The)348 b(sizes)g(of)h(each)g(cluster)g(is)6515 25792 y(indicated)311 b(in)g(the)g(column)g(\223comp.)-85 b(\224)399 b(See)311 b(te)-18 b(xt)311 b(for)f(details)g(on)h(the)g (de\002nitions)f(of)g(the)h(performance)6515 27298 y(measures)302 b FD(e)11822 27480 y Fz(W)13027 27298 y FF(and)i FD(e)15575 27480 y Fz(C)16240 27298 y FF(.)2000 34144 y(the)358 b(tw)-12 b(o)358 b(clusterings)f(by)g(computing)i(the)f(percentage)g FD(e)26666 34326 y Fz(C)27689 34144 y FF(of)g(disagreements)f(between)h (the)g(tw)-12 b(o)358 b(clusterings)2000 35649 y(of)303 b(components.)2030 38875 y(9)60 b(.)g(3)g(.)g(2)669 b(C)60 b Fd(O)g(M)g(P)-28 b(A)60 b(R)g(I)g(S)g(O)g(N)g(S)2000 41301 y FF(F)-18 b(or)516 b(temporally)h(independent)g(sources,)569 b(we)517 b(compare)f(our)h(algorithm\227with)f(the)h(three)g(dif)-30 b(ferent)515 b(con-)2000 42806 y(trast)414 b(functions)h FD(J)9980 42366 y Fz(C)-24 b(U)82 b(M)12095 42806 y FF(,)443 b FD(J)13436 42366 y Fz(K)49 b(G)-44 b(V)15795 42806 y FF(and)415 b FD(J)18555 42366 y Fz(K)49 b(DE)20495 42806 y FF(\227to)415 b(tw)-12 b(o)415 b(ICA)g(algorithms,)443 b(J)-73 b(ADE)414 b(\(Cardoso,)h(1999\))g(and)g(F)-18 b(ast-)2000 44312 y(ICA)294 b(\(Hyv)6939 44306 y(\250)6872 44312 y(arinen)f(et)h(al.,)f(2001b\).)373 b(F)-18 b(or)293 b(Gaussian)g(stationary)g(sources,)h(we)g(compare)g(our)f(algorithm)h (to)f(three)2000 45817 y(ICA)319 b(algorithms)f(for)g(time)h(series,)j (SOBI)d(\(Belouchrani)g(et)g(al.,)g(1997\),)k(TDSEP)318 b(\(Ziehe)g(and)h(M)44430 45811 y(\250)44329 45817 y(uller,)f(1998\)) 2000 47323 y(and)251 b(an)f(algorithm)g(that)h(minimizes)f(with)g (respect)g(to)189 b FD(W)400 b FF(the)250 b(contrast)g(function)g(used) g(by)h(Pham)f(\(2001a\).)358 b(This)2000 48828 y(contrast)338 b(function)h(corresponds)f(e)-18 b(xactly)340 b(to)f(our)f(contrast)h (function)g FD(J)32960 48388 y Fz(S)7 b(T)69 b(A)-33 b(T)35478 48828 y FF(when)339 b(no)g(edges)g(are)g(allo)-30 b(wed)339 b(in)2000 50334 y(the)303 b(graph;)g(that)g(is,)g FD(J)11315 49894 y Fz(S)7 b(T)69 b(A)-33 b(T)13494 50334 y Fx(\()182 b FD(f)165 b FC(;)74 b FD(W)37 b FC(;)135 b FB(?)p Fx(\))p FF(.)3882 52120 y(In)261 b(order)h(to)g(cluster)f (components)h(after)f(unmixing)h(using)g(the)g(ICA)g(algorithm)g (results,)268 b(we)263 b(use)e(a)h(mutual-)2000 53625 y(information-based)342 b(criterion,)353 b(based)343 b(on)g(k)-12 b(ernel)343 b(density)g(estimation)g(in)g(the)g FD(iid)376 b FF(case,)353 b(and)343 b(on)g(the)g(spectral)2000 55131 y(density)464 b(in)g(the)g(Gaussian)f(stationary)h(case)g(\(with) g(the)g(same)g(threshold)f(as)h(that)g(used)g(to)g(b)-24 b(uild)463 b(the)i(prior)2000 56636 y(distrib)-24 b(ution)302 b(o)-18 b(v)g(er)303 b(trees)f(for)g(TCA\).)2030 59862 y(9)60 b(.)g(3)g(.)g(3)669 b(T)60 b Fd(E)g(M)g(P)g(O)g(R)g(A)g(L)g(L) -38 b(Y)364 b FF(I)60 b Fd(N)g(D)g(E)g(P)g(E)g(N)g(D)g(E)g(N)g(T)363 b FF(S)60 b Fd(O)g(U)g(R)g(C)g(E)g(S)2000 62288 y FF(W)-97 b(e)329 b(used)f(dif)-30 b(ferent)327 b(patterns)h(of)g(components)h (\(dif)-30 b(ferent)327 b(numbers)h(and)g(sizes)g(of)g(clusters\).)450 b(F)-18 b(or)328 b(each)h(com-)2000 63793 y(ponent)451 b(we)g(generated)g FD(N)524 b(iid)483 b FF(samples)450 b(from)g(a)g(mixture)h(of)f(three)g(Gaussians)g(with)h(random)f(means)h (and)2000 65299 y(co)-18 b(v)-30 b(ariance)303 b(matrices.)376 b(Then)302 b(the)i(data)f(were)g(rotated)g(by)g(a)h(kno)-30 b(wn)303 b(random)g(orthogonal)g(matrix.)3882 67085 y(W)-97 b(e)364 b(performed)f(simulations)g(with)h(v)-30 b(arious)363 b(numbers)g(of)g(sources,)379 b(from)363 b FD(m)303 b Fx(=)f FF(4)363 b(to)h FD(m)303 b Fx(=)f FF(8.)558 b(W)-97 b(e)364 b(report)2000 68590 y(results)349 b(obtained)j(from)e(20)g (replications)h(in)f(T)-97 b(able)351 b(3.)519 b(The)350 b(TCA)h(methods)f(reco)-18 b(v)g(er)351 b(the)f(components)h(more)2000 70096 y(consistently)302 b(than)i(the)f(\223plain\224)h(ICA)f (algorithms.)24893 73417 y FJ(1227)p eop %%Page: 1228 24 1228 23 bop 21244 -2672 a FJ(B)22 b FM(A)f(C)54 b(H)330 b(A)56 b(N)g(D)330 b FJ(J)56 b FM(O)g(R)e(D)21 b(A)56 b(N)p 5536 2140 40928 45 v 5514 3645 45 1506 v 8054 3645 V 14231 3645 V 21760 3194 a FD(e)22254 3376 y Fz(W)p 30640 3645 V 37983 3194 a FD(e)38477 3376 y Fz(C)p 46442 3645 V 5536 3690 40928 45 v 5514 5195 45 1506 v 8054 5195 V 14231 5195 V 19005 4744 a FF(ICA)p 25822 5195 V 5949 w(TCA)p 30640 5195 V 5646 w(ICA)p 41624 5195 V 5645 w(TCA)p 46442 5195 V 5536 5240 40928 45 v 5514 6745 45 1506 v 6369 6293 a FD(m)p 8054 6745 V 3349 w FF(comp.)p 14231 6745 V 1329 w(Pham)681 b(SOBI)h(TDSEP)p 25822 6745 V 674 w(T)-112 b(-ST)f(A)-135 b(T)p 30640 6745 V 1328 w(Pham)378 b(SOBI)h(TDSEP)p 41624 6745 V 674 w(T)-112 b(-ST)f(A)-135 b(T)p 46442 6745 V 5536 6789 40928 45 v 5514 8295 45 1506 v 6503 7843 a(4)p 8054 8295 V 5268 w(22)p 14231 8295 V 1788 w(6.7)1788 b(12.0)1793 b(20.7)p 25822 8295 V 2780 w(4.7)p 30640 8295 V 2775 w(1.7)c(5.7)2096 b(6.7)p 41624 8295 V 3083 w(0.8)p 46442 8295 V 5536 8339 40928 45 v 5514 9844 45 1506 v 6503 9393 a(6)p 8054 9844 V 5268 w(33)p 14231 9844 V 1788 w(8.9)1788 b(17.0)1793 b(26.5)p 25822 9844 V 2780 w(5.4)p 30640 9844 V 2775 w(1.2)c(5.5)2096 b(7.0)p 41624 9844 V 3537 w(0)p 46442 9844 V 5514 11350 V 6503 10898 a(6)p 8054 11350 V 4662 w(321)p 14231 11350 V 1485 w(10.7)1485 b(16.7)1793 b(34.0)p 25822 11350 V 2780 w(7.9)p 30640 11350 V 2775 w(0.9)c(4.7)2096 b(4.1)p 41624 11350 V 3083 w(0.5)p 46442 11350 V 5514 12855 V 6503 12404 a(6)p 8054 12855 V 4662 w(222)p 14231 12855 V 1485 w(12.3)1485 b(18.2)1793 b(37.7)p 25822 12855 V 2780 w(8.9)p 30640 12855 V 2775 w(1.6)c(4.2)2096 b(5.2)p 41624 12855 V 3083 w(1.0)p 46442 12855 V 5536 12900 40928 45 v 5514 14405 45 1506 v 6503 13953 a(8)p 8054 14405 V 4662 w(332)p 14231 14405 V 1485 w(15.8)1485 b(23.1)1793 b(37.3)p 25822 14405 V 2780 w(9.6)p 30640 14405 V 2775 w(2.6)c(4.3)2096 b(5.6)p 41624 14405 V 3083 w(0.4)p 46442 14405 V 5514 15911 V 6503 15459 a(8)p 8054 15911 V 4056 w(3221)p 14231 15911 V 1485 w(15.0)1485 b(21.6)1793 b(40.4)p 25822 15911 V 2477 w(11.2)p 30640 15911 V 2472 w(1.1)c(3.7)2096 b(5.0)p 41624 15911 V 3083 w(0.6)p 46442 15911 V 5514 17416 V 6503 16964 a(8)p 8054 17416 V 4056 w(2222)p 14231 17416 V 1485 w(17.9)1485 b(22.8)1793 b(45.6)p 25822 17416 V 2477 w(11.8)p 30640 17416 V 2472 w(1.3)c(3.0)2096 b(4.1)p 41624 17416 V 3083 w(0.8)p 46442 17416 V 5536 17460 40928 45 v 5514 18966 45 1506 v 6200 18514 a(12)p 8054 18966 V 3147 w(43221)p 14231 18966 V 1485 w(23.8)1485 b(33.0)1793 b(51.6)p 25822 18966 V 2477 w(16.2)p 30640 18966 V 2472 w(1.5)c(3.6)2096 b(5.1)p 41624 18966 V 3083 w(0.5)p 46442 18966 V 5514 20471 V 6200 20020 a(12)p 8054 20471 V 3753 w(3333)p 14231 20471 V 1485 w(23.4)1485 b(32.2)1793 b(50.0)p 25822 20471 V 2477 w(15.6)p 30640 20471 V 2472 w(1.9)c(4.3)2096 b(5.0)p 41624 20471 V 3083 w(0.3)p 46442 20471 V 5514 21977 V 6200 21525 a(12)p 8054 21977 V 2541 w(222222)p 14231 21977 V 1485 w(26.1)1485 b(33.9)1793 b(56.3)p 25822 21977 V 2477 w(18.8)p 30640 21977 V 2472 w(1.1)c(2.8)2096 b(4.3)p 41624 21977 V 3083 w(0.4)p 46442 21977 V 5536 22021 40928 45 v 5514 23526 45 1506 v 6200 23075 a(16)p 8054 23526 V 3147 w(43333)p 14231 23526 V 1485 w(30.2)1485 b(40.0)1793 b(55.8)p 25822 23526 V 2477 w(20.4)p 30640 23526 V 2472 w(1.4)c(3.5)2096 b(4.4)p 41624 23526 V 3083 w(0.3)p 46442 23526 V 5514 25032 V 6200 24580 a(16)p 8054 25032 V 1329 w(22222222)p 14231 25032 V 1485 w(34.8)1485 b(45.1)1793 b(63.4)p 25822 25032 V 2477 w(24.6)p 30640 25032 V 2472 w(0.9)c(2.4)2096 b(3.6)p 41624 25032 V 3083 w(0.3)p 46442 25032 V 5536 25076 40928 45 v 2000 27342 a(T)-97 b(able)303 b(4:)606 b(Finding)479 b(clusters:)727 b(results)478 b(for)g(Gaussian)g(stationary)h(sources.)903 b(The)479 b(sizes)f(of)h(each)g(cluster)g(is)6515 28847 y(indicated)311 b(in)g(the)g(column)g(\223comp.)-85 b(\224)399 b(See)311 b(te)-18 b(xt)311 b(for)f(details)g(on)h(the)g(de\002nitions) f(of)g(the)h(performance)6515 30353 y(measures)302 b FD(e)11822 30535 y Fz(W)13027 30353 y FF(and)i FD(e)15575 30535 y Fz(C)16240 30353 y FF(.)2030 37623 y(9)60 b(.)g(3)g(.)g(4)669 b(S)60 b Fd(T)-30 b(A)-48 b(T)60 b(I)g(O)g(N)27 b(A)60 b(R)m(Y)364 b FF(G)60 b Fd(A)7 b(U)60 b(S)g(S)g(I)g(A)g(N)363 b FF(P)60 b Fd(R)21 b(O)60 b(C)g(E)g(S)g(S)g(E)g(S)2000 40261 y FF(Gi)-30 b(v)-18 b(en)297 b(the)h(numbers)e(and)i(sizes)e(of)h (each)h(component,)h(the)f(data)f(for)g(each)h(component)g(were)f (generated)h(from)2000 41766 y(random)236 b(spectral)g(densities)f (that)i(cannot)f(be)h(modelled)f(by)h(an)f(ICA)h(model.)353 b(W)-97 b(e)237 b(performed)e(simulations)h(with)2000 43272 y(v)-30 b(arious)293 b(numbers)h(of)g(sources,)h(from)e FD(m)261 b Fx(=)f FF(4)294 b(to)g FD(m)261 b Fx(=)f FF(12.)373 b(W)-97 b(e)295 b(report)e(results)g(obtained)i(from)e(20)h (replications)2000 44777 y(in)j(T)-97 b(able)296 b(4,)i(where,)h(as)d (in)h(the)f(temporally)h(independent)h(case,)g(our)e(algorithm)h (outperforms)e(the)i(e)-18 b(xtant)297 b(ICA)2000 46283 y(algorithms.)2000 50245 y FG(10.)465 b(Conclusion)2000 53043 y FF(W)-97 b(e)261 b(ha)-24 b(v)-18 b(e)260 b(presented)g(a)h (model)g(that)f(e)-18 b(xtends)260 b(the)h(classical)f(ICA)h(model,)269 b(by)260 b(allo)-30 b(wing)261 b(tree-structured)e(depen-)2000 54549 y(dence)253 b(among)g(the)f(components.)359 b(The)253 b(tree)f FD(T)406 b FF(and)253 b(the)g(demixing)f(matrix)192 b FD(W)401 b FF(are)253 b(determined)f(by)h(minimizing)2000 56054 y(contrast)297 b(functions)g(within)g(a)h(semiparametric)f (estimation)g(frame)-30 b(w)-12 b(ork.)373 b(Once)237 b FD(W)447 b FF(and)298 b FD(T)451 b FF(are)297 b(found,)i(the)f(re-) 2000 57560 y(maining)303 b(densities)g(are)g(readily)g(estimated.)3882 59557 y(There)343 b(are)h(a)g(number)g(of)g(further)f(potential)h (generalizations)g(of)g(the)g(methods)f(discussed)g(in)h(this)g(paper) -67 b(.)2000 61063 y(In)339 b(general,)348 b(we)339 b(belie)-30 b(v)-18 b(e)339 b(that)h(TCA)f(and)g(ICA)g(pro)-18 b(vide)339 b(appealing)h(e)-18 b(xamples)339 b(of)g(the)g(utility)g(of)f(applying) i(an)2000 62568 y(adapti)-30 b(v)-18 b(e)295 b(transformation)g(to)g (data)h(before)f(\002tting)g(a)h(model,)h(and)e(thereby)h(e)-18 b(xtending)296 b(the)f(range)h(of)f(problems)2000 64074 y(to)i(which)h(graphical)g(models)f(can)h(be)g(usefully)e(applied.)375 b(Moreo)-18 b(v)g(er)-48 b(,)297 b(k)-12 b(ernel)297 b(generalized)h(v)-30 b(ariances)297 b(pro)-18 b(vide)2000 65579 y(a)286 b(f)-12 b(ast)286 b(and)g(\003e)-18 b(xible)287 b(w)-12 b(ay)286 b(of)g(computing)h(model)g(scores,)h(not)f(only)f(for) g(continuous)g(v)-30 b(ariables)286 b(b)-24 b(ut)286 b(potentially)2000 67085 y(also)444 b(for)f(discrete)g(v)-30 b(ariables)444 b(and)g(discrete)f(structures,)478 b(such)444 b(as)g(strings)e(and)i(trees)g(\(Lodhi)f(et)h(al.,)g(2001\).)2000 68590 y(Finally)-79 b(,)401 b(although)382 b(we)g(ha)-24 b(v)-18 b(e)382 b(limited)f(ourselv)-18 b(es)381 b(to)g(a)h (generalization)g(of)f(ICA)h(that)f(allo)-30 b(ws)381 b(tree-structured)2000 70096 y(dependenc)-18 b(y)314 b(among)f(the)g(latent)g(v)-30 b(ariables,)315 b(it)e(is)f(clearly)h (of)f(interest)h(to)f(mak)-12 b(e)314 b(use)e(of)h(the)g(general)g (graphical)24893 73417 y FJ(1228)p eop %%Page: 1229 25 1229 24 bop 10897 -2672 a FJ(B)56 b FM(E)g(Y)29 b(O)56 b(N)g(D)327 b FJ(I)56 b FM(N)g(D)g(E)g(P)g(E)g(N)g(D)g(E)g(N)g(T)320 b FJ(C)56 b FM(O)g(M)g(P)g(O)g(N)g(E)g(N)g(T)g(S)g FJ(:)389 b(T)56 b FM(R)e(E)i(E)g(S)328 b(A)56 b(N)g(D)330 b FJ(C)56 b FM(L)g(U)g(S)g(T)g(E)g(R)e(S)2000 3313 y FF(model)332 b(toolbox)f(and)h(consider)e(broader)i(classes)e(of)h(dependenc)-18 b(y)-79 b(.)461 b(An)332 b(interesting)f(direction)g(to)g(consider)g (in)2000 4819 y(this)303 b(re)-18 b(g)-6 b(ard)302 b(is)h(the)g (general)g(class)f(of)h(decomposable)h(models.)2000 8936 y FG(Ackno)-13 b(wledgments)2000 12252 y FF(W)-97 b(e)301 b(w)-12 b(ould)300 b(lik)-12 b(e)300 b(to)g(ackno)-30 b(wledge)301 b(support)f(for)g(this)f(project)h(from)g(the)g(National)h (Science)g(F)-18 b(oundation)300 b(\(NSF)2000 13758 y(grant)470 b(IIS-9988642\),)511 b(and)471 b(the)f(Multidisciplinary)g(Research)g (Program)g(of)g(the)h(Department)f(of)g(Defense)2000 15263 y(\(MURI)276 b(N00014-00-1-0637\).)367 b(The)277 b(MA)-135 b(TLAB)276 b(codes)h(for)g(the)g(ICA)g(algorithms)f(that)h (we)h(used)e(for)g(compar)-24 b(-)2000 16769 y(ison)319 b(were)g(do)-30 b(wnloaded)320 b(from)e(the)h(homepages)h(of)f(their)g (respecti)-30 b(v)-18 b(e)318 b(authors,)323 b(e)-18 b(xcept)319 b(for)g(SOBI,)g(for)g(which)2000 18274 y(we)303 b(used)g(the)g(implementation)h(in)f(ICALAB)h(\(Cichocki)f(et)g(al.,)h (2002\).)2000 21955 y FG(A)-33 b(ppendix)330 b(A.)465 b(Scaling)332 b(Issues)2000 24472 y FF(In)232 b(the)g(e)-18 b(xperiments)231 b(reported)h(in)g(this)f(paper)-48 b(,)246 b(we)232 b(ha)-24 b(v)-18 b(e)232 b(limited)g(ourselv)-18 b(es)231 b(to)g(problems)h(in)g(which)g(the)g(number)2000 25977 y(of)459 b(components)g FD(m)h FF(is)e(less)h(than)g(16.)845 b(While)459 b(our)g(algorithms)g(can)g(be)h(directly)f(applied)h(to)f (lar)-22 b(ge)459 b FD(m)p FF(,)499 b(for)2000 27483 y(problems)420 b(in)h(which)h FD(m)f FF(is)f(signi\002cantly)h(lar)-22 b(ger)-48 b(,)450 b(additional)421 b(numerical)g(techniques)h(are)f (needed,)451 b(for)420 b(tw)-12 b(o)2000 28988 y(reasons.)737 b(The)423 b(\002rst)g(one)h(is)f(running)g(time)h(comple)-18 b(xity)-79 b(.)738 b(Indeed,)454 b(the)424 b(contrast)f(function)g (based)h(on)g(KGV)2000 30494 y(scales)324 b(as)f FD(O)p Fx(\()p FD(mN)73 b Fx(\))324 b FF(b)-24 b(ut)324 b(the)g(one)g(based)g (on)h(KDE)f(scales)f(as)h FD(O)p Fx(\()p FD(m)30386 30054 y FM(2)30884 30494 y FD(N)73 b Fx(\))p FF(.)438 b(Second,)330 b(with)324 b(increasing)g(number)g(of)2000 31999 y(sources,)294 b(both)f(ICA)g(and)g(TCA)g(contrast)f(functions)g(tend)h(to)g(ha)-24 b(v)-18 b(e)292 b(multiple)h(local)g(minima.)373 b(W)-97 b(e)293 b(no)-30 b(w)292 b(present)2000 33505 y(\002)-30 b(v)-18 b(e)303 b(optimization)g(techniques)g(aimed)h(at)f(dealing)g (with)h(lar)-22 b(ge-scale)302 b(problems.)2000 36821 y FK(A.1)606 b(Initialization)302 b(Using)h(ICA)2000 39178 y FF(W)-97 b(e)316 b(can)g(obtain)g(a)f(good)h(initialization)g (for)f(TCA)g(using)g(the)h(result)f(of)g(an)-18 b(y)316 b(ICA)f(algorithm.)413 b(Intuiti)-30 b(v)-18 b(ely)-79 b(,)319 b(this)2000 40683 y(is)368 b(helpful)h(in)f(our)h(setting,)385 b(because)369 b(ICA)g(is)f(kno)-30 b(wn)369 b(to)f(\002nd)h(components) g(that)g(are)g(as)f(\223non-Gaussian\224)g(as)2000 42189 y(possible)394 b(\(Hyv)8926 42183 y(\250)8859 42189 y(arinen)h(et)g (al.,)g(2001b\),)417 b(and)395 b(therefore)g(the)g(components)f(that)h (ICA)g(\002nds)g(should)f(be)h(linear)2000 43694 y(combinations)330 b(of)f(only)h(a)g(fe)-30 b(w)330 b(of)f(the)h(original)g(non-Gaussian)f (components)h(\(combinations)g(of)f(lar)-22 b(ge)330 b(num-)2000 45200 y(bers)274 b(of)g(components)g(are)h(subject)f(to)h (the)f(central)h(limit)f(theorem)h(and)f(should)h(approach)f (Gaussianity\).)366 b(Thus)2000 46705 y(by)g(initializing)g(with)g(an)f (ICA)h(solution,)381 b(the)366 b(search)g(for)f(a)g(TCA)h(solution)g (can)g(ef)-30 b(fecti)g(v)-18 b(ely)364 b(be)i(limited)g(to)g(a)2000 48211 y(subspace)303 b(of)f(lo)-30 b(wer)303 b(dimension.)2000 51527 y FK(A.2)606 b(Exhausti)-12 b(v)g(e)303 b(Line)g(Sear)-22 b(ches)2000 53884 y FF(In)415 b(order)f(to)h(a)-24 b(v)g(oid)415 b(local)g(minima,)443 b(we)415 b(\002rst)f(start)g(by)h(performing)g (all)g(local)g(searches)f(\(in)h(one)g(or)f(tw)-12 b(o)415 b(di-)2000 55390 y(mensions)399 b(depending)h(on)g(the)g(manifold\))f (using)h(e)-18 b(xhausti)-30 b(v)-18 b(e)399 b(search)g(on)h(a)g(mesh)g (grid,)423 b(then)400 b(we)g(use)g(local)2000 56895 y(search)433 b(algorithms)g(until)h(con)-48 b(v)-18 b(er)c(gence.)767 b(This)433 b(technique)h(has)f(sho)-30 b(wn)433 b(to)h(be)f(quite)h(ef) -30 b(\002cient)433 b(at)h(escaping)2000 58401 y(local)303 b(minima)h(in)f(the)g(conte)-18 b(xt)303 b(of)g(ICA)g(\(see)g(e.g.)g (Miller)f(and)i(Fisher)e(III,)g(2003\).)2000 61717 y FK(A.3)606 b(Gr)-22 b(o)-12 b(wing)304 b(T)-90 b(r)-22 b(ees)2000 64074 y FF(An)283 b(ef)-30 b(\002cient)283 b(heuristic)f(to)h(a)-24 b(v)g(oid)282 b(local)h(minima)g(is)f(to)h (start)f(from)g(ICA)h(and)g(add)g(edges)g(to)g(the)g(tree)g FD(T)436 b FF(sequen-)2000 65579 y(tially)335 b(from)f(zero)h(to)g FD(m)180 b Ft(\000)g FF(1.)470 b(When)336 b(no)f(prior)f(on)h(the)g (tree)g(is)f(used,)343 b(we)335 b(\002nd)g(that)g(the)g(best)f(tree)h (is)g(necessary)2000 67085 y(spanning)361 b(\(i.e.,)375 b(with)361 b FD(m)190 b Ft(\000)g FF(1)359 b(edges\),)374 b(and)361 b(thus)g(the)g(last)f(tree)h(is)f(k)-12 b(ept.)549 b(In)360 b(the)h(presence)g(of)f(a)h(prior)f(that)h(pe-)2000 68590 y(nalizes)393 b(edges,)414 b(at)393 b(the)g(end)g(of)f(the)h (algorithm,)414 b FD(m)201 b Ft(\000)g FF(1)393 b(results)e(ha)-24 b(v)-18 b(e)393 b(to)f(be)h(compared)g(and)g(the)f(best)h(one)g(is)2000 70096 y(k)-12 b(ept.)24893 73417 y FJ(1229)p eop %%Page: 1230 26 1230 25 bop 21244 -2672 a FJ(B)22 b FM(A)f(C)54 b(H)330 b(A)56 b(N)g(D)330 b FJ(J)56 b FM(O)g(R)e(D)21 b(A)56 b(N)9893 10985 y @beginspecial 0 @llx 0 @lly 119 @urx 65 @ury 1309 @rwi @setspecial %%BeginDocument: tikkaSUBTREES.eps %!PS-Adobe-2.0 EPSF-2.0 %%Title: tikkaSUBTREES.eps %%Creator: fig2dev Version 3.2.3 Patchlevel %%CreationDate: Fri May 24 12:34:57 2002 %%For: fbach@argus.EECS.Berkeley.EDU (Francis Bach,,,) %%BoundingBox: 0 0 119 65 %%Magnification: 1.0000 %%EndComments /$F2psDict 200 dict def F2psDictbeginF2psDict begin F2psDictbeginF2psDict /mtrx matrix put /col-1 {0 setgray} bind def /col0 {0.000 0.000 0.000 srgb} bind def /col1 {0.000 0.000 1.000 srgb} bind def /col2 {0.000 1.000 0.000 srgb} bind def /col3 {0.000 1.000 1.000 srgb} bind def /col4 {1.000 0.000 0.000 srgb} bind def /col5 {1.000 0.000 1.000 srgb} bind def /col6 {1.000 1.000 0.000 srgb} bind def /col7 {1.000 1.000 1.000 srgb} bind def /col8 {0.000 0.000 0.560 srgb} bind def /col9 {0.000 0.000 0.690 srgb} bind def /col10 {0.000 0.000 0.820 srgb} bind def /col11 {0.530 0.810 1.000 srgb} bind def /col12 {0.000 0.560 0.000 srgb} bind def /col13 {0.000 0.690 0.000 srgb} bind def /col14 {0.000 0.820 0.000 srgb} bind def /col15 {0.000 0.560 0.560 srgb} bind def /col16 {0.000 0.690 0.690 srgb} bind def /col17 {0.000 0.820 0.820 srgb} bind def /col18 {0.560 0.000 0.000 srgb} bind def /col19 {0.690 0.000 0.000 srgb} bind def /col20 {0.820 0.000 0.000 srgb} bind def /col21 {0.560 0.000 0.560 srgb} bind def /col22 {0.690 0.000 0.690 srgb} bind def /col23 {0.820 0.000 0.820 srgb} bind def /col24 {0.500 0.190 0.000 srgb} bind def /col25 {0.630 0.250 0.000 srgb} bind def /col26 {0.750 0.380 0.000 srgb} bind def /col27 {1.000 0.500 0.500 srgb} bind def /col28 {1.000 0.630 0.630 srgb} bind def /col29 {1.000 0.750 0.750 srgb} bind def /col30 {1.000 0.880 0.880 srgb} bind def /col31 {1.000 0.840 0.000 srgb} bind def end save newpath 0 65 moveto 0 0 lineto 119 0 lineto 119 65 lineto closepath clip newpath -143.0 253.0 translate 1 -1 scale /cp {closepath} bind def /ef {eofill} bind def /gr {grestore} bind def /gs {gsave} bind def /sa {save} bind def /rs {restore} bind def /l {lineto} bind def /m {moveto} bind def /rm {rmoveto} bind def /n {newpath} bind def /s {stroke} bind def /sh {show} bind def /slc {setlinecap} bind def /slj {setlinejoin} bind def /slw {setlinewidth} bind def /srgb {setrgbcolor} bind def /rot {rotate} bind def /sc {scale} bind def /sd {setdash} bind def /ff {findfont} bind def /sf {setfont} bind def /scf {scalefont} bind def /sw {stringwidth} bind def /tr {translate} bind def /tnt {dup dup currentrgbcolor 4 -2 roll dup 1 exch sub 3 -1 roll mul add 4 -2 roll dup 1 exch sub 3 -1 roll mul add 4 -2 roll dup 1 exch sub 3 -1 roll mul add srgb} bind def /shd {dup dup currentrgbcolor 4 -2 roll mul 4 -2 roll mul 4 -2 roll mul srgb} bind def /DrawEllipse { /endangle exch def /startangle exch def /yrad exch def /xrad exch def /y exch def /x exch def /savematrix mtrx currentmatrix def x y tr xrad yrad sc 0 0 1 startangle endangle arc closepath savematrix setmatrix } def /$F2psBegin {$F2psDict begin /$F2psEnteredState save def} def /$F2psEnd {$F2psEnteredState restore end} def F2psBeginF2psBegin %%Page: 1 1 10 setmiterlimit 0.06000 0.06000 sc 7.500 slw % Ellipse n 2475 3450 75 75 0 360 DrawEllipse gs col0 s gr % Ellipse n 2775 3675 75 75 0 360 DrawEllipse gs col0 s gr % Ellipse n 3675 3450 75 75 0 360 DrawEllipse gs col0 s gr % Ellipse n 3675 3900 75 75 0 360 DrawEllipse gs col0 s gr % Ellipse n 2475 3900 75 75 0 360 DrawEllipse gs col0 s gr % Ellipse n 3975 3225 75 75 0 360 DrawEllipse gs col0 s gr % Ellipse n 3975 3675 75 75 0 360 DrawEllipse gs col0 s gr % Ellipse n 4275 3675 75 75 0 360 DrawEllipse gs col0 s gr % Ellipse n 3975 4125 75 75 0 360 DrawEllipse gs col0 s gr % Ellipse n 4275 4125 75 75 0 360 DrawEllipse gs col0 s gr % Ellipse n 3075 3675 75 75 0 360 DrawEllipse gs 0.50 setgray ef gr gs col0 s gr % Ellipse n 3375 3675 75 75 0 360 DrawEllipse gs 0.50 setgray ef gr gs col0 s gr % Polyline n 2850 3682 m 3000 3682 l gs col0 s gr % Polyline n 3150 3682 m 3300 3682 l gs col0 s gr % Polyline n 4057 3682 m 4200 3682 l gs col0 s gr % Polyline n 4050 4125 m 4208 4125 l gs col0 s gr % Polyline n 3930 4080 m 3735 3960 l gs col0 s gr % Polyline n 3735 3862 m 3922 3727 l gs col0 s gr % Polyline n 3442 3727 m 3607 3862 l gs col0 s gr % Polyline n 3442 3645 m 3607 3502 l gs col0 s gr % Polyline n 3735 3412 m 3900 3270 l gs col0 s gr % Polyline n 2542 3862 m 2722 3720 l gs col0 s gr % Polyline n 2542 3502 m 2707 3630 l gs col0 s gr F2psBeginF2psEnd rs %%EndDocument @endspecial 17670 w @beginspecial 0 @llx 0 @lly 119 @urx 65 @ury 1309 @rwi @setspecial %%BeginDocument: tikkaSUBTREES2.eps %!PS-Adobe-2.0 EPSF-2.0 %%Title: tikkaSUBTREES2.eps %%Creator: fig2dev Version 3.2.3 Patchlevel %%CreationDate: Thu May 30 07:42:31 2002 %%For: fbach@argus.EECS.Berkeley.EDU (Francis Bach,,,) %%BoundingBox: 0 0 119 65 %%Magnification: 1.0000 %%EndComments /$F2psDict 200 dict def F2psDictbeginF2psDict begin F2psDictbeginF2psDict /mtrx matrix put /col-1 {0 setgray} bind def /col0 {0.000 0.000 0.000 srgb} bind def /col1 {0.000 0.000 1.000 srgb} bind def /col2 {0.000 1.000 0.000 srgb} bind def /col3 {0.000 1.000 1.000 srgb} bind def /col4 {1.000 0.000 0.000 srgb} bind def /col5 {1.000 0.000 1.000 srgb} bind def /col6 {1.000 1.000 0.000 srgb} bind def /col7 {1.000 1.000 1.000 srgb} bind def /col8 {0.000 0.000 0.560 srgb} bind def /col9 {0.000 0.000 0.690 srgb} bind def /col10 {0.000 0.000 0.820 srgb} bind def /col11 {0.530 0.810 1.000 srgb} bind def /col12 {0.000 0.560 0.000 srgb} bind def /col13 {0.000 0.690 0.000 srgb} bind def /col14 {0.000 0.820 0.000 srgb} bind def /col15 {0.000 0.560 0.560 srgb} bind def /col16 {0.000 0.690 0.690 srgb} bind def /col17 {0.000 0.820 0.820 srgb} bind def /col18 {0.560 0.000 0.000 srgb} bind def /col19 {0.690 0.000 0.000 srgb} bind def /col20 {0.820 0.000 0.000 srgb} bind def /col21 {0.560 0.000 0.560 srgb} bind def /col22 {0.690 0.000 0.690 srgb} bind def /col23 {0.820 0.000 0.820 srgb} bind def /col24 {0.500 0.190 0.000 srgb} bind def /col25 {0.630 0.250 0.000 srgb} bind def /col26 {0.750 0.380 0.000 srgb} bind def /col27 {1.000 0.500 0.500 srgb} bind def /col28 {1.000 0.630 0.630 srgb} bind def /col29 {1.000 0.750 0.750 srgb} bind def /col30 {1.000 0.880 0.880 srgb} bind def /col31 {1.000 0.840 0.000 srgb} bind def end save newpath 0 65 moveto 0 0 lineto 119 0 lineto 119 65 lineto closepath clip newpath -143.0 253.0 translate 1 -1 scale /cp {closepath} bind def /ef {eofill} bind def /gr {grestore} bind def /gs {gsave} bind def /sa {save} bind def /rs {restore} bind def /l {lineto} bind def /m {moveto} bind def /rm {rmoveto} bind def /n {newpath} bind def /s {stroke} bind def /sh {show} bind def /slc {setlinecap} bind def /slj {setlinejoin} bind def /slw {setlinewidth} bind def /srgb {setrgbcolor} bind def /rot {rotate} bind def /sc {scale} bind def /sd {setdash} bind def /ff {findfont} bind def /sf {setfont} bind def /scf {scalefont} bind def /sw {stringwidth} bind def /tr {translate} bind def /tnt {dup dup currentrgbcolor 4 -2 roll dup 1 exch sub 3 -1 roll mul add 4 -2 roll dup 1 exch sub 3 -1 roll mul add 4 -2 roll dup 1 exch sub 3 -1 roll mul add srgb} bind def /shd {dup dup currentrgbcolor 4 -2 roll mul 4 -2 roll mul 4 -2 roll mul srgb} bind def /DrawEllipse { /endangle exch def /startangle exch def /yrad exch def /xrad exch def /y exch def /x exch def /savematrix mtrx currentmatrix def x y tr xrad yrad sc 0 0 1 startangle endangle arc closepath savematrix setmatrix } def /$F2psBegin {$F2psDict begin /$F2psEnteredState save def} def /$F2psEnd {$F2psEnteredState restore end} def F2psBeginF2psBegin %%Page: 1 1 10 setmiterlimit 0.06000 0.06000 sc 7.500 slw % Ellipse n 2475 3450 75 75 0 360 DrawEllipse gs col0 s gr % Ellipse n 2775 3675 75 75 0 360 DrawEllipse gs col0 s gr % Ellipse n 3675 3450 75 75 0 360 DrawEllipse gs col0 s gr % Ellipse n 3675 3900 75 75 0 360 DrawEllipse gs col0 s gr % Ellipse n 2475 3900 75 75 0 360 DrawEllipse gs col0 s gr % Ellipse n 3975 3225 75 75 0 360 DrawEllipse gs col0 s gr % Ellipse n 3975 3675 75 75 0 360 DrawEllipse gs col0 s gr % Ellipse n 4275 3675 75 75 0 360 DrawEllipse gs col0 s gr % Ellipse n 3975 4125 75 75 0 360 DrawEllipse gs col0 s gr % Ellipse n 4275 4125 75 75 0 360 DrawEllipse gs col0 s gr % Ellipse n 3450 3795 75 75 0 360 DrawEllipse gs 0.50 setgray ef gr gs col0 s gr % Ellipse n 3450 3547 75 75 0 360 DrawEllipse gs 0.50 setgray ef gr gs col0 s gr % Ellipse n 3030 3681 75 75 0 360 DrawEllipse gs 0.50 setgray ef gr gs col0 s gr % Polyline n 4057 3682 m 4200 3682 l gs col0 s gr % Polyline n 4050 4125 m 4208 4125 l gs col0 s gr % Polyline n 3930 4080 m 3735 3960 l gs col0 s gr % Polyline n 3735 3862 m 3922 3727 l gs col0 s gr % Polyline n 3735 3412 m 3900 3270 l gs col0 s gr % Polyline n 2542 3862 m 2722 3720 l gs col0 s gr % Polyline n 2542 3502 m 2707 3630 l gs col0 s gr % Polyline n 3523 3829 m 3605 3867 l gs col0 s gr % Polyline n 3515 3514 m 3605 3469 l gs col0 s gr % Polyline n 2848 3679 m 2960 3679 l gs col0 s gr F2psBeginF2psEnd rs %%EndDocument @endspecial 2000 15147 a FF(Figure)303 b(5:)606 b(\(Left\))288 b(original)i(tree)g FD(T)443 b FF(and)290 b(subtree)228 b FD(V)444 b FF(\(shaded\).)371 b(\(Right\))289 b(subtrees)228 b FD(U)38057 15329 y Fz(i)38649 15147 y FF(\(non-shaded\))288 b(with)i(their)7017 16653 y(neighbor)303 b(in)g FD(T)457 b FF(\(shaded\).)2000 21693 y FK(A.4)606 b(Optimizing)303 b(Subtr)-22 b(ees)2000 23848 y FF(Gradient)311 b(descent)f(can)h(be)g (performed)e(sequentially)i(on)f(limited)h(subspaces)f(of)g(the)g (space)h(of)f(the)h(matrix)249 b FD(W)149 b FF(.)2000 25353 y(Indeed,)286 b(gi)-30 b(v)-18 b(en)280 b(current)h(estimates)g (for)f FD(T)435 b FF(and)220 b FD(W)149 b FF(,)286 b(we)281 b(can)g(perform)g(optimization)g(o)-18 b(v)g(er)281 b(a)g(subset)f(of)h (the)g(ro)-30 b(ws)2000 26859 y(of)349 b FD(W)559 b FF(whose)409 b(indices)h(span)g(a)g(connected)g(subtree)349 b FD(U)523 b FF(of)410 b FD(T)153 b FF(.)697 b(In)409 b(this)h(case,)436 b(the)410 b(o)-18 b(v)g(erall)410 b(contrast)f(function)2000 28364 y(can)384 b(be)g(approximated)g(by)g(the)f(contrast)g(function)h (for)f(the)h(subtree)f(that)h(contains)322 b FD(U)497 b FF(and)384 b(its)f(neighbors)g(in)2000 29870 y FD(T)154 b FF(.)453 b(Note)329 b(that)f(in)h(the)g(case)g(of)f(TCA,)h(it)g(is)f (not)h(possible)f(a)g(priori)g(to)h(use)g(\223one-unit)f(contrast)h (functions\224)f(that)2000 31375 y(enable)304 b(to)f(\002nd)g(one)g (component)h(at)f(a)g(time.)3882 32890 y(T)-97 b(o)252 b(select)g(the)g(subtrees)190 b FD(U)113 b FF(,)263 b(we)252 b(use)g(the)g(follo)-30 b(wing)252 b(procedure:)350 b(we)253 b(generate)f(all)g(the)g(subtrees)191 b FD(V)406 b FF(of)251 b(small)2000 34395 y(sizes)372 b(\(less)g(than)i(4\))f(and)g(we)g (measure)g(ho)-30 b(w)373 b(well)313 b FD(V)527 b FF(\223separates)372 b(the)i(graph\224;)408 b(that)373 b(is,)390 b(if)373 b(we)h(let)312 b FD(U)45801 34577 y FM(1)46299 34395 y FC(;)135 b(:)g(:)g(:)129 b(;)74 b FD(U)49503 34577 y Fz(p)2000 35901 y FF(denote)480 b(the)f(connected)h(components)f(of)g (the)g(complement)h(of)418 b FD(V)633 b FF(in)479 b FD(T)633 b FF(\(see)478 b(Figure)h(5\),)523 b(and)480 b(if)e FD(s)367 b Fx(=)305 b FD(W)149 b(x)2000 37406 y FF(are)371 b(the)g(estimated)g (sources,)387 b(we)371 b(measure)g(the)g(conditional)h(independence)g (of)e FD(s)37761 37588 y Fz(U)38378 37722 y Ff(1)38821 37406 y FC(;)135 b(:)g(:)g(:)128 b(;)135 b FD(s)41602 37588 y Fz(U)42269 37721 y Fl(p)43081 37406 y FF(gi)-30 b(v)-18 b(en)370 b FD(s)46524 37588 y Fz(V)47233 37406 y FF(.)579 b(The)2000 38912 y(KGV)440 b(pro)-18 b(vides)439 b(an)h(approximate)g(measure)g(\(Bach)g(and)g(Jordan,)f(2003\),)474 b(by)440 b(simply)f(computing)h FD(J)57 b Fx(\()-61 b FD(V)154 b Fx(\))344 b(=)2000 40417 y FD(I)62 b Fx(\()p FD(s)3365 40599 y Fz(V)4072 40417 y FC(;)135 b FD(s)4972 40599 y Fz(U)5589 40733 y Ff(1)6029 40417 y FC(;)g(:)g(:)g(:)129 b(;)135 b FD(s)8811 40599 y Fz(U)9478 40732 y Fl(p)9919 40417 y Fx(\))154 b Ft(\000)11641 40506 y FE(\345)12569 39812 y Fz(p)12503 40779 y(i)p Fw(=)p FM(1)14070 40417 y FD(I)62 b Fx(\()p FD(s)15435 40599 y Fz(V)16142 40417 y FC(;)135 b FD(s)17042 40599 y Fz(U)17659 40732 y Fl(i)17952 40417 y Fx(\))p FF(,)290 b(where)e(the)g(mutual)g(informations)f(are)h (estimated)f(using)h(the)f(Gaussian)2000 41922 y(v)-30 b(ariables)334 b(in)h(feature)g(space:)440 b(once)335 b(the)g(Cholesk)-18 b(y)335 b(decompositions)g(of)g(each)g(component)h FD(s)42501 42104 y Fz(i)43137 41922 y FF(are)f(performed)2000 43428 y(and)266 b(cached,)275 b(computing)266 b(all)g(these)g(scores)f (only)h(in)-48 b(v)-24 b(olv)-18 b(es)265 b(determinants)h(of)f(small)h (matrices,)273 b(and)266 b(thus)g(man)-18 b(y)2000 44933 y(subtrees)299 b FD(V)515 b FF(can)361 b(be)h(scored.)549 b(The)361 b(subtrees)299 b FD(V)515 b FF(with)361 b(small)f(score)h FD(J)57 b Fx(\()-61 b FD(V)153 b Fx(\))361 b FF(do)g(not)g(need)g(to)g (be)h(impro)-18 b(v)g(ed,)375 b(and)2000 46439 y(the)483 b(subtrees)e(that)h(are)h(selected)f(for)g(further)f(optimization)i (are)f(the)h(connected)g(components)422 b FD(U)45801 46621 y FM(1)46299 46439 y FC(;)135 b(:)g(:)g(:)129 b(;)74 b FD(U)49503 46621 y Fz(p)2000 47944 y FF(corresponding)303 b(to)g(those)f(subtrees)241 b FD(V)154 b FF(.)2000 51059 y FK(A.5)606 b(Co)-12 b(v)g(ariance)304 b(Constraint)2000 53213 y FF(When)257 b(the)g(whitening)g(constraint)f(cannot)h(be)f (imposed,)266 b(we)257 b(can)g(constrain)f(the)196 b FD(W)405 b FF(matrix)256 b(to)h(yield)g(a)f(solution)2000 54719 y(in)353 b(the)g(Gaussian)g(case,)365 b(as)353 b(detailed)g(in)g(Section)g(4.2.)526 b(W)-97 b(e)354 b(can)f(optimize)g(o)-18 b(v)g(er)353 b(matrices)f(that)h(belong)h(to)f Fs(C)49340 54279 y Fz(T)2000 56224 y FF(and)303 b(thus)g(reduce)g(the)g (dimension)g(of)g(the)g(search)g(space)g(from)f FD(m)p Fx(\()p FD(m)168 b Ft(\000)g FF(1)p Fx(\))302 b FF(to)h FD(m)p Fx(\()p FD(m)168 b Ft(\000)g FF(1)p Fx(\))p FC(=)p FF(2)g Fx(+)g(\()p FD(m)g Ft(\000)g FF(1)p Fx(\))p FF(.)2000 59703 y FG(Refer)-24 b(ences)2000 62009 y FF(S.)375 b(Akaho,)393 b(Y)-156 b(.)374 b(Kiuchi,)393 b(and)375 b(S.)g(Ume)-18 b(yama.)666 b(MICA:)375 b(Multimodal)f(independent)i(component)f (analysis.)665 b(In)3212 63514 y FD(Pr)-55 b(oceedings)303 b(of)g(the)g(International)g(J)-30 b(oint)303 b(Confer)-45 b(ence)304 b(on)f(Neur)-18 b(al)303 b(Networks)p FF(,)g(1999.)2000 66052 y(S.)355 b(Amari,)368 b(A.)356 b(Cichocki,)369 b(and)355 b(H.)h(H.)f(Y)-121 b(ang.)604 b(A)355 b(ne)-30 b(w)355 b(learning)g(algorithm)h(for)e(blind)h(signal)g(separation.)603 b(In)3212 67558 y FD(Advances)303 b(in)g(Neur)-18 b(al)303 b(Information)g(Pr)-55 b(ocessing)302 b(Systems)g(8)p FF(,)h(1996.)2000 70096 y(H.)g(Attias.)436 b(Independent)304 b(f)-12 b(actor)302 b(analysis.)436 b FD(Neur)-18 b(al)303 b(Computation)p FF(,)h(11\(4\):803\226851,)f(1999.)24893 73417 y FJ(1230)p eop %%Page: 1231 27 1231 26 bop 10897 -2672 a FJ(B)56 b FM(E)g(Y)29 b(O)56 b(N)g(D)327 b FJ(I)56 b FM(N)g(D)g(E)g(P)g(E)g(N)g(D)g(E)g(N)g(T)320 b FJ(C)56 b FM(O)g(M)g(P)g(O)g(N)g(E)g(N)g(T)g(S)g FJ(:)389 b(T)56 b FM(R)e(E)i(E)g(S)328 b(A)56 b(N)g(D)330 b FJ(C)56 b FM(L)g(U)g(S)g(T)g(E)g(R)e(S)2000 3313 y FF(F)-97 b(.)272 b(R.)h(Bach)g(and)g(M.)f(I.)f(Jordan.)370 b(K)-30 b(ernel)272 b(independent)h(component)g(analysis.)369 b FD(J)-30 b(ournal)272 b(of)g(Mac)-18 b(hine)272 b(Learning)3212 4819 y(Resear)-45 b(c)-18 b(h)p FF(,)302 b(3:1\22648,)i(2002.)2000 7507 y(F)-97 b(.)262 b(R.)h(Bach)g(and)f(M.)g(I.)g(Jordan.)347 b(Learning)262 b(graphical)g(models)g(with)g(Mercer)g(k)-12 b(ernels.)347 b(In)262 b FD(Advances)g(in)g(Neur)-18 b(al)3212 9013 y(Information)303 b(Pr)-55 b(ocessing)302 b(Systems)g(15)p FF(,)h(2003.)2000 11701 y(A.)268 b(J.)g(Bell)h(and)f (T)-90 b(.)269 b(J.)e(Sejno)-30 b(wski.)361 b(An)268 b(information-maximization)g(approach)h(to)f(blind)g(separation)g(and)h (blind)3212 13207 y(decon)-48 b(v)-24 b(olution.)437 b FD(Neur)-18 b(al)303 b(Computation)p FF(,)g(7\(6\):1129\2261159,)g (1995.)2000 15896 y(A.)319 b(Belouchrani,)k(K.)318 b(Abed)h(Meraim,)j (J.-F)-97 b(.)318 b(Cardoso,)k(and)28229 15631 y(\264)28061 15896 y(E.)c(Moulines.)485 b(A)318 b(blind)h(source)f(separation)g (tech-)3212 17401 y(nique)298 b(based)f(on)g(second)g(order)g (statistics.)422 b FD(IEEE)295 b(T)-67 b(r)-18 b(ansactions)296 b(on)i(Signal)f(Pr)-55 b(ocessing)p FF(,)297 b(45\(2\):434\226444,)3212 18906 y(1997.)2000 21595 y(D.)303 b(Bertsimas)g(and)g(J.)g(Tsitsiklis.) 434 b FD(Intr)-55 b(oduction)303 b(to)g(Linear)g(Optimization)p FF(.)436 b(Athena)303 b(Scientic,)h(1997.)2000 24284 y(P)-135 b(.)374 b(J.)g(Bick)-12 b(el,)393 b(C.)374 b(A.)g(J.)g (Klaassen,)392 b(Y)-156 b(.)374 b(Rito)-18 b(v)-79 b(,)392 b(and)374 b(J.)g(A.)g(W)-97 b(ellner)-67 b(.)665 b FD(Ef)-22 b(\002cient)374 b(and)g(Adaptive)g(Estimation)f(for)3212 25789 y(Semipar)-18 b(ametric)303 b(Models)p FF(.)436 b(Springer)302 b(V)-135 b(erlag,)304 b(1998.)2000 28478 y(D.)287 b(Brillinger)-67 b(.)400 b(Remarks)287 b(concerning)g (graphical)f(models)h(for)e(time)i(series)e(and)i(point)g(processes.) 399 b FD(Re)-18 b(vista)286 b(de)3212 29983 y(Econometria)p FF(,)303 b(16:1\22623,)g(1996.)2000 32672 y(P)-135 b(.)303 b(J.)g(Brockwell)h(and)f(R.)h(A.)f(Da)-24 b(vis.)436 b FD(T)-67 b(ime)303 b(Series:)375 b(Theory)303 b(and)g(Methods)p FF(.)436 b(Springer)-24 b(-V)-135 b(erlag,)303 b(1991.)2000 35360 y(J.-F)-97 b(.)448 b(Cardoso.)902 b(Multidimensional)448 b(independent)i(component)f(analysis.)902 b(In)449 b FD(Pr)-55 b(oceedings)448 b(of)h(the)g(IEEE)3212 36866 y(International)303 b(Confer)-45 b(ence)304 b(on)f(Acoustics,)f(Speec) -18 b(h)303 b(and)h(Signal)f(Pr)-55 b(ocessing)p FF(,)302 b(1998.)2000 39554 y(J.-F)-97 b(.)335 b(Cardoso.)541 b(High-order)335 b(contrasts)g(for)g(independent)h(component)h (analysis.)540 b FD(Neur)-18 b(al)336 b(Computation)p FF(,)345 b(11)3212 41060 y(\(1\):157\226192,)303 b(1999.)2000 43748 y(C.)285 b(K.)h(Cho)-30 b(w)285 b(and)g(C.)h(N.)f(Liu.)396 b(Approximating)286 b(discrete)e(probability)h(distrib)-24 b(utions)283 b(with)i(dependence)i(trees.)3212 45254 y FD(IEEE)302 b(T)-67 b(r)-18 b(ansactions)302 b(on)h(Information)f (Theory)p FF(,)h(14:462\226467,)h(1968.)2000 47942 y(A.)242 b(Cichocki,)254 b(S.)242 b(Amari,)254 b(and)241 b(K.)h(Siwek.)303 b(ICALAB)242 b(toolbox)-18 b(es,)254 b(2002.)303 b Fa (http://www.bsp.brain.riken.)3212 49448 y(go.jp/ICALAB)p FF(.)2000 52136 y(P)-135 b(.)378 b(Comon.)674 b(Independent)377 b(component)h(analysis,)395 b(a)378 b(ne)-30 b(w)377 b(concept?)895 b FD(Signal)377 b(Pr)-55 b(ocessing)p FF(,)395 b(36\(3\):287\226314,)3212 53642 y(1994.)2000 56331 y(T)-90 b(.)303 b(H.)g(Cormen,)h(C.)f(E.)g(Leiserson,)f(and)h(R.) g(L.)g(Ri)-30 b(v)-18 b(est.)436 b FD(Intr)-55 b(oduction)303 b(to)g(Algorithms)p FF(.)435 b(MIT)302 b(Press,)g(1989.)2000 59019 y(T)-90 b(.)303 b(M.)g(Co)-18 b(v)g(er)303 b(and)g(J.)g(A.)g (Thomas.)436 b FD(Elements)302 b(of)h(Information)g(Theory)p FF(.)436 b(John)303 b(W)-48 b(ile)-18 b(y)302 b(&)i(Sons,)e(1991.)2000 61708 y(R.)269 b(Dahlhaus.)361 b(Graphical)269 b(interaction)f(models)g (for)g(multi)-30 b(v)g(ariate)268 b(time)g(series.)360 b FD(Metrika)p FF(,)275 b(51:157\226172,)h(2000.)2000 64396 y(A.)389 b(P)-135 b(.)389 b(Da)-18 b(wid)389 b(and)g(S.)g(L.)g (Lauritzen.)710 b(Hyper)389 b(Mark)-12 b(o)-18 b(v)388 b(la)-18 b(ws)389 b(in)g(the)g(statistical)f(analysis)g(of)h (decomposable)3212 65902 y(graphical)303 b(models.)437 b FD(Annals)302 b(of)h(Statistics)p FF(,)f(21\(3\):1272\2261317,)h (1993.)2000 68590 y(N.)281 b(Friedman)g(and)g(M.)g(Goldszmidt.)388 b(Learning)280 b(Bayesian)i(netw)-12 b(orks)280 b(with)h(local)g (structure.)388 b(In)280 b(M.)h(I.)f(Jordan,)3212 70096 y(editor)-48 b(,)303 b FD(Learning)f(in)h(Gr)-18 b(aphical)303 b(Models)p FF(.)g(MIT)f(Press,)f(1998.)24893 73417 y FJ(1231)p eop %%Page: 1232 28 1232 27 bop 21244 -2672 a FJ(B)22 b FM(A)f(C)54 b(H)330 b(A)56 b(N)g(D)330 b FJ(J)56 b FM(O)g(R)e(D)21 b(A)56 b(N)2000 3313 y FF(K.)321 b(Fukumizu,)k(F)-97 b(.)320 b(R.)h(Bach,)326 b(and)321 b(M.)f(I.)g(Jordan.)492 b(Dimensionality)320 b(reduction)h(for)f(supervised)f(learning)i(with)3212 4819 y(reproducing)d(k)-12 b(ernel)319 b(hilbert)f(spaces.)484 b(T)-85 b(echnical)319 b(Report)g(641,)j(Department)d(of)f(Statistics,) j(Uni)-30 b(v)-18 b(ersity)317 b(of)3212 6324 y(California,)303 b(Berk)-12 b(ele)-18 b(y)-79 b(,)304 b(2003.)2000 8899 y(E.)f(J.)f(Hannan.)437 b FD(Multiple)303 b(T)-67 b(ime)304 b(Series)p FF(.)435 b(John)303 b(W)-48 b(ile)-18 b(y)303 b(&)g(Sons,)g(1970.)2000 11473 y(T)-90 b(.)361 b(Hastie)g(and)g(R.)g(T) -42 b(ibshirani.)621 b(Independent)361 b(component)g(analysis)g (through)g(product)f(density)h(estimation.)3212 12978 y(In)303 b FD(Advances)g(in)g(Neur)-18 b(al)303 b(Information)f(Pr)-55 b(ocessing)302 b(Systems)h(15)p FF(,)g(2003.)2000 15553 y(T)-90 b(.)368 b(Hastie,)383 b(R.)368 b(T)-42 b(ibshirani,)383 b(and)368 b(J.)f(Friedman.)643 b FD(The)368 b(Elements)f(of)g (Statistical)h(Learning)p FF(.)642 b(Springer)-24 b(-V)-135 b(erlag,)3212 17058 y(2001.)2000 19633 y(D.)357 b(Heck)-12 b(erman,)372 b(D.)357 b(Geiger)-48 b(,)371 b(and)357 b(D.)h(M.)f(Chick)-12 b(ering.)610 b(Learning)357 b(Bayesian)h(netw)-12 b(orks:)483 b(The)357 b(combination)3212 21138 y(of)303 b(kno)-30 b(wledge)303 b(and)h(statistical)e(data.)437 b FD(Mac)-18 b(hine)303 b(Learning)p FF(,)g(20\(3\):197\226243,)f (1995.)2000 23712 y(A.)452 b(Hyv)5784 23706 y(\250)5717 23712 y(arinen)h(and)f(P)-135 b(.)452 b(Ho)-12 b(yer)-67 b(.)914 b(Emer)-22 b(gence)452 b(of)g(phase)g(and)g(shift)f(in)-48 b(v)-30 b(ariant)451 b(features)h(by)g(decomposition)3212 25218 y(of)398 b(natural)g(images)g(into)g(independent)h(feature)f (subspaces.)740 b FD(Neur)-18 b(al)398 b(Computation)p FF(,)423 b(12\(7\):1705\2261720,)3212 26723 y(2000.)2000 29298 y(A.)439 b(Hyv)5771 29292 y(\250)5704 29298 y(arinen,)473 b(P)-135 b(.O.)439 b(Ho)-12 b(yer)-48 b(,)472 b(and)440 b(M.)e(Inki.)870 b(T)-97 b(opographic)439 b(independent)g(component)h (analysis.)870 b FD(Neur)-18 b(al)3212 30803 y(Computation)p FF(,)304 b(13\(7\):1525\2261558,)f(2001a.)2000 33378 y(A.)399 b(Hyv)5731 33372 y(\250)5664 33378 y(arinen,)423 b(J.)398 b(Karhunen,)423 b(and)399 b(E.)f(Oja.)743 b FD(Independent)399 b(Component)h(Analysis)p FF(.)741 b(John)398 b(W)-48 b(ile)-18 b(y)399 b(&)f(Sons,)3212 34883 y(2001b.)2000 37457 y(R.)403 b(A.)f(Jacobs,)426 b(M.)402 b(I.)g(Jordan,)426 b(S.)402 b(J.)g(No)-30 b(wlan,)427 b(and)402 b(G.)g(E.)g(Hinton.)754 b(Adapti)-30 b(v)-18 b(e)402 b(mixtures)f(of)h(local)h(e)-18 b(xperts.)3212 38963 y FD(Neur)g(al)303 b(Computation)p FF(,)h(3\(1\):79\22687,)f (1991.)2000 41537 y(R.)292 b(Jirousek.)411 b(Solution)292 b(of)f(the)h(mar)-22 b(ginal)292 b(problem)g(and)g(decomposable)g (distrib)-24 b(utions.)410 b FD(K)-48 b(ybernetika)p FF(,)295 b(27\(5\):)3212 43043 y(403\226412,)304 b(1991.)2000 45617 y(M.)c(I.)h(Jordan.)431 b(Graphical)301 b(models.)431 b FD(Statistical)300 b(Science)i(\(Special)f(Issue)e(on)i(Bayesian)g (Statistics\))p FF(,)f(2002.)431 b(In)3212 47122 y(press.)2000 49697 y(S.)303 b(L.)g(Lauritzen.)436 b FD(Gr)-18 b(aphical)303 b(Models)p FF(.)435 b(Clarendon)304 b(Press,)e(1996.)2000 52271 y(H.)330 b(Lodhi,)337 b(J.)330 b(Sha)-18 b(we-T)-97 b(aylor)-48 b(,)336 b(N.)331 b(Cristianini,)336 b(and)331 b(C.)g(W)-97 b(atkins.)523 b(T)-85 b(e)-18 b(xt)330 b(classi\002cation) g(using)g(string)g(k)-12 b(ernels.)3212 53777 y(In)303 b FD(Advances)g(in)g(Neur)-18 b(al)303 b(Information)f(Pr)-55 b(ocessing)302 b(Systems)h(13)p FF(,)g(2001.)2000 56351 y(M.)293 b(R.)h(Luettgen,)i(W)-112 b(.)294 b(C.)g(Karl,)h(and)f(A.)g (S.)f(W)-48 b(illsk)-18 b(y)-79 b(.)416 b(Ef)-30 b(\002cient)292 b(multiscale)i(re)-18 b(gularization)293 b(with)h(applications)3212 57856 y(to)303 b(the)g(computation)h(of)f(optical)g(\003o)-30 b(w)-79 b(.)436 b FD(IEEE)302 b(T)-67 b(r)-18 b(ansactions)302 b(on)h(Ima)-12 b(g)g(e)303 b(Pr)-55 b(ocessing)p FF(,)302 b(3\(1\):41\22664,)h(1994.)2000 60431 y(E.)357 b(G.)g(Miller)g(and)h (J.)e(W)-112 b(.)359 b(Fisher)d(III.)609 b(ICA)358 b(using)f(spacings)f (estimates)h(of)g(entrop)-12 b(y)-79 b(.)610 b(In)357 b FD(Pr)-55 b(oceedings)357 b(of)h(the)3212 61936 y(F)-127 b(ourth)302 b(Symposium)h(on)g(Independent)h(Component)g(Analysis)e (and)h(Blind)g(Sour)-45 b(ce)303 b(Separ)-18 b(ation)p FF(,)303 b(2003.)2000 64510 y(S.)345 b(A.)g(Murph)-6 b(y)345 b(and)g(A.)g(W)-112 b(.)346 b(v)-30 b(an)345 b(der)g(V)-135 b(aart.)571 b(On)346 b(pro\002le)f(lik)-12 b(elihood.)571 b FD(J)-30 b(ournal)344 b(of)h(the)h(American)e (Statistical)3212 66016 y(Association)p FF(,)302 b(95:449\226485,)i (2000.)2000 68590 y(H.)387 b(C.)g(Ombao,)408 b(J.)386 b(A.)g(Raz,)409 b(R.)387 b(L.)f(Stra)-18 b(wderman,)407 b(and)387 b(R.)g(V)-156 b(on)387 b(Sachs.)703 b(A)387 b(simple)f(GCV)h(method)g(of)f(span)3212 70096 y(selection)303 b(for)g(periodogram)f(smoothing.)437 b FD(Biometrika)p FF(,)302 b(88:1186\2261192,)i(2001.)24893 73417 y FJ(1232)p eop %%Page: 1233 29 1233 28 bop 10897 -2672 a FJ(B)56 b FM(E)g(Y)29 b(O)56 b(N)g(D)327 b FJ(I)56 b FM(N)g(D)g(E)g(P)g(E)g(N)g(D)g(E)g(N)g(T)320 b FJ(C)56 b FM(O)g(M)g(P)g(O)g(N)g(E)g(N)g(T)g(S)g FJ(:)389 b(T)56 b FM(R)e(E)i(E)g(S)328 b(A)56 b(N)g(D)330 b FJ(C)56 b FM(L)g(U)g(S)g(T)g(E)g(R)e(S)2000 3313 y FF(J.)303 b(Pearl.)436 b FD(Causality:)375 b(Models,)303 b(Reasoning)f(and)i (Infer)-45 b(ence)p FF(.)436 b(Cambridge)304 b(Uni)-30 b(v)-18 b(ersity)302 b(Press,)g(2000.)2000 5815 y(D.)375 b(T)-90 b(.)375 b(Pham.)667 b(Blind)375 b(separation)g(of)g (instantaneous)g(mixture)f(of)h(sources)f(via)h(an)h(independent)f (component)3212 7321 y(analysis.)436 b FD(IEEE)301 b(T)-67 b(r)-18 b(ansactions)302 b(on)i(Signal)f(Pr)-55 b(ocessing)p FF(,)302 b(44\(11\):225\226229,)h(1995.)2000 9822 y(D.)284 b(T)-90 b(.)284 b(Pham.)396 b(Blind)285 b(separation)e(of)h (instantaneous)g(mixture)g(of)g(sources)f(via)h(the)h(Gaussian)e (mutual)i(informa-)3212 11328 y(tion)303 b(criterion.)436 b FD(Signal)303 b(Pr)-55 b(ocessing)p FF(,)302 b(81:850\226870,)i (2001a.)2000 13830 y(D.)287 b(T)-90 b(.)287 b(Pham.)403 b(Contrast)287 b(functions)f(for)h(blind)g(separation)g(and)g(decon)-48 b(v)-24 b(olution)288 b(of)f(sources.)401 b(In)287 b FD(Pr)-55 b(oceeding)287 b(of)3212 15335 y(the)303 b(ICA)g(2001)g (Confer)-45 b(ence)p FF(,)304 b(2001b.)2000 17837 y(D.)295 b(T)-90 b(.)294 b(Pham.)418 b(Mutual)294 b(information)g(approach)g(to) h(blind)f(separation)g(of)g(stationary)g(sources.)417 b FD(IEEE)293 b(T)-67 b(r)-18 b(ansac-)3212 19342 y(tions)303 b(on)g(Information)f(Theory)p FF(,)h(48\(7\):1935\2261946,)g(2002.)2000 21844 y(D.)385 b(T)-90 b(.)385 b(Pham.)699 b(F)-18 b(ast)385 b(algorithm)g(for)f(estimating)h(mutual)g(information,)405 b(entropies)385 b(and)g(score)g(functions.)698 b(In)3212 23349 y FD(Pr)-55 b(oceedings)448 b(of)h(the)f(F)-127 b(ourth)447 b(Symposium)i(on)f(Independent)h(Component)g(Analysis)e (and)i(Blind)f(Sour)-45 b(ce)3212 24855 y(Separ)-18 b(ation)p FF(,)303 b(2003.)2000 27357 y(J.)g(Rissanen.)436 b(Modeling)303 b(by)g(Shortest)f(Data)i(Description.)436 b FD(A)-24 b(utomatica)p FF(,)303 b(14:465\226471,)g(1978.)2000 29858 y(B.)h(Sch)5334 29852 y(\250)5233 29858 y(olk)-12 b(opf)302 b(and)i(A.)f(J.)g(Smola.)436 b FD(Learning)303 b(with)g(K)-42 b(ernels)p FF(.)436 b(MIT)302 b(Press,)g(2001.)2000 32360 y(B.)i(W)-112 b(.)303 b(Silv)-18 b(erman.)436 b FD(Density)303 b(Estimation)g(for)f(Statistics)g(and)i(Data)f(Analysis) p FF(.)435 b(Chapman)304 b(and)f(Hall,)h(1985.)2000 34862 y(M.)291 b(W)-97 b(elling)292 b(and)f(M.)g(W)-97 b(eber)-67 b(.)412 b(A)291 b(constrained)g(EM)g(algorithm)g(for)f(independent)i (component)g(analysis.)411 b FD(Neu-)3212 36367 y(r)-18 b(al)302 b(Computation)p FF(,)i(13\(3\):677\226689,)f(2001.)2000 38869 y(A.)356 b(S.)g(W)-48 b(illsk)-18 b(y)-79 b(.)604 b(Multiresolution)355 b(statistical)g(models)g(for)g(signal)h(and)g (image)g(processing.)604 b FD(Pr)-55 b(oceedings)356 b(of)3212 40374 y(the)303 b(IEEE)p FF(,)f(90\(8\):1396\2261458,)h (2002.)2000 42876 y(A.)238 b(Ziehe)g(and)h(K.-R.)f(M)12513 42870 y(\250)12412 42876 y(uller)-67 b(.)296 b(TDSEP\227an)237 b(ef)-30 b(\002cient)238 b(algorithm)g(for)g(blind)g(separation)g (using)g(time)g(structure.)3212 44382 y(In)303 b FD(Pr)-55 b(oceedings)303 b(of)g(the)g(International)f(Confer)-45 b(ence)304 b(on)g(Arti\002cial)e(Neur)-18 b(al)303 b(Networks)p FF(,)g(1998.)24893 73417 y FJ(1233)p eop %%Trailer end userdict /end-hook known{end-hook}if %%EOF