LDA, PCA and ICA

Vishwanath Mantha
Institute for Signal and Information Processing
Mississippi State University, Mississippi State, MS 39762
email: mantha@isip.msstate.edu

ABSTRACT

Multivariate data occur in almost all branches of science. Whenever more than one attribute is measured for each experimental unit, the data is termed as "multivariate". The statistical methods used to analyze such data are called multivariate statistical techniques. These are very useful for researchers who strive to make sense of large, complicated and complex data sets.One fundamental distinction between multivariate methods is that some are classified as "variable directed techniques" while others are classified as "individual directed techniques". The former are primarily concerned with relationships that might exist among the response variables being measured while the latter are primarily concerned with relationships that might exist among the experimental units and/or individuals being measured.

During the course of this talk, we will explore and analyze some common multivariate techniques used in the field of speech recognition. Principal Components Analysis (PCA) is an example of a "variable directed technique" that is very useful for analyzing speech data. Linear Discriminant Analysis (LDA) is an example of a "individual directed technique" that is also very useful. We will construct small real life examples and apply these techniques and compare the results. We will also talk about the applications of these methods for classification purposes. Independent Components Analysis (ICA) is a relatively new multivariate technique that is gaining importance in the speech research community. We shall also try to analyze this approach and compare it with the traditional techniques like LDA and PCA.

Additional items of interest: