A fast Multilinear ICA algorithm

We extend our previous work on Multilinear Independent Component Analysis (MICA) by introducing a Fast-MICA algorithm that demonstrates the same improvement over classical ICA as the original MICA algorithm [1] while improving the computational speed by two polynomial orders of magnitude. Apart for enabling a faster determination of the multilinear structure of image patch probability density, this new approach opens up, for the first time, the possibility of computing a novel non-stationarity index based on the relative change in mutual information. We demonstrate the performance of our Fast-MICA algorithm together with an illustration of our novel non-stationarity index.