Blind Source Separation over Space
Methodology
2022-08-29 v3
Abstract
We propose a new estimation method for the blind source separation model of Bachoc et al. (2020). The new estimation is based on an eigenanalysis of a positive definite matrix defined in terms of multiple normalized spatial local covariance matrices, and, therefore, can handle moderately high-dimensional random fields. The consistency of the estimated mixing matrix is established with explicit error rates even when the eigen-gap decays to zero slowly. The proposed method is illustrated via both simulation and a real data example.
Cite
@article{arxiv.2201.02023,
title = {Blind Source Separation over Space},
author = {Bo Zhang and Sixing Hao and Qiwei Yao},
journal= {arXiv preprint arXiv:2201.02023},
year = {2022}
}