English
Related papers

Related papers: Blind source separation for non-stationary random …

200 papers

Multivariate measurements taken at different spatial locations occur frequently in practice. Proper analysis of such data needs to consider not only dependencies on-sight but also dependencies in and in-between variables as a function of…

Methodology · Statistics 2024-04-12 Christoph Muehlmann , Peter Filzmoser , Klaus Nordhausen

Stationary subspace analysis (SSA) is a blind source separation framework that decomposes linearly mixed multivariate data into stationary and nonstationary components. We extend SSA to spatially indexed data by introducing spatial…

Methodology · Statistics 2026-05-20 Perttu Saarela , Klaus Nordhausen , Jaakko Pere , Anne M. Ruiz

Analysis of spatial multivariate data, i.e., measurements at irregularly-spaced locations, is a challenging topic in visualization and statistics alike. Such data are integral to many domains, e.g., indicators of valuable minerals are…

Human-Computer Interaction · Computer Science 2023-08-15 Nikolaus Piccolotto , Markus Bögl , Christoph Muehlmann , Klaus Nordhausen , Peter Filzmoser , Silvia Miksch

Blind source separation (BSS) techniques aims at joint estimation of source signals and a mixing matrix from observations of mixtures. This paper addresses a doubly nonstationary BSS problem, where the mixing matrix is time dependent and…

Signal Processing · Electrical Eng. & Systems 2019-06-25 Adrien Meynard

In spatial blind source separation the observed multivariate random fields are assumed to be mixtures of latent spatially dependent random fields. The objective is to recover latent random fields by estimating the unmixing transformation.…

Methodology · Statistics 2024-04-12 Mika Sipilä , Klaus Nordhausen , Sara Taskinen

Modern science and industry rely on computational models for simulation, prediction, and data analysis. Spatial blind source separation (SBSS) is a model used to analyze spatial data. Designed explicitly for spatial data analysis, it is…

Human-Computer Interaction · Computer Science 2024-04-12 Nikolaus Piccolotto , Markus Bögl , Christoph Muehlmann , Klaus Nordhausen , Peter Filzmoser , Johanna Schmidt , Silvia Miksch

We address a nonstationary blind source separation (BSS) problem. The model includes both nonstationary sources and mixing. Therefore, we introduce an algorithm for joint BSS and estimation of stationarity-breaking deformations and spectra.…

Signal Processing · Electrical Eng. & Systems 2018-12-05 Adrien Meynard

Given a time series of multicomponent measurements of an evolving stimulus, nonlinear blind source separation (BSS) seeks to find a "source" time series, comprised of statistically independent combinations of the measured components. In…

Machine Learning · Computer Science 2009-11-11 David N. Levin

Recently a blind source separation model was suggested for spatial data together with an estimator based on the simultaneous diagonalisation of two scatter matrices. The asymptotic properties of this estimator are derived here and a new…

Statistics Theory · Mathematics 2020-09-01 François Bachoc , Marc G. Genton , Klaus Nordhausen , Anne Ruiz-Gazen , Joni Virta

Given a time series of multicomponent measurements x(t), the usual objective of nonlinear blind source separation (BSS) is to find a "source" time series s(t), comprised of statistically independent combinations of the measured components.…

Artificial Intelligence · Computer Science 2015-05-13 David N. Levin

Multivariate measurements taken at irregularly sampled locations are a common form of data, for example in geochemical analysis of soil. In practical considerations predictions of these measurements at unobserved locations are of great…

Signal Processing · Electrical Eng. & Systems 2024-04-12 Christoph Muehlmann , Klaus Nordhausen , Mengxi Yi

Blind source separation (BSS) is a signal processing tool, which is widely used in various fields. Examples include biomedical signal separation, brain imaging and economic time series applications. In BSS, one assumes that the observed $p$…

Statistics Theory · Mathematics 2017-09-04 Jari Miettinen , Katrin Illner , Klaus Nordhausen , Hannu Oja , Sara Taskinen , Fabian J. Theis

Blind source separation (BSS) algorithms are unsupervised methods, which are the cornerstone of hyperspectral data analysis by allowing for physically meaningful data decompositions. BSS problems being ill-posed, the resolution requires…

Signal Processing · Electrical Eng. & Systems 2022-09-28 Rémi Carloni Gertosio , Jérôme Bobin , Fabio Acero

Blind source separation (BSS) aims to recover an unobserved signal $S$ from its mixture $X=f(S)$ under the condition that the effecting transformation $f$ is invertible but unknown. As this is a basic problem with many practical…

Statistics Theory · Mathematics 2023-03-20 Alexander Schell

Modelling multivariate spatio-temporal data with complex dependency structures is a challenging task but can be simplified by assuming that the original variables are generated from independent latent components. If these components are…

Methodology · Statistics 2024-11-04 Mika Sipilä , Claudia Cappello , Sandra De Iaco , Klaus Nordhausen , Sara Taskinen

This work studies the problem of simultaneously separating and reconstructing signals from compressively sensed linear mixtures. We assume that all source signals share a common sparse representation basis. The approach combines classical…

Information Theory · Computer Science 2015-05-30 Martin Kleinsteuber , Hao Shen

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…

Methodology · Statistics 2022-08-29 Bo Zhang , Sixing Hao , Qiwei Yao

We assume a spatial blind source separation model in which the observed multivariate spatial data is a linear mixture of latent spatially uncorrelated Gaussian random fields containing a number of pure white noise components. We propose a…

Statistics Theory · Mathematics 2024-04-12 Christoph Muehlmann , François Bachoc , Klaus Nordhausen , Mengxi Yi

Non-stationary source separation is a well-established branch of blind source separation with many different methods. However, for none of these methods large-sample results are available. To bridge this gap, we develop large-sample theory…

Statistics Theory · Mathematics 2024-09-10 François Bachoc , Christoph Muehlmann , Klaus Nordhausen , Joni Virta

Consider a time series of measurements of the state of an evolving system, x(t), where x has two or more components. This paper shows how to perform nonlinear blind source separation; i.e., how to determine if these signals are equal to…

Methodology · Statistics 2017-03-07 David N. Levin
‹ Prev 1 2 3 10 Next ›