相关论文: Blind source separation of tensor-valued time seri…

Tensor decomposition methods are popular tools for learning latent variables given only lower-order moments of the data. However, the standard assumption is that we have sufficient data to estimate these moments to high accuracy. In this…

We assume a second-order source separation model where the observed multivariate time series is a linear mixture of latent, temporally uncorrelated time series with some components pure white noise. To avoid the modelling of noise, we…

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…

Blind single-channel source separation is a long standing signal processing challenge. Many methods were proposed to solve this task utilizing multiple signal priors such as low rank, sparsity, temporal continuity etc. The recent advance of…

The Dynamic Mode Decomposition (DMD) extracted dynamic modes are the non-orthogonal eigenvectors of the matrix that best approximates the one-step temporal evolution of the multivariate samples. In the context of dynamical system analysis,…

Consider a time series of signal measurements $x(t)$, having components $x_k \mbox{ for } k = 1,2, \ldots ,N$. This paper shows how to determine if these signals are equal to linear or nonlinear mixtures of the state variables of two or…

We present a novel blind source separation (BSS) method, called information geometric blind source separation (IGBSS). Our formulation is based on the log-linear model equipped with a hierarchically structured sample space, which has…

Real-world spatio-temporal data is often incomplete or inaccurate due to various data loading delays. For example, a location-disease-time tensor of case counts can have multiple delayed updates of recent temporal slices for some locations…

Blind source separation (BSS) refers to the process of recovering multiple source signals from observations recorded by an array of sensors. Common approaches to BSS, including independent vector analysis (IVA), and independent low-rank…

Blind Source Separation is a widely used technique to analyze multichannel data. In many real-world applications, its results can be significantly hampered by the presence of unknown outliers. In this paper, a novel algorithm coined rGMCA…

In this paper, we show that slow feature analysis (SFA), a common time series decomposition method, naturally fits into the flow-based models (FBM) framework, a type of invertible neural latent variable models. Building upon recent advances…

Unsupervised blind source separation methods do not require a training phase and thus cannot suffer from a train-test mismatch, which is a common concern in neural network based source separation. The unsupervised techniques can be…

We investigate the information processing of a linear mixture of independent sources of different magnitudes. In particular we consider the case where a number $m$ of the sources can be considered as ``strong'' as compared to the other…

Blind source separation (BSS) aims at recovering signals from mixtures. This problem has been extensively studied in cases where the mixtures are contaminated with additive Gaussian noise. However, it is not well suited to describe data…

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…

Generating multivariate time series is a promising approach for sharing sensitive data in many medical, financial, and IoT applications. A common type of multivariate time series originates from a single source such as the biometric…

Multivariate time series are ubiquitous objects in signal processing. Measuring a distance or similarity between two such objects is of prime interest in a variety of applications, including machine learning, but can be very difficult as…

The increasing use of multiple sensors, which produce a large amount of multi-dimensional data, requires efficient representation and classification methods. In this paper, we present a new method for multi-dimensional data classification…

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…

This paper proposes a determined blind source separation method using Bayesian non-parametric modelling of sources. Conventionally source signals are separated from a given set of mixture signals by modelling them using non-negative matrix…