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arXiv · 2201.02023

Blind Source Separation over Space

Bo Zhang·Sixing Hao·Qiwei Yao
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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.

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Bo Zhang, Sixing Hao, Qiwei Yao. 2022-08-26. Blind Source Separation over Space. https://arxiv.org/abs/2201.02023

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