Blind Source Separation over Space: an eigenanalysis approach

Zhang, Bo, Hao, Sixing and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2023) Blind Source Separation over Space: an eigenanalysis approach. Statistica Sinica. ISSN 1017-0405 (In Press)

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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.

Item Type:	Article
Additional Information:	© 2023 Academia Sinica
Divisions:	Statistics
Subjects:	H Social Sciences > HA Statistics
Date Deposited:	18 Dec 2023 11:09
Last Modified:	18 Dec 2023 11:27
URI:	http://eprints.lse.ac.uk/id/eprint/121093

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