Spatial blind source separation

Francois Bachoc; Marc G. Genton; Klaus Nordhausen; Anne Ruiz-Gazen; Joni Virta

Spatial blind source separation

Francois Bachoc, Marc G. Genton, Klaus Nordhausen, Anne Ruiz-Gazen, Joni Virta

Research output: Contribution to journal › Article › peer-review

Abstract

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 estimator, based on the joint diagonalisation of more than two scatter matrices, is proposed. The asymptotic properties and merits of the novel estimator are verified in simulation studies. A real data example illustrates the method.

Original language	English (US)
Journal	Biometrika
State	Published - 2020

Bibliographical note

KAUST Repository Item: Exported on 2020-10-01
Acknowledgements: The work of Nordhausen, Ruiz-Gazen and Virta was partly supported by the CRoNoS Cost action. The work of Nordhausen was also partly supported by the Austrian Science Fund. RuizGazen acknowledges funding from the French National Research Agency (ANR) under the Investments for the Future (Investissements d’Avenir) program. The authors are very grateful for the comments by the referees which helped considerably to improve the manuscript.

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https://repository.kaust.edu.sa/bitstream/10754/661052/1/SBSS_rev_final%20%281%29.pdf

Cite this

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title = "Spatial blind source separation",

abstract = "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 estimator, based on the joint diagonalisation of more than two scatter matrices, is proposed. The asymptotic properties and merits of the novel estimator are verified in simulation studies. A real data example illustrates the method.",

author = "Francois Bachoc and Genton, {Marc G.} and Klaus Nordhausen and Anne Ruiz-Gazen and Joni Virta",

note = "KAUST Repository Item: Exported on 2020-10-01 Acknowledgements: The work of Nordhausen, Ruiz-Gazen and Virta was partly supported by the CRoNoS Cost action. The work of Nordhausen was also partly supported by the Austrian Science Fund. RuizGazen acknowledges funding from the French National Research Agency (ANR) under the Investments for the Future (Investissements d{\textquoteright}Avenir) program. The authors are very grateful for the comments by the referees which helped considerably to improve the manuscript.",

year = "2020",

language = "English (US)",

journal = "Biometrika",

}

TY - JOUR

T1 - Spatial blind source separation

AU - Bachoc, Francois

AU - Genton, Marc G.

AU - Nordhausen, Klaus

AU - Ruiz-Gazen, Anne

AU - Virta, Joni

N1 - KAUST Repository Item: Exported on 2020-10-01 Acknowledgements: The work of Nordhausen, Ruiz-Gazen and Virta was partly supported by the CRoNoS Cost action. The work of Nordhausen was also partly supported by the Austrian Science Fund. RuizGazen acknowledges funding from the French National Research Agency (ANR) under the Investments for the Future (Investissements d’Avenir) program. The authors are very grateful for the comments by the referees which helped considerably to improve the manuscript.

PY - 2020

Y1 - 2020

N2 - 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 estimator, based on the joint diagonalisation of more than two scatter matrices, is proposed. The asymptotic properties and merits of the novel estimator are verified in simulation studies. A real data example illustrates the method.

AB - 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 estimator, based on the joint diagonalisation of more than two scatter matrices, is proposed. The asymptotic properties and merits of the novel estimator are verified in simulation studies. A real data example illustrates the method.

UR - http://hdl.handle.net/10754/661052

M3 - Article

JO - Biometrika

JF - Biometrika

ER -

Spatial blind source separation

Abstract

Bibliographical note

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