Blind Source Separation over Space
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Publication:89834
DOI10.48550/ARXIV.2201.02023arXiv2201.02023MaRDI QIDQ89834FDOQ89834
Authors: Bo Zhang, Sixing Hao, Qiwei Yao 
Publication date: 6 January 2022
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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