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Spatial blind source separation

Author

Listed:
  • François Bachoc
  • Marc G Genton
  • Klaus Nordhausen
  • Anne Ruiz-Gazen
  • Joni Virta

Abstract

SummaryRecently a blind source separation model was suggested for spatial data, along with an estimator based on the simultaneous diagonalization of two scatter matrices. The asymptotic properties of this estimator are derived here, and a new estimator based on the joint diagonalization 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 application of the method.

Suggested Citation

  • François Bachoc & Marc G Genton & Klaus Nordhausen & Anne Ruiz-Gazen & Joni Virta, 2020. "Spatial blind source separation," Biometrika, Biometrika Trust, vol. 107(3), pages 627-646.
    • Handle: RePEc:oup:biomet:v:107:y:2020:i:3:p:627-646.
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    File URL: http://hdl.handle.net/10.1093/biomet/asz079
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    Cited by:

    1. Nordhausen, Klaus & Ruiz-Gazen, Anne, 2022. "On the usage of joint diagonalization in multivariate statistics," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    2. Zhang, Bo & Hao, Sixing & Yao, Qiwei, 2023. "Blind Source Separation over Space: an eigenanalysis approach," LSE Research Online Documents on Economics 121093, London School of Economics and Political Science, LSE Library.

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