Spatial blind source separation

• 成果类型: Article
• 署名作者: Bachoc, Francois; Genton, Marc G.; Nordhausen, Klaus; Ruiz-Gazen, Anne; Virta, Joni
• 署名单位: Universite de Toulouse; Universite Toulouse III - Paul Sabatier; King Abdullah University of Science & Technology; Technische Universitat Wien; Universite de Toulouse; Universite Toulouse 1 Capitole; Toulouse School of Economics; University of Turku
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asz079
• 发表日期: 2020
• 页码: 627646
• 关键词: valued variogram models; simultaneous diagonalization; tools

摘要

Recently a blind source separation modelwas 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.