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IDEAL
2000
Springer
13 years 8 months ago
Applying Independent Component Analysis to Factor Model in Finance
Factor model is a very useful and popular model in finance. In this paper, we show the relation between factor model and blind source separation, and we propose to use Independent ...
Siu-Ming Cha, Lai-Wan Chan
ICA
2007
Springer
13 years 9 months ago
'Shadow BSS' for Blind Source Separation in Rapidly Time-Varying Acoustic Scenes
This paper addresses the tracking capability of blind source separation algorithms for rapidly time-varying sensor or source positions. Based on a known algorithm for blind source ...
S. Wehr, Anthony Lombard, Herbert Buchner, Walter ...
ICA
2004
Springer
13 years 10 months ago
Wavelet De-noising for Blind Source Separation in Noisy Mixtures
Blind source separation, which supposes that the sources are independent, is a well known domain in signal processing. However, in a noisy environment the estimation of the criteri...
Bertrand Rivet, Vincent Vigneron, Anisoara Parasch...
ICA
2004
Springer
13 years 10 months ago
Source Separation on Astrophysical Data Sets from the WMAP Satellite
This paper presents and discusses the application of blind source separation to astrophysical data obtained with the WMAP satellite.
Guillaume Patanchon, Jacques Delabrouille, Jean-Fr...
ICA
2004
Springer
13 years 10 months ago
Soft-LOST: EM on a Mixture of Oriented Lines
Robust clustering of data into overlapping linear subspaces is a common problem. Here we consider one-dimensional subspaces that cross the origin. This problem arises in blind sour...
Paul D. O'Grady, Barak A. Pearlmutter
ICA
2004
Springer
13 years 10 months ago
Second-Order Blind Source Separation Based on Multi-dimensional Autocovariances
SOBI is a blind source separation algorithm based on time decorrelation. It uses multiple time autocovariance matrices, and performs joint diagonalization thus being more robust th...
Fabian J. Theis, Anke Meyer-Bäse, Elmar Wolfg...
ICA
2004
Springer
13 years 10 months ago
Frequency Domain Blind Source Separation for Many Speech Signals
This paper presents a method for solving the permutation problem of frequency domain blind source separation (BSS) when the number of source signals is large, and the potential sou...
Ryo Mukai, Hiroshi Sawada, Shoko Araki, Shoji Maki...
ICA
2004
Springer
13 years 10 months ago
An Iterative Blind Source Separation Method for Convolutive Mixtures of Images
The paper deals with blind source separation of images. The model which is adopted here is a convolutive multi-dimensional one. Recent results about polynomial matrices in several ...
Marc Castella, Jean-Christophe Pesquet
ICA
2004
Springer
13 years 10 months ago
Blind Signal Separation of Convolutive Mixtures: A Time-Domain Joint-Diagonalization Approach
We address the blind source separation (BSS) problem for the convolutive mixing case. Second-order statistical methods are employed assuming the source signals are non-stationary a...
Marcel Joho
ICA
2004
Springer
13 years 10 months ago
Blind Source Separation Using the Block-Coordinate Relative Newton Method
Presented here is a generalization of the modified relative Newton method, recently proposed in [1] for quasi-maximum likelihood blind source separation. Special structure of the ...
Alexander M. Bronstein, Michael M. Bronstein, Mich...