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 ...
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 ...
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...
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...
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...
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...
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 ...
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...
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...