Abstract
We consider a second order source separation model where a set of latent signals is internally mixed with several channels of noise and the goal is to estimate the number of signals. For the purpose we extend the ladle estimator which has been so far considered only for iid methods such as PCA, CCA or FOBI. Using time series bootstrapping methods ladle estima-tors based on AMUSE and SOBI are presented and a simulation study demonstrates that especially SOBI works well if the time series are sufficiently long.
Original language | English |
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Title of host publication | 2018 IEEE Statistical Signal Processing Workshop, SSP 2018 |
Publisher | IEEE |
Pages | 428-432 |
Number of pages | 5 |
ISBN (Print) | 9781538615706 |
DOIs | |
Publication status | Published - 29 Aug 2018 |
MoE publication type | A4 Conference publication |
Event | IEEE Statistical Signal Processing Workshop - Freiburg im Breisgau, Germany Duration: 10 Jun 2018 → 13 Jun 2018 Conference number: 20 |
Workshop
Workshop | IEEE Statistical Signal Processing Workshop |
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Abbreviated title | SSP |
Country/Territory | Germany |
City | Freiburg im Breisgau |
Period | 10/06/2018 → 13/06/2018 |
Keywords
- AMUSE
- bootstrap
- order determination
- SOBI