Abstract
In this short paper, we consider linear blind source separation for stochastic processes that have conditional dependency structures. We present a conditional version of a linear blind source separation model. The conditional dependency structure is imposed to the model via discrete time martingales. We present some theoretical foundations for solving the corresponding conditional blind source separation problem and provide discussion regarding our future work on the topic.
| Original language | English |
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| Title of host publication | 21st European Young Statisticians Meeting, 29 July - 2 August 2019, Belgrade, Serbia : Proceedings |
| Editors | Bojana Milosevic, Marko Obradovic |
| Publisher | Faculty of Mathematics |
| Pages | 46-50 |
| Number of pages | 5 |
| ISBN (Print) | 978-86-7589-137-6 |
| Publication status | Published - 1 Sept 2019 |
| MoE publication type | A4 Conference publication |
| Event | European Young Statisticians Meeting - Belgrade, Serbia Duration: 29 Jul 2019 → 2 Aug 2019 Conference number: 21 |
Conference
| Conference | European Young Statisticians Meeting |
|---|---|
| Country/Territory | Serbia |
| City | Belgrade |
| Period | 29/07/2019 → 02/08/2019 |