On blind source separation under martingales: A probability theoretic perspective

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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 languageEnglish
Title of host publication21st European Young Statisticians Meeting, 29 July - 2 August 2019, Belgrade, Serbia : Proceedings
EditorsBojana Milosevic, Marko Obradovic
PublisherFaculty of Mathematics
Number of pages5
ISBN (Print)978-86-7589-137-6
Publication statusPublished - 1 Sept 2019
MoE publication typeA4 Conference publication
EventEuropean Young Statisticians Meeting - Belgrade, Serbia
Duration: 29 Jul 20192 Aug 2019
Conference number: 21


ConferenceEuropean Young Statisticians Meeting


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