On blind source separation under martingales: A probability theoretic perspective

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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 languageEnglish
Title of host publication21st European Young Statisticians Meeting, 29 July - 2 August 2019, Belgrade, Serbia : Proceedings
EditorsBojana Milosevic, Marko Obradovic
Pages46-50
Number of pages5
Publication statusPublished - 1 Sep 2019
MoE publication typeA4 Article in a conference publication
EventEuropean Young Statisticians Meeting - Belgrade, Serbia
Duration: 29 Jul 20192 Aug 2019
Conference number: 21

Conference

ConferenceEuropean Young Statisticians Meeting
CountrySerbia
CityBelgrade
Period29/07/201902/08/2019

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