Spatial blind source separation

François Bachoc, Marc G. Genton, Klaus Nordhausen, Anne Ruiz-Gazen, Joni Virta

Research output: Contribution to journalArticleScientificpeer-review

3 Citations (Scopus)

Abstract

Recently a blind source separation model was suggested for spatial data, along with an estimator based on the simultaneous diagonalization of two scatter matrices. The asymptotic properties of this estimator are derived here, and a new estimator based on the joint diagonalization of more than two scatter matrices is proposed. The asymptotic properties and merits of the novel estimator are verified in simulation studies. A real-data example illustrates application of the method.

Original languageEnglish
Pages (from-to)627-646
Number of pages20
JournalBiometrika
Volume107
Issue number3
DOIs
Publication statusPublished - 1 Sep 2020
MoE publication typeA1 Journal article-refereed

Keywords

  • Joint diagonalization
  • Limiting distribution
  • Multivariate random field
  • Spatial scatter matrix

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