On blind source separation under martingales: A probability theoretic perspective

Niko Lietzén

On blind source separation under martingales: A probability theoretic perspective

Niko Lietzén

Matematiikan ja systeemianalyysin laitos

Tutkimustuotos: Artikkeli kirjassa/konferenssijulkaisussa › Conference contribution › Scientific › vertaisarvioitu

21 Lataukset (Pure)

Abstrakti

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.

Alkuperäiskieli	Englanti
Otsikko	21st European Young Statisticians Meeting, 29 July - 2 August 2019, Belgrade, Serbia : Proceedings
Toimittajat	Bojana Milosevic, Marko Obradovic
Kustantaja	Faculty of Mathematics
Sivut	46-50
Sivumäärä	5
ISBN (painettu)	978-86-7589-137-6
Tila	Julkaistu - 1 syysk. 2019
OKM-julkaisutyyppi	A4 Artikkeli konferenssijulkaisussa
Tapahtuma	European Young Statisticians Meeting - Belgrade, Serbia Kesto: 29 heinäk. 2019 → 2 elok. 2019 Konferenssinumero: 21

Conference

Conference	European Young Statisticians Meeting
Maa/Alue	Serbia
Kaupunki	Belgrade
Ajanjakso	29/07/2019 → 02/08/2019

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SCI_Niko_Lietzen_On_Blind_Source.eysm2019paperrevisedAccepted author manuscript, 332 KB

http://www.eysm2019.matf.bg.ac.rs/files/EYSM2019Proc.pdf#page=56Lisenssi: Määrittelemätön

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@inproceedings{7b378147f8884f03b577d37817594dec,

title = "On blind source separation under martingales: A probability theoretic perspective",

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.",

author = "Niko Lietz{\'e}n",

year = "2019",

month = sep,

day = "1",

language = "English",

isbn = "978-86-7589-137-6",

pages = "46--50",

editor = "Bojana Milosevic and Marko Obradovic",

booktitle = "21st European Young Statisticians Meeting, 29 July - 2 August 2019, Belgrade, Serbia : Proceedings",

publisher = "Faculty of Mathematics",

address = "Serbia",

note = "European Young Statisticians Meeting ; Conference date: 29-07-2019 Through 02-08-2019",

}

Lietzén, N 2019, On blind source separation under martingales: A probability theoretic perspective. julkaisussa B Milosevic & M Obradovic (toim), 21st European Young Statisticians Meeting, 29 July - 2 August 2019, Belgrade, Serbia : Proceedings. Faculty of Mathematics, Sivut 46-50, European Young Statisticians Meeting, Belgrade, Serbia, 29/07/2019. <http://www.eysm2019.matf.bg.ac.rs/files/EYSM2019Proc.pdf#page=56>

On blind source separation under martingales: A probability theoretic perspective. / Lietzén, Niko.
21st European Young Statisticians Meeting, 29 July - 2 August 2019, Belgrade, Serbia : Proceedings. toim. / Bojana Milosevic; Marko Obradovic. Faculty of Mathematics, 2019. s. 46-50.

Tutkimustuotos: Artikkeli kirjassa/konferenssijulkaisussa › Conference contribution › Scientific › vertaisarvioitu

TY - GEN

T1 - On blind source separation under martingales

T2 - European Young Statisticians Meeting

AU - Lietzén, Niko

N1 - Conference code: 21

PY - 2019/9/1

Y1 - 2019/9/1

N2 - 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.

AB - 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.

M3 - Conference contribution

SN - 978-86-7589-137-6

SP - 46

EP - 50

BT - 21st European Young Statisticians Meeting, 29 July - 2 August 2019, Belgrade, Serbia : Proceedings

A2 - Milosevic, Bojana

A2 - Obradovic, Marko

PB - Faculty of Mathematics

Y2 - 29 July 2019 through 2 August 2019

ER -

On blind source separation under martingales: A probability theoretic perspective

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