惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

V
V2EX
博客园 - 叶小钗
Last Week in AI
Last Week in AI
Google DeepMind News
Google DeepMind News
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
Microsoft Security Blog
Microsoft Security Blog
腾讯CDC
P
Proofpoint News Feed
大猫的无限游戏
大猫的无限游戏
The Cloudflare Blog
aimingoo的专栏
aimingoo的专栏
月光博客
月光博客
量子位
A
About on SuperTechFans
Engineering at Meta
Engineering at Meta
Apple Machine Learning Research
Apple Machine Learning Research
Jina AI
Jina AI
博客园 - Franky
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
人人都是产品经理
人人都是产品经理
D
DataBreaches.Net
博客园_首页
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
Stack Overflow Blog
Stack Overflow Blog

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Separation of uncorrelated stationary time series using a...
Jari Miettinen, Katrin Illner, Klaus Nordhausen, Hannu Oja, Sara · 2014-05-14 · via math.ST updates on arXiv.org

Blind source separation (BSS) is a signal processing tool, which is widely used in various fields. Examples include biomedical signal separation, brain imaging and economic time series applications. In BSS, one assumes that the observed $p$ time series are linear combinations of $p$ latent uncorrelated weakly stationary time series. The aim is then to find an estimate for an unmixing matrix, which transforms the observed time series back to uncorrelated latent time series. In SOBI (Second Order Blind Identification) joint diagonalization of the covariance matrix and autocovariance matrices with several lags is used to estimate the unmixing matrix. The rows of an unmixing matrix can be derived either one by one (deflation-based approach) or simultaneously (symmetric approach). The latter of these approaches is well-known especially in signal processing literature, however, the rigorous analysis of its statistical properties has been missing so far. In this paper, we fill this gap and investigate the statistical properties of the symmetric SOBI estimate in detail and find its limiting distribution under general conditions. The asymptotical efficiencies of symmetric SOBI estimate are compared to those of recently introduced deflation-based SOBI estimate under general multivariate MA$(\infty)$ processes. The theory is illustrated by some finite-sample simulation studies as well as a real EEG data example.