Robust second-order stationary spatial blind source separation using generalized sign matrices
Abstract
Consider a spatial blind source separation model in which the observed multivariate spatial data are assumed to be a linear mixture of latent stationary spatially uncorrelated random fields. The objective is to recover an unknown mixing procedure as well as the latent random fields. Recently, spatial blind source separation methods that are based on the simultaneous diagonalization of two or more scatter matrices were proposed. In cases involving uncontaminated data, such methods can solve the blind source separation problem, however, in the presence of outlying observations, these methods perform poorly. We propose a robust blind source separation method that employs robust global and local covariance matrices based on generalized spatial signs in simultaneous diagonalization. Simulation studies are employed to illustrate the robustness and efficiency of the proposed methods in various scenarios.
Main Authors
Format
Articles
Research article
Published
2024
Series
Subjects
Publication in research information system
Publisher
Elsevier
The permanent address of the publication
https://urn.fi/URN:NBN:fi:jyu-202312208419Use this for linking
Review status
Peer reviewed
ISSN
2211-6753
DOI
https://doi.org/10.1016/j.spasta.2023.100803
Language
English
Published in
Spatial Statistics
Citation
- Sipilä, M., Muehlmann, C., Nordhausen, K., & Taskinen, S. (2024). Robust second-order stationary spatial blind source separation using generalized sign matrices. Spatial Statistics, 59, Article 100803. https://doi.org/10.1016/j.spasta.2023.100803
Additional information about funding
The work of CM and KN was supported by the Austrian Science Fund P31881-N32. The work of KN and ST was supported by the COST Action HiTEc (CA21163). The work of MS was supported by the Vilho, Yrjö and Kalle Väisälä Fund, Finland.
Copyright© 2023 The Author(s). Published by Elsevier B.V.