Using state space differential geometry for nonlinear blind source separation

We propose a new estimation method for the blind source separation model of Bachoc et al. (2020). The new estimation is based on an eigenanalysis of a positive definite matrix defined in terms of multiple normalized spatial local covariance matrices, and, therefore, can handle moderately high-dimensional random fields. The consistency of the estimated mixing matrix is established with explicit error rates even when the eigen-gap decays to zero slowly. The proposed method is i...

In spatial blind source separation the observed multivariate random fields are assumed to be mixtures of latent spatially dependent random fields. The objective is to recover latent random fields by estimating the unmixing transformation. Currently, the algorithms for spatial blind source separation can only estimate linear unmixing transformations. Nonlinear blind source separation methods for spatial data are scarce. In this paper we extend an identifiable variational autoe...

In many daily-life scenarios, acoustic sources recorded in an enclosure can only be observed with other interfering sources. Hence, convolutive Blind Source Separation (BSS) is a central problem in audio signal processing. Methods based on Independent Component Analysis (ICA) are especially important in this field as they require only few and weak assumptions and allow for blindness regarding the original source signals and the acoustic propagation path. Most of the currently...

Approximate joint diagonalization of a set of matrices provides a powerful framework for numerous statistical signal processing applications. For non-unitary joint diagonalization (NUJD) based on the least-squares (LS) criterion, outliers, also referred to as anomaly or discordant observations, have a negative influence on the performance, since squaring the residuals magnifies the effects of them. To solve this problem, we propose a novel cost function that incorporates the ...

Non-negative blind source separation (BSS) has raised interest in various fields of research, as testified by the wide literature on the topic of non-negative matrix factorization (NMF). In this context, it is fundamental that the sources to be estimated present some diversity in order to be efficiently retrieved. Sparsity is known to enhance such contrast between the sources while producing very robust approaches, especially to noise. In this paper we introduce a new algorit...

In this paper we address the problems of modeling the acoustic space generated by a full-spectrum sound source and of using the learned model for the localization and separation of multiple sources that simultaneously emit sparse-spectrum sounds. We lay theoretical and methodological grounds in order to introduce the binaural manifold paradigm. We perform an in-depth study of the latent low-dimensional structure of the high-dimensional interaural spectral data, based on a cor...

Several problems in signal processing are addressed by expert systems which take into account a set of priors on the sought signals and systems. For instance, blind source separation is often tackled by means of a mono-objective formulation which relies on a separation criterion associated with a given property of the sought signals (sources). However, in many practical situations, there are more than one property to be exploited and, as a consequence, a set of separation cri...

We investigate the state space reconstruction from multiple time series derived from continuous and discrete systems and propose a method for building embedding vectors progressively using information measure criteria regarding past, current and future states. The embedding scheme can be adapted for different purposes, such as mixed modelling, cross-prediction and Granger causality. In particular we apply this method in order to detect and evaluate information transfer in cou...

We propose a new solution to the blind source separation problem that factors mixed time-series signals into a sum of spatiotemporal modes, with the constraint that the temporal components are intrinsic mode functions (IMF's). The key motivation is that IMF's allow the computation of meaningful Hilbert transforms of non-stationary data, from which instantaneous time-frequency representations may be derived. Our spatiotemporal intrinsic mode decomposition (STIMD) method levera...

Analysis of spatial multivariate data, i.e., measurements at irregularly-spaced locations, is a challenging topic in visualization and statistics alike. Such data are integral to many domains, e.g., indicators of valuable minerals are measured for mine prospecting. Popular analysis methods, like PCA, often by design do not account for the spatial nature of the data. Thus they, together with their spatial variants, must be employed very carefully. Clearly, it is preferable to ...