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On blind source separation under martingales: A probability theoretic perspective
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A4 Artikkeli konferenssijulkaisussa
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2019-09-01
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Department of Mathematics and Systems Analysis
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en
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5
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21st European Young Statisticians Meeting, 29 July - 2 August 2019, Belgrade, Serbia : Proceedings, pp. 46-50
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.
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Lietzén, N 2019, On blind source separation under martingales : A probability theoretic perspective. in B Milosevic & M Obradovic (eds), 21st European Young Statisticians Meeting, 29 July - 2 August 2019, Belgrade, Serbia : Proceedings. Faculty of Mathematics, pp. 46-50, European Young Statisticians Meeting, Belgrade, Serbia, 29/07/2019. < http://www.eysm2019.matf.bg.ac.rs/files/EYSM2019Proc.pdf#page=56 >