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Determining the signal dimension in second order source separation
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A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä
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en
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Statistica Sinica, Volume 31, pp. 135-156
Abstract
Despite being an important topic in practice, estimating the number of non-noise components in blind source separation has received little attention in the literature. Recently, two bootstrap-based techniques for estimating the dimension were proposed; however, although very efficient, they suffer from long computation times as a result of the resampling. We approach the problem from a large-sample viewpoint, and develop an asymptotic test and a corresponding consistent estimate for the true dimension. Our test statistic based on second-order temporal information has a very simple limiting distribution under the null hypothesis, and requires no parameters to estimate. Comparisons with resampling-based estimates show that the asymptotic test provides comparable error rates, with significantly faster computation times. Lastly, we illustrate the method by applying it to sound recording data.
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Virta, J & Nordhausen, K 2021, 'Determining the signal dimension in second order source separation', Statistica Sinica, vol. 31, pp. 135-156.