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Register a new userSpatial Blind Source Separation
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Added by
Klaus Nordhausen
Publication date
2018
fields
Mathematical Statistics
and research's language is
English
Authors
Franc{c}ois Bachoc
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Recently a blind source separation model was suggested for spatial data together with an estimator based on the simultaneous diagonalisation of two scatter matrices. The asymptotic properties of this estimator are derived here and a new estimator, based on the joint diagonalisation of more than two scatter matrices, is proposed. The asymptotic properties and merits of the novel estimator are verified in simulation studies. A real data example illustrates the method.
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We assume a spatial blind source separation model in which the observed multivariate spatial data is a linear mixture of latent spatially uncorrelated Gaussian random fields containing a number of pure white noise components. We propose a test on the number of white noise components and obtain the asymptotic distribution of its statistic for a general domain. We also demonstrate how computations can be facilitated in the case of gridded observation locations. Based on this test, we obtain a consistent estimator of the true dimension. Simulation studies and an environmental application demonstrate that our test is at least comparable to and often outperforms bootstrap-based techniques, which are also introduced in this paper.
Multivariate measurements taken at different spatial locations occur frequently in practice. Proper analysis of such data needs to consider not only dependencies on-sight but also dependencies in and in-between variables as a function of spatial separation. Spatial Blind Source Separation (SBSS) is a recently developed unsupervised statistical tool that deals with such data by assuming that the observable data is formed by a linear latent variable model. In SBSS the latent variable is assumed to be constituted by weakly stationary random fields which are uncorrelated. Such a model is appealing as further analysis can be carried out on the marginal distributions of the latent variables, interpretations are straightforward as the model is assumed to be linear, and not all components of the latent field might be of interest which acts as a form of dimension reduction. The weakly stationarity assumption of SBSS implies that the mean of the data is constant for all sample locations, which might be too restricting in practical applications. Therefore, an adaptation of SBSS that uses scatter matrices based on differences was recently suggested in the literature. In our contribution we formalize these ideas, suggest an adapted SBSS method and show its usefulness on synthetic and real data.
Multivariate measurements taken at irregularly sampled locations are a common form of data, for example in geochemical analysis of soil. In practical considerations predictions of these measurements at unobserved locations are of great interest. For standard multivariate spatial prediction methods it is mandatory to not only model spatial dependencies but also cross-dependencies which makes it a demanding task. Recently, a blind source separation approach for spatial data was suggested. When using this spatial blind source separation method prior the actual spatial prediction, modelling of spatial cross-dependencies is avoided, which in turn simplifies the spatial prediction task significantly. In this paper we investigate the use of spatial blind source separation as a pre-processing tool for spatial prediction and compare it with predictions from Cokriging and neural networks in an extensive simulation study as well as a geochemical dataset.
Many real-life applications involve estimation of curves that exhibit complicated shapes including jumps or varying-frequency oscillations. Practical methods have been devised that can adapt to a locally varying complexity of an unknown function (e.g. variable-knot splines, sparse wavelet reconstructions, kernel methods or trees/forests). However, the overwhelming majority of existing asymptotic minimaxity theory is predicated on homogeneous smoothness assumptions. Focusing on locally Holderian functions, we provide new locally adaptive posterior concentration rate results under the supremum loss for widely used Bayesian machine learning techniques in white noise and non-parametric regression. In particular, we show that popular spike-and-slab priors and Bayesian CART are uniformly locally adaptive. In addition, we propose a new class of repulsive partitioning priors which relate to variable knot splines and which are exact-rate adaptive. For uncertainty quantification, we construct locally adaptive confidence bands whose width depends on the local smoothness and which achieve uniform asymptotic coverage under local self-similarity. To illustrate that spatial adaptation is not at all automatic, we provide lower-bound results showing that popular hierarchical Gaussian process priors fall short of spatial adaptation.
Blind source separation, i.e. extraction of independent sources from a mixture, is an important problem for both artificial and natural signal processing. Here, we address a special case of this problem when sources (but not the mixing matrix) are known to be nonnegative, for example, due to the physical nature of the sources. We search for the solution to this problem that can be implemented using biologically plausible neural networks. Specifically, we consider the online setting where the dataset is streamed to a neural network. The novelty of our approach is that we formulate blind nonnegative source separation as a similarity matching problem and derive neural networks from the similarity matching objective. Importantly, synaptic weights in our networks are updated according to biologically plausible local learning rules.
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