2005
Conference article  Restricted

Bayesian separation of non-stationary mixtures of dependent gaussian sources

Gencaga D., Kuruoglu E. E., Ertuzun A.

G.3 Probability and statistics. Probabilistic algorithms  Probability and statistics. Stochastic processes 

n this work, we propose a novel approach to perform Dependent Component Analysis (DCA). DCA can be thought as the separation of latent, dependent sources from their observed mixtures which is a more realistic model than Independent Component Analysis (ICA) where the sources are assumed to be independent. In general, the sources can be spatiotemporally dependent and the mixing system may be non-stationary. Here, we propose a DCA algorithm, that combines concepts of particle filters and Markov Chain Monte Carlo (MCMC) methods in order to separate non-stationary mixtures of spatially dependent Gaussian sources.

Source: 25th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering, pp. 257–265, San José, August 7-12, 2005



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BibTeX entry
@inproceedings{oai:it.cnr:prodotti:91177,
	title = {Bayesian separation of non-stationary mixtures of dependent gaussian sources},
	author = {Gencaga D. and Kuruoglu E. E. and Ertuzun A.},
	booktitle = {25th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering, pp. 257–265, San José, August 7-12, 2005},
	year = {2005}
}