Online - Research Seminar at the Institute of Applied Statistics

Online talk - April 22nd - Dr. Klaus Nordhausen, University of Jyväskylä, Finland: Blind source separation for multivariate spatial data

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Blind source separation has a long tradition for iid data and multivariate time series. Blind source separation methods for multivariate spatial observations have however not been considered yet much in the literature. We suggest therefore a blind source separation model for spatial data and show how the latent components can be estimated using two or more scatter matrices. The statistical properties and merits of these estimators are derived and verified in simulation studies. A real data example illustrates the method.


22.04.2021, 17:15 - 18:45