Noisy independent component analysis of auto-correlated components [CL]

http://arxiv.org/abs/1705.02344


We present a new method for the separation of superimposed, independent, auto-correlated com- ponents from noisy multi-channel measurement. The presented method simultaneously reconstructs and separates the components, taking all channels into account and thereby increases the effective signal-to-noise ratio considerably, allowing separations even in the high noise regime. Characteristics of the measurement instruments can be included, allowing for application in complex measurement situations. Independent posterior samples can be provided, permitting error estimates on all de- sired quantities. Using the concept of information field theory, the algorithm is not restricted to any dimensionality of the underlying space or discretization scheme thereof.

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J. Knollmuller and T. Ensslin
Tue, 9 May 17
42/82

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