Szabo, Z;
(2010)
Autoregressive Independent Process Analysis with Missing Observations.
In:
Proceedings of ESANN 2010: 18th European Symposium on Artificial Neural Networks.
(pp. 159 - 164).
D-Side Publications
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Abstract
The goal of this paper is to search for independent multidimensional processes subject to missing and mixed observations. The corresponding cocktail-party problem has a number of successful applications, however, the case of missing observations has been worked out only for the simplest Independent Component Analysis (ICA) task, where the hidden processes (i) are one-dimensional, and (ii) signal generation in time is independent and identically distributed (i.i.d.). Here, the missing observation situation is extended to processes with (i) autoregressive (AR) dynamics and (ii) multidimensional driving sources. Performance of the solution method is illustrated by numerical examples.
| Type: | Proceedings paper |
|---|---|
| Title: | Autoregressive Independent Process Analysis with Missing Observations |
| Event: | ESANN 2010, 18th European Symposium on Artificial Neural Networks, 28-30 April 2010, Bruges, Belgium |
| Location: | Bruges, Belgium |
| Dates: | 2010-04-28 - 2010-04-30 |
| ISBN: | 2930307102 |
| Open access status: | An open access version is available from UCL Discovery |
| Publisher version: | https://www.elen.ucl.ac.be/esann/proceedings/elect... |
| Language: | English |
| Additional information: | Proceedings paper no. ES2010-52. - This is the published version of record. For information on re-use, please refer to the publisher’s terms and conditions. |
| UCL classification: | UCL > Provost and Vice Provost Offices UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Life Sciences UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Life Sciences > Gatsby Computational Neurosci Unit |
| URI: | https://discovery.ucl.ac.uk/id/eprint/1433158 |
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