Papers › Hierarchical Probabilistic Model for Blind Source Separation via Legendre Transformation

Hierarchical Probabilistic Model for Blind Source Separation via Legendre Transformation

25 Sep 2019arXiv:1909.11294archive 2025-07-28

Simon Luo, Lamiae Azizi, Mahito Sugiyama

We present a novel blind source separation (BSS) method, called information geometric blind source separation (IGBSS). Our formulation is based on the log-linear model equipped with a hierarchically structured sample space, which has theoretical guarantees to uniquely recover a set of source signals by minimizing the KL divergence from a set of mixed signals. Source signals, received signals, and mixing matrices are realized as different layers in our hierarchical sample space. Our empirical results have demonstrated on images and time series data that our approach is superior to well established techniques and is able to separate signals with complex interactions.

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Time SeriesTime Series Analysisblind source separation

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