Vertaisarvioitu alkuperäisartikkeli tai data-artikkeli tieteellisessä aikakauslehdessä (A1)
Determining the signal dimension in second order source separation
Julkaisun tekijät: Virta Joni, Nordhausen Klaus
Kustantaja: STATISTICA SINICA
Julkaisuvuosi: 2021
Journal: Statistica Sinica
Tietokannassa oleva lehden nimi: STATISTICA SINICA
Lehden akronyymi: STAT SINICA
Volyymi: 31
Julkaisunumero: 1
Aloitussivu: 135
Lopetussivun numero: 156
Sivujen määrä: 22
ISSN: 1017-0405
eISSN: 1996-8507
DOI: http://dx.doi.org/10.5705/ss.202018.0347
Verkko-osoite: http://www3.stat.sinica.edu.tw/statistica/j31n1/J31N106/J31N106.html
Rinnakkaistallenteen osoite: https://research.utu.fi/converis/portal/detail/Publication/52801750
Despite being an important topic in practice, estimating the number of non-noise components in blind source separation has received little attention in the literature. Recently, two bootstrap-based techniques for estimating the dimension were proposed; however, although very efficient, they suffer from long computation times as a result of the resampling. We approach the problem from a large-sample viewpoint, and develop an asymptotic test and a corresponding consistent estimate for the true dimension. Our test statistic based on second-order temporal information has a very simple limiting distribution under the null hypothesis, and requires no parameters to estimate. Comparisons with resampling-based estimates show that the asymptotic test provides comparable error rates, with significantly faster computation times. Lastly, we illustrate the method by applying it to sound recording data.
Ladattava julkaisu This is an electronic reprint of the original article. |  |
