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Statistica Sinica 35 (2025), 2373-2390

BLIND SOURCE SEPARATION OVER SPACE:
AN EIGENANALYSIS APPROACH

Bo Zhang*1, Sixing Hao2 and Qiwei Yao2

1University of Science and Technology of China and
2London School of Economics

Abstract: We propose a new estimation method for the blind source separation model of Bachoc et al. (2020). The new estimation is based on an eigenanalysis of a positive definite matrix defined in terms of multiple normalized spatial local covariance matrices, and therefore can handle moderately high-dimensional random fields. The consistency of the estimated mixing matrix is established with explicit error rates even when the eigen-gap decays to zero slowly. The proposed method is illustrated via both simulation and a real data example.

Key words and phrases: Eigen-analysis, eigen-gap, high-dimensional random field, mixing matrix, normalized spatial local covariance matrix.

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