Multivariate measurements taken at different spatial locations occur frequently in practice. Proper analysis of such data needs to consider not only dependencies on-sight but also dependencies in and in-between variables as a function of spatial separation. Spatial Blind Source Separation (SBSS) is a recently developed unsupervised statistical tool that deals with such data by assuming that the observable data is formed by a linear latent variable model. In SBSS the latent variable is assumed to be constituted by weakly stationary random fields which are uncorrelated. Such a model is appealing as further analysis can be carried out on the marginal distributions of the latent variables, interpretations are straightforward as the model is assumed to be linear, and not all components of the latent field might be of interest which acts as a form of dimension reduction. The weakly stationarity assumption of SBSS implies that the mean of the data is constant for all sample locations, which might be too restricting in practical applications. Therefore, an adaptation of SBSS that uses scatter matrices based on differences was recently suggested in the literature. In our contribution we formalize these ideas, suggest an adapted SBSS method and show its usefulness on synthetic and real data.
翻译:在不同空间地点进行的多变量测量在实践中经常发生。对这些数据的适当分析不仅需要考虑到视线上的依赖性,而且还需要考虑到变量和变量之间的依赖性,作为空间分离的一种函数。空间盲源分离(SBSS)是最近开发的一种不受监督的统计工具,它通过假定可观测数据是由线性潜伏变量模型构成而处理这些数据。在SBSS中,潜在变量假定是由不相干、不固定的随机字段构成的。这种模型具有吸引力,因为可以对潜在变量的边际分布进行进一步分析,解释是直截了当的,因为模型被假定为线性,而不是潜在领域的所有组成部分都可能具有兴趣,作为减少尺寸的一种形式。SBSS的薄弱定位假设意味着,所有抽样地点的数据的平均值都是不变的,这在实际应用中可能过于有限。因此,最近文献中建议对SBS进行适应,根据差异使用撒布矩阵。我们将这些想法正规化,我们建议采用一种经过调整的SBSS方法,并显示其对于合成和真实数据的有用性。