Bayesian blind separation of generalized hyperbolic processes in noisy and underdeterminate mixtures

@article{Snoussi2006BayesianBS,
  title={Bayesian blind separation of generalized hyperbolic processes in noisy and underdeterminate mixtures},
  author={Hichem Snoussi and J{\'e}r{\^o}me Idier},
  journal={IEEE Transactions on Signal Processing},
  year={2006},
  volume={54},
  pages={3257-3269}
}
In this paper, we propose a Bayesian sampling solution to the noisy blind separation of generalized hyperbolic signals. Generalized hyperbolic models, introduced by Barndorff-Nielsen in 1977, represent a parametric family able to cover a wide range of real signal distributions. The alternative construction of these distributions as a normal mean variance (continuous) mixture leads to an efficient implementation of the Markov chain Monte Carlo method applied to source separation. The incomplete… CONTINUE READING

Citations

Publications citing this paper.
Showing 1-10 of 18 extracted citations

Underdetermined Blind Source Separation Based on Subspace Representation

IEEE Transactions on Signal Processing • 2009
View 5 Excerpts
Highly Influenced

References

Publications referenced by this paper.
Showing 1-10 of 36 references

Exponentially decreasing distributions for the logarithm of particle size

O. Barndorff-Nielsen
Proc. Roy. Soc., London, U.K., 1977, vol. 353, pp. 401–419. SNOUSSI AND IDIER: BAYESIAN BLIND SEPARATION OF GENERALIZED HYPERBOLIC PROCESSES 3269 • 1977
View 4 Excerpts
Highly Influenced

Hyperbolic processes in finance

B. Bibby, M. Sorensen
Handbook of Heavy Tailed Distributions in Finance. Amsterdam, The Netherlands: Elsevier Science, 2003, pp. 211–248. • 2003
View 2 Excerpts

Blind separation of noisy Gaussian stationary sources. Application to cosmic microwave background imaging

J. Cardoso, H. Snoussi, J. Delabrouille, G. Patanchon
presented at the EUSIPCO, Toulouse, France, Sep. 2002. • 2002

Hyp’—A computer program for analyzing data by means of the hyperbolic distribution

P. Blaesild, M. Sorensen
Dept. of Theoretical Statistics, Aarhus Univ., 2002, Tech. Rep. 248. • 2002
View 1 Excerpt

Similar Papers

Loading similar papers…