Bayesian Blind Source Separation of Positive Non Stationary Sources
Mahieddine M. Ichir · AIP conference proceedings · 2004
In this contribution, we address the problem of blind non negative source separation. This problem finds its application in many fields of data analysis. We propose herein a novel approach based on Gamma mixture probability priors: Gamma densities to constraint the unobserved sources to lie on the positive half plane; a mixture density with a first order Markov model on the associated hidden variables to account for eventual non stationarity on the sources. Posterior mean estimates are obtained via appropriate Monte Carlo Markov Chain sampling.