TITRE: Spatial Blind Source Separation
ABSTRACT:  This talk will introduce spatial blind source separation, where the goal is to recover independent latent random fields from observations of correlated random fields. Indentifiability aspects of the model will be discussed. A first procedure based on the simultaneous diagonalisation of two scatter matrices will be presented. Then, an improved procedure, based on the joint diagonalisation of more than two scatter matrices, will be introduced. The asymptotic properties of these two procedures will be derived. Simulation studies and a real data example will illustrate the methods.