The Extended "Sequentially Drilled" Joint Congruence Transformation and its Application in Gaussian Independent Vector Analysis

no code implementations • 30 Aug 2020 • Amir Weiss, Arie Yeredor, Sher Ali Cheema, Martin Haardt

In this paper we extend our results to the IVA problem, showing how the ML solution for the Gaussian model (with arbitrary covariance and cross-covariance matrices) takes the form of an extended SeDJoCo problem.

Performance Analysis of the Gaussian Quasi-Maximum Likelihood Approach for Independent Vector Analysis

no code implementations • 30 Aug 2020 • Amir Weiss, Sher Ali Cheema, Martin Haardt, Arie Yeredor

As an immediate consequence of this result, we provide an asymptotically attainable lower bound on the resulting ISRs.