Title: Noisy independent component analysis of auto-correlated components,
Abstract: We present a new method for the separation of superimposed, independent,
auto-correlated components from noisy multi-channel measurement. The presented
method simultaneously reconstructs and separates the components, taking all
channels into account and thereby increases the effective signal-to-noise ratio
considerably, allowing separations even in the high noise regime.
Characteristics of the measurement instruments can be included, allowing for
application in complex measurement situations. Independent posterior samples
can be provided, permitting error estimates on all desired quantities. Using
the concept of information field theory, the algorithm is not restricted to any
dimensionality of the underlying space or discretization scheme thereof.