We study a time domain decorrelation method of source signal separation from convolutive sound mixtures based on an infinite impulse response (IIR) model. The IIR model uses fewer parameters to capture the physical mixing process and is useful for finding low dimensional separating solutions. We present inversion formulas to decorrelate the mixture signals and derive filter equations involving second order time lagged statistics of mixtures. We then formulate an l constrained minimization problem and solve it by an iterative method. Numerical experiments on recorded sound mixtures show that our method is capable of sound separation in low dimensional parameter spaces with good perceptual quality and low correlation coefficient comparable to the known infomax method.

We present a novel variation of the well-known infomax algorithm of blind source separation. Under natural gradient descent, the infomax algorithm converges to a stationary point of a limiting ordinary differential equation. However, due to the presence of saddle points or local minima of the corresponding likelihood function, the algorithm may be trapped around these bad stationary points for a long time, especially if the initial data are near them. To speed up convergence, we propose to add a sequence of random perturbations to the infomax algorithm to shake the iterating sequence so that it is captured by a path descending to a more stable stationary point. We analyze the convergence of the randomly perturbed algorithm, and illustrate its fast convergence through numerical examples on blind demixing of stochastic signals. The examples have analytical structures so that saddle points or local minima of the likelihood functions are explicit. The results may have implications for online learning algorithms in dissimilar problems.

A computational method, based on l1-norm minimization, is proposed for the problem traffic flow correction. Without extra information, the problem is generally ill-posed when a large portion of the link sensors are unhealthy. It is possible, however, to correct the corruptions accurately if there are only a few bad sensors which are located at certain links by the proposed method. We mathematically quantify these links that are robust to miscounts and relate them to the geometric structure of the traffic network. In a more realistic setting, besides the unhealthy link sensors, if small measure noise are present at the other sensors, our method guarantees to give an estimated traffic flow fairly close to the ground-truth. Both toy and real-world examples are provided to demonstrate the effectiveness of the proposed method.

We establish by exact, nonperturbative methods a universality for the correlation functions in Kraichnan's``rapid-change''model of a passively advected scalar field. We show that the solutions for separated points in the convective range of scales are unique and independent of the particular mechanism of the scalar dissipation. Any non-universal dependences therefore must arise from the large length-scale features. The main step in the proof is to show that solutions of the model equations are unique even in the idealized case of zero diffusivity, under a very modest regularity requirement (square-integrability). Within this regularity class the only zero-modes of the global many-body operators are shown to be trivial ones (ie constants). In a bounded domain of size L , with physical boundary conditions, the``ground-state energy''is strictly positive and scales as L with an exponent L .

In this paper, we develop a novel blind source separation (BSS) method for nonnegative and correlated data, particularly for the nearly degenerate data. The motivation lies in nuclear magnetic resonance (NMR) spectroscopy, where a multiple mixture NMR spectra are recorded to identify chemical compounds with similar structures (degeneracy).