We give under weak assumptions a complete combinatorial characterization of identifiability for linear mixtures of finite alphabet sources, with unknown mixing weights and unknown source signals, but known alphabet. This is based on a detailed treatment of the case of a single linear mixture. Notably, our identifiability analysis applies also to the case of unknown number of sources. We provide sufficient and necessary conditions for identifiability and give a simple sufficient criterion together with an explicit construction to determine the weights and the source signals for deterministic data by taking advantage of the hierarchical structure within the possible mixture values. We show that the probability of identifiability is related to the distribution of a hitting time and converges exponentially fast to one when the underlying sources come from a discrete Markov process. Finally, we explore our theoretical results in a simulation study. This paper extends and clarifies the scope of scenarios for which blind source separation becomes meaningful.
Abstract The independent component analysis (ICA) of a random vector consists of searching for a linear transformation that minimizes the statistical dependence between its components. In order to define suitable search criteria, the expansion of mutual information is utilized as a function of cumulants of increasing orders. An efficient algorithm is proposed, which allows the computation of the ICA of a data matrix within a polynomial time. The concept of ICA may actually be seen as an extension of the principal component analysis (PCA), which can only impose independence up to the second order and, consequently, defines directions that are orthogonal. Potential applications of ICA include data analysis and compression, Bayesian detection, localization of sources, and blind identification and deconvolution. Empirical results were obtained for the blind source separation of more sources than mixtures using a previously proposed framework for learning overcomplete representations. This technique assumes a linear mixing model with additive noise and involves two steps: (1) learning an overcomplete representation for the observed data and (2) inferring sources given a sparse prior on the coefficients. We demonstrate that three speech signals can be separated with good fidelity given only two mixtures of the three signals. Similar results were obtained with mixtures of two speech signals and one music signal.