Blind source separation using block-coordinate relative Newton method
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TL;DR
A block-coordinate version of the relative Newton method, recently proposed for quasi-maximum likelihood blind source separation, that converges in near constant number of iterations (order of 10) independently of the problem size.
Abstract
Presented here is a block-coordinate version of the relative Newton method, recently proposed for quasi-maximum likelihood blind source separation. Special structure of the Hessian matrix allows performing block-coordinate Newton descent efficiently. Simulations show that typically our method converges in near constant number of iterations (order of 10) independently of the problem size.
