Blind Source Separation using Relative Newton Method combined with Smoothing Method of Multipliers
We study a relative optimization framework for quasi-maximum likelihood blind source separation and relative Newton method as its particular instance. The structure of the Hessian allows its fast approximate inversion. In the second part we present Smoothing Method of Multipliers (SMOM) for minimization of sum of pairwise maxima of smooth functions, in particular sum of … Read more