Detection of Sources in Non-Negative Blind Source Separation by Minimum Description Length Criterion.

Abstract

While non-negative blind source separation (nBSS) has found many successful applications in science and engineering, model order selection, determining the number of sources, remains a critical yet unresolved problem. Various model order selection methods have been proposed and applied to real-world data sets but with limited success, with both order over- and under-estimation reported. By studying existing schemes, we have found that the unsatisfactory results are mainly due to invalid assumptions, model oversimplification, subjective thresholding, and/or to assumptions made solely for mathematical convenience. Building on our earlier work that reformulated model order selection for nBSS with more realistic assumptions and models, we report a newly and formally revised model order selection criterion rooted in the minimum description length (MDL) principle. Adopting widely invoked assumptions for achieving a unique nBSS solution, we consider the mixing matrix as consisting of deterministic unknowns, with the source signals following a multivariate Dirichlet distribution. We derive a computationally efficient, stochastic algorithm to obtain approximate maximum-likelihood estimates of model parameters and apply Monte Carlo integration to determine the description length. Our modeling and estimation strategy exploits the characteristic geometry of the data simplex in nBSS. We validate our nBSS-MDL criterion through extensive simulation studies and on four real-world data sets, demonstrating its strong performance and general applicability to nBSS. The proposed nBSS-MDL criterion consistently detects the true number of sources, in all of our case studies.