vbICA code

The independent component analysis (ICA) is a popular technique adopted to approach the so-called blind source separation (BSS) problem, i.e., the problem of recovering and separating the original sources that generate the observed data. However, the independence condition is not easy to impose, and it is often necessary to introduce some approximations.
Here we provide a MATLAB code which implement a modified variational Bayesian ICA (vbICA) method for the analysis GNSS time series. The vbICA method models the probability density function (pdf) of each source signal using a mix of Gaussian distributions, allowing for more flexibility in the description of the pdf of the sources with respect to standard ICA, and giving a more reliable estimate of them. In particular, this method allows to recover the multiple sources of ground deformation even in the presence of missing data.

This material is based on the original work of Choudrey (2002) and Choudrey and Roberts (2003), subsequently adapted by Gualandi et al. (2016) and Serpelloni et al. (2018) for the study of GNSS position time series.