Bayesian Factorial Linear Gaussian State-Space Models for Biosignal Decomposition

Silvia Chiappa, David Barber

Abstract: We discuss a method to extract independent dynamical systems underlying a single or multiple channels of observation. In particular, we search for one-dimensional subsignals to aid the interpretability of the decomposition. The method uses an approximate Bayesian analysis to determine automatically the number and appropriate complexity of the underlying dynamics, with a preference for the simplest solution. We apply this method to unfiltered EEG signals to discover low-complexity sources with preferential spectral properties, demonstrating improved interpretability of the extracted sources over related methods