Common components analysis via linked blind source separation

Very often data we encounter in practice is a collection of matrices rather than a single matrix. These multi-block data often share some common features, due to the background in which they are measured. In this study we propose a new concept of linked blind source separation (BSS) that aims at discovering and extracting unique and physically meaningful common components from multi-block data, which also contain strong individual components. The validity and potential of the proposed method is justified by simulations.