A hearing assistance system comprises an input unit for providing electric input sound signals ui, each representing sound signals U； from a multitude nu of sound sources Si, an electroencephalography (EEG) system for recording activity of the auditory system of the user's brain and providing a multitude ny of EEG signals yj, and a source selection processing unit receiving said electric input sound signals ui and said EEG signals yj, and in dependence thereof configured to provide a source selection signal Ŝx indicative of the sound source Sx that the user currently pays attention to using a selective algorithm that determines a sparse model to select the most relevant EEG electrodes and time intervals based on minimizing a cost function measuring the correlation between the individual sound sources and the EEG signals, and to determine the source selection signal Ŝx based on the cost functions obtained for said multitude of sound sources.
