Infinite sparse factor analysis and infinite independent components analysis

  • Authors:
  • David Knowles;Zoubin Ghahramani

  • Affiliations:
  • Department of Engineering, University of Cambridge, UK;Department of Engineering, University of Cambridge, UK

  • Venue:
  • ICA'07 Proceedings of the 7th international conference on Independent component analysis and signal separation
  • Year:
  • 2007

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Abstract

A nonparametric Bayesian extension of Independent Components Analysis (ICA) is proposed where observed data Y is modelled as a linear superposition, G, of a potentially infinite number of hidden sources, X. Whether a given source is active for a specific data point is specified by an infinite binary matrix, Z. The resulting sparse representation allows increased data reduction compared to standard ICA. We define a prior on Z using the Indian Buffet Process (IBP). We describe four variants of the model, with Gaussian or Laplacian priors on X and the one or two-parameter IBPs. We demonstrate Bayesian inference under these models using a Markov Chain Monte Carlo (MCMC) algorithm on synthetic and gene expression data and compare to standard ICA algorithms.