Bayesian Independent Component Analysis under Hierarchical Model on Independent Components

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Independent component analysis (ICA) deals with the problem of estimating unknown latent variables (independent components) from observed data. One of the previous studies of ICA assumes a Laplace distribution on independent components. However, this assumption makes it difficult to calculate the posterior distribution of independent components. On the other hand, in the problem of sparse linear regression, several studies have approximately calculated the posterior distribution of parameters by assuming a hierarchical model expressing a Laplace distribution. This paper considers ICA in which a hierarchical model expressing a Laplace distribution is assumed on independent components. For this hierarchical model, we propose a method of calculating the approximate posterior distribution of independent components by using a variational Bayes method. Through some experiments, we show the effectiveness of our proposed method.

Original languageEnglish
Title of host publication2018 Asia-Pacific Signal and Information Processing Association Annual Summit and Conference, APSIPA ASC 2018 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages959-962
Number of pages4
ISBN (Electronic)9789881476852
DOIs
Publication statusPublished - 2019 Mar 4
Event10th Asia-Pacific Signal and Information Processing Association Annual Summit and Conference, APSIPA ASC 2018 - Honolulu, United States
Duration: 2018 Nov 122018 Nov 15

Publication series

Name2018 Asia-Pacific Signal and Information Processing Association Annual Summit and Conference, APSIPA ASC 2018 - Proceedings

Conference

Conference10th Asia-Pacific Signal and Information Processing Association Annual Summit and Conference, APSIPA ASC 2018
CountryUnited States
CityHonolulu
Period18/11/1218/11/15

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ASJC Scopus subject areas

  • Information Systems

Cite this

Asaba, K., Saito, S., Horii, S., & Matsushima, T. (2019). Bayesian Independent Component Analysis under Hierarchical Model on Independent Components. In 2018 Asia-Pacific Signal and Information Processing Association Annual Summit and Conference, APSIPA ASC 2018 - Proceedings (pp. 959-962). [8659578] (2018 Asia-Pacific Signal and Information Processing Association Annual Summit and Conference, APSIPA ASC 2018 - Proceedings). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.23919/APSIPA.2018.8659578