Mean-Field Approaches to Independent Component Analysis

@article{HjenSrensen2002MeanFieldAT,
  title={Mean-Field Approaches to Independent Component Analysis},
  author={Pedro A. d. F. R. H\ojen-S\orensen and Ole Winther and Lars Kai Hansen},
  journal={Neural Computation},
  year={2002},
  volume={14},
  pages={889-918}
}
We develop mean-field approaches for probabilistic independent component analysis (ICA). The sources are estimated from the mean of their posterior distribution and the mixing matrix (and noise level) is estimated by maximum a posteriori (MAP). The latter requires the computation of (a good approximation to) the correlations between sources. For this purpose, we investigate three increasingly advanced mean-field methods: the variational (also known as naive mean field) approach, linear response… CONTINUE READING
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