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