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Variational Bayesian Independent Component Analysis
, 2000.
Abstract
Blind separation of signals through the info-max algorithm may be viewed as maximum likelihood learning in a latent variable model. In this paper we present an alternative approach to maximum likelihood learning in these models, namely Bayesian inference. It has already been shown how Bayesian inference can be applied to determine latent dimensionality in principal component analysis models @Bishop:bayesPCA98. In this paper we derive a similar approach for removing unecessary source dimensions in an independent component analysis model. We present results on a toy data-set and on some artificially mixed images.