Monthly
288 pp. per issue
6 x 9, illustrated
ISSN
0899-7667
E-ISSN
1530-888X
2014 Impact factor:
2.21

Neural Computation

August 1, 2003, Vol. 15, No. 8, Pages 1991-2011
(doi: 10.1162/08997660360675116)
© 2003 Massachusetts Institute of Technology
Variational Bayesian Learning of ICA with Missing Data
Article PDF (1.45 MB)
Abstract

Missing data are common in real-world data sets and are a problem for many estimation techniques. We have developed a variational Bayesian method to perform independent component analysis (ICA) on high-dimensional data containing missing entries. Missing data are handled naturally in the Bayesian framework by integrating the generative density model. Modeling the distributions of the independent sources with mixture of gaussians allows sources to be estimated with different kurtosis and skewness. Unlike the maximum likelihood approach, the variational Bayesian method automatically determines the dimensionality of the data and yields an accurate density model for the observed data without overfitting problems. The technique is also extended to the clusters of ICA and supervised classification framework.