1. Binary Independent Component Analysis: A Non-stationarity-based Approach
- Author
-
Hyttinen, Antti, Barin-Pacela, Vitória, and Hyvärinen, Aapo
- Subjects
Computer Science - Machine Learning ,Statistics - Machine Learning - Abstract
We consider independent component analysis of binary data. While fundamental in practice, this case has been much less developed than ICA for continuous data. We start by assuming a linear mixing model in a continuous-valued latent space, followed by a binary observation model. Importantly, we assume that the sources are non-stationary; this is necessary since any non-Gaussianity would essentially be destroyed by the binarization. Interestingly, the model allows for closed-form likelihood by employing the cumulative distribution function of the multivariate Gaussian distribution. In stark contrast to the continuous-valued case, we prove non-identifiability of the model with few observed variables; our empirical results imply identifiability when the number of observed variables is higher. We present a practical method for binary ICA that uses only pairwise marginals, which are faster to compute than the full multivariate likelihood. Experiments give insight into the requirements for the number of observed variables, segments, and latent sources that allow the model to be estimated., Comment: This is an updated version (including a slight name change) which was published at UAI2022
- Published
- 2021