Factor analysis, principal component analysis, mixtures of gaussian clusters, vector quantization, Kalman filter models, and hidden Markov models can all be unified as variations of unsupervised learning under a single basic generative model. This is achieved by collecting together disparate observations and derivations made by many previous authors and introducing a new way of linking discrete and continuous state models using a simple nonlinearity. Through the use of other nonlinearities, we show how independent component analysis is also a variation of the same basic generative model. We show that factor analysis and mixtures of gaussians can be implemented in autoencoder neural networks and learned using squared error plus the same regularization term. We introduce a new model for static data, known as sensible principal component analysis, as well as a novel concept of spatially adaptive observation noise. We also review some of the literature involving global and local mixtures of the basic models and provide pseudocode for inference and learning for all the basic models.

We introduce the independent factor analysis (IFA) method for recovering independent hidden sources from their observed mixtures. IFA generalizes and unifies ordinary factor analysis (FA), principal component analysis (PCA), and independent component analysis (ICA), and can handle not only square noiseless mixing, but also the general case where the number of mixtures differs from the number of sources and the data are noisy. IFA is a two-step procedure. In the first step, the source densities, mixing matrix and noise covariance are estimated from the observed data by maximum likelihood. For this purpose we present an expectation-maximization (EM) algorithm, which performs unsupervised learning of an associated probabilistic model of the mixing situation. Each source in our model is described by a mixture of Gaussians, thus all the probabilistic calculations can be performed analytically. In the second step, the sources are reconstructed from the observed data by an optimal non-linear ...

Current methods for learning graphical models with latent variables and a fixed structure estimate optimal values for the model parameters. Whereas this approach usually produces overfitting and suboptimal generalization performance, carrying out the Bayesian program of computing the full posterior distributions over the parameters remains a difficult problem. Moreover, learning the structure of models with latent variables, for which the Bayesian approach is crucial, is yet a harder problem. In this paper I present the Variational Bayes framework, which provides a solution to these problems. This approach approximates full posterior distributions over model parameters and structures, as well as latent variables, in an analytical manner without resorting to sampling methods. Unlike in the Laplace approximation, these posteriors are generally non-Gaussian and no Hessian needs to be computed. The resulting algorithm generalizes the standard Expectation Maximization a...

We present a new approach to modeling and processing multimedia data. This approach is based on graphical models that combine audio and video variables. We demonstrate it by developing a new algorithm for tracking a moving object in a cluttered, noisy scene using two microphones and a camera. Our model uses unobserved variables to describe the data in terms of the process that generates them. It is therefore able to capture and exploit the statistical structure of the audio and video data separately, as well as their mutual dependencies. Model parameters are learned from data via an EM algorithm, and automatic calibration is performed as part of this procedure. Tracking is done by Bayesian inference of the object location from data. We demonstrate successful performance on multimedia clips captured in real world scenarios using off-the-shelf equipment.

We present a new approach to modeling and processing multimedia data. This approach is based on graphical models that combine audio and video variables. We demonstrate it by developing a new algorithm for tracking a moving object in a cluttered, noisy scene using two microphones and a camera. Our model uses unobserved variables to describe the data in terms of the process that generates them. It is therefore able to capture and exploit the statistical structure of the audio and video data separately, as well as their mutual dependencies. Model parameters are learned from data via an EM algorithm, and automatic calibration is performed as part of this procedure. Tracking is done by Bayesian inference of the object location from data. We demonstrate successful performance on multimedia clips captured in real world scenarios using o#-the-shelf equipment.

the neural cocktail party

Signal detection and pattern recognition for online grouping huge amounts of data and retrospective analysis is becoming increasingly important as knowledge based standards, such as XML and advanced MPEG, gain popularity. Independent component analysis (ICA) can be used to both cluster and detect signals with weak a priori assumptions in multimedia contexts. ICA of real world data is typically performed without knowledge of the number of non-trivial independent components, hence, it is of interest to test hypotheses concerning the number of components or simply to test whether a given set of components is significant relative to a "white noise" null hypothesis. It was recently proposed to use the so-called Bayesian information criterion (BIC) approximation, for estimation of such probabilities of competing hypotheses. Here, we apply this approach to the understanding of chat. We show that ICA can detect meaningful context structures in a chat room log file.

The brain is perhaps the most complex system to have ever been subjected to rigorous scientific investigation. The scale is staggering: over 1011 neurons, each making an average of 10 3 synapses, with computation occurring on scales ranging from a single dendritic spine, to an entire cortical area. Slowly, we are beginning to acquire experimental tools that can gather the massive amounts of data needed to characterize this system. However, to understand and interpret these data will also require substantial strides in inferential and statistical techniques. This dissertation attempts to meet this need, extending and applying the modern tools of latent variable modeling to problems in neural data analysis. It is divided

In this chapter, we provide an overview of existing algorithms for blind source separation of convolutive audio mixtures. We provide a taxonomy, wherein many of the existing algorithms can be organized, and we present published results from those algorithms that have been applied to real-world audio separation tasks.

We present a new technique for time series analysis based on dynamic probabilistic networks. In this approach, the observed data are modeled in terms of unobserved, mutually independent factors, as in the recently introduced technique of Independent Factor Analysis (IFA). However, unlike in IFA, the factors are not i.i.d.; each factor has its own temporal statistical characteristics. We derive a family of EM algorithms that learn the structure of the underlying factors and their relation to the data. These algorithms perform source separation and noise reduction in an integrated manner, and demonstrate superior performance compared to IFA. 1 Introduction The technique of independent factor analysis (IFA) introduced in [1] provides a tool for modeling L 0 -dim data in terms of L unobserved factors. These factors are mutually independent and combine linearly with added noise to produce the observed data. Mathematically, the model is dened by y t = Hx t + u t ; (1) where x t is the v...