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Bayesian nonparametric subspace estimation

Elvira, Clément and Chainais, Pierre and Dobigeon, Nicolas Bayesian nonparametric subspace estimation. (2017) In: 42nd IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2017), 5 March 2017 - 9 March 2017 (New Orleans, United States).

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Official URL: http://dx.doi.org/10.1109/ICASSP.2017.7952556

Abstract

Principal component analysis is a widely used technique to perform dimension reduction. However, selecting a finite number of significant components is essential and remains a crucial issue. Only few attempts have proposed a probabilistic approach to adaptively select this number. This paper introduces a Bayesian nonparametric model to jointly estimate the principal components and the corresponding intrinsic dimension. More precisely, the observations are projected onto a random orthogonal basis which is assigned a prior distribution defined on the Stiefel manifold. Then the factor scores take benefit of an Indian buffet process prior to model the uncertainty related to the number of components. The parameters of interest as well as the nuisance parameters are finally inferred within a fully Bayesian framework via Monte Carlo sampling. The performances of the proposed approach are assessed thanks to experiments conducted on various examples.

Item Type:Conference or Workshop Item (Paper)
Additional Information:Thanks to IEEE editor. The definitive version is available at http://ieeexplore.ieee.org This papers appears in Proceedings of ICASSP 2017. Electronic ISBN: 978-1-5090-4117-6 Electronic ISSN: 2379-190X The original PDF of the article can be found at: http://ieeexplore.ieee.org/document/7952556/ Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
Audience (conference):International conference proceedings
Uncontrolled Keywords:
Institution:French research institutions > Centre National de la Recherche Scientifique - CNRS (FRANCE)
Université de Toulouse > Institut National Polytechnique de Toulouse - INPT (FRANCE)
Université de Toulouse > Université Toulouse III - Paul Sabatier - UPS (FRANCE)
Université de Toulouse > Université Toulouse - Jean Jaurès - UT2J (FRANCE)
Université de Toulouse > Université Toulouse 1 Capitole - UT1 (FRANCE)
Other partners > Ecole Centrale de Lille (FRANCE)
Other partners > Université Lille 1, Sciences et Technologies - Lille 1 (FRANCE)
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Deposited By: IRIT IRIT
Deposited On:21 Mar 2018 14:49

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