Binary Independent Component Analysis: A Non-stationarity-based ApproachDownload PDF

Published: 20 May 2022, Last Modified: 05 May 2023UAI 2022 PosterReaders: Everyone
Keywords: independent component analysis, binary data, unsupervised learning
TL;DR: A new likelihood-based approach for independent component analysis from binary data by employing the non-stationarity of the sources.
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.
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