| Overcomplete ICA |
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| • | What if we have
more independent sources than data |
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| components? (independent \= orthogonal) |
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| – | The
data no longer specifies a unique vector of |
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| source
activities. It specifies a distribution. |
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| • | This
also happens if we have sensor noise in square case. |
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| – | The
posterior over sources is non-Gaussian because |
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| the
prior is non-Gaussian. |
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| • | So we need to
approximate the posterior: |
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| – | MCMC
samples |
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| – | MAP
(plus Gaussian around MAP?) |
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| – | Variational |
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