Nonlinear Independent Factor Analysis by Hierarchical Models
Harri Valpola, T. Östman, Juha Karhunen · 2003
The building blocks introduced earlier by us in [1] are used for constructing a hierarchical nonlinear model for nonlinear factor analysis. We call the resulting method hierarchical nonlinear factor analysis (HNFA). The variational Bayesian learning algorithm used in this method has a linear computational complexity, and it is able to infer the structure of the model in addition to estimating the unknown parameters. We show how nonlinear mixtures can be separated by first estimating a nonlinear subspace using HNFA and then rotating the subspace using linear independent component analysis. Experimental results show that the cost function minimised during learning predicts well the quality of the estimated subspace.