Multi-View Independent Component Analysis with Shared and Individual
Sources
- URL: http://arxiv.org/abs/2210.02083v1
- Date: Wed, 5 Oct 2022 08:23:05 GMT
- Title: Multi-View Independent Component Analysis with Shared and Individual
Sources
- Authors: Teodora Pandeva, Patrick Forr\'e
- Abstract summary: Independent component analysis (ICA) is a blind source separation method for linear disentanglement of independent latent sources from observed data.
We prove that the corresponding linear structure is identifiable, and the shared sources can be recovered, provided that sufficiently many diverse views and data points are available.
We show empirically that our objective recovers the sources in high dimensional settings, also in the case when the measurements are corrupted by noise.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Independent component analysis (ICA) is a blind source separation method for
linear disentanglement of independent latent sources from observed data. We
investigate the special setting of noisy linear ICA where the observations are
split among different views, each receiving a mixture of shared and individual
sources. We prove that the corresponding linear structure is identifiable, and
the shared sources can be recovered, provided that sufficiently many diverse
views and data points are available. To computationally estimate the sources,
we optimize a constrained form of the joint log-likelihood of the observed data
among all views. We show empirically that our objective recovers the sources in
high dimensional settings, also in the case when the measurements are corrupted
by noise. Finally, we apply the proposed model in a challenging real-life
application, where the estimated shared sources from two large transcriptome
datasets (observed data) provided by two different labs (two different views)
lead to a more plausible representation of the underlying graph structure than
existing baselines.
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