Provable Subspace Identification Under Post-Nonlinear Mixtures
- URL: http://arxiv.org/abs/2210.07532v1
- Date: Fri, 14 Oct 2022 05:26:40 GMT
- Title: Provable Subspace Identification Under Post-Nonlinear Mixtures
- Authors: Qi Lyu and Xiao Fu
- Abstract summary: Untrivial mixture learning aims at identifying linearly or nonlinearly mixed latent components in a blind manner.
This work shows that under a carefully designed criterion, a null space associated with the underlying mixing system suffices to guarantee identification/removal of the unknown nonlinearity.
- Score: 11.012445089716016
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Unsupervised mixture learning (UML) aims at identifying linearly or
nonlinearly mixed latent components in a blind manner. UML is known to be
challenging: Even learning linear mixtures requires highly nontrivial
analytical tools, e.g., independent component analysis or nonnegative matrix
factorization. In this work, the post-nonlinear (PNL) mixture model -- where
unknown element-wise nonlinear functions are imposed onto a linear mixture --
is revisited. The PNL model is widely employed in different fields ranging from
brain signal classification, speech separation, remote sensing, to causal
discovery. To identify and remove the unknown nonlinear functions, existing
works often assume different properties on the latent components (e.g.,
statistical independence or probability-simplex structures).
This work shows that under a carefully designed UML criterion, the existence
of a nontrivial null space associated with the underlying mixing system
suffices to guarantee identification/removal of the unknown nonlinearity.
Compared to prior works, our finding largely relaxes the conditions of
attaining PNL identifiability, and thus may benefit applications where no
strong structural information on the latent components is known. A
finite-sample analysis is offered to characterize the performance of the
proposed approach under realistic settings. To implement the proposed learning
criterion, a block coordinate descent algorithm is proposed. A series of
numerical experiments corroborate our theoretical claims.
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