Slide 4
Slide 4 text
Prior ʹ Non Gauss Λ
PCA ͱͦͷपลͰ z ͷ prior ʹ Gaussian ΛԾఆ͍ͯͨ͠.
p(zt) = ΠL
j=1
N(zij
|0, 1)
ಠཱͱແ૬ؔͷҧ͍ɿ(Ұൠతʹݴͬͯ) ಠཱແݶͷΫϩεϞʔϝϯτ=0
Ͱ, ແ૬ؔೋ࣍ͷϞʔϝϯτ͕ 0
PCA ͷ Gaussian ͷ߹, 3 ࣍Ҏ্ͷϞʔϝϯτ͕ 0 ͳͷͰ, ಠཱ=ແ૬ؔ
݁Ռͱͯ͠ճసʹର͢ΔෆఆੑΛ͢
ICA Non Gaussian ΛԾఆ͢Δ͜ͱͰճసʹର͢ΔෆఆੑΛআ͘.
p(zt
) = ΠL
j=1
pj
(zij
)
ॱংʹର͢Δෆఆੑͱ power ʹର͢Δෆఆੑ, ͦΕͰΔ
W ∗ = P ΛW Ͱ P permutation, Λ ڧ͞Λม͢Δߦྻ
Daisuke Yoneoka ICA: ಠཱੳ March 2, 2015 4 / 10