Journal
JOURNAL OF THE PHYSICAL SOCIETY OF JAPAN
Volume 86, Issue 8, Pages -Publisher
PHYSICAL SOC JAPAN
DOI: 10.7566/JPSJ.86.084802
Keywords
-
Categories
Funding
- JSPS from Ministry of Education, Culture, Sports, Science and Technology of Japan [JP25120010, JP25120009, JP16K00330, JP15KK0010]
- Grants-in-Aid for Scientific Research [15KK0010, 16K00330] Funding Source: KAKEN
Ask authors/readers for more resources
Slow feature analysis (SFA) is a time-series analysis method for extracting slowly-varying latent features from multidimensional data. A recent study proposed a probabilistic framework of SFA using the Bayesian statistical framework. However, the conventional probabilistic framework of SFA can not accurately extract the slow feature in noisy environments since its marginal likelihood function was approximately derived under the assumption that there exists no observation noise. In this paper, we propose a probabilistic framework of SFA with rigorously derived marginal likelihood function. Here, we rigorously derive the marginal likelihood function of the probabilistic framework of SFA by using belief propagation. We show using numerical data that the proposed probabilistic framework of SFA can accurately extract the slow feature and underlying parameters for the latent dynamics simultaneously even under noisy environments.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available