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We introduce the independent factor analysis (IFA) method for recovering independent hidden sources from their observed mixtures. IFA generalizes and unifies ordinary factor analysis (FA), principal component analysis (PCA), and independent component analysis (ICA), and can handle not only square noiseless mixing but also the general case where the number of mixtures differs from the number of sources and the data are noisy. IFA is a two-step procedure. In the first step, the source densities, mixing matrix, and noise covariance are estimated from the observed data by maximum likelihood. For this purpose we present an expectation-maximization (EM) algorithm, which performs unsupervised learning of an associated probabilistic model of the mixing situation. Each source in our model is described by a mixture of gaussians; thus, all the probabilistic calculations can be performed analytically. In the second step, the sources are reconstructed from the observed data by an optimal nonlinear estimator. A variational approximation of this algorithm is derived for cases with a large number of sources, where the exact algorithm becomes intractable. Our IFA algorithm reduces to the one for ordinary FA when the sources become gaussian, and to an EM algorithm for PCA in the zero-noise limit. We derive an additional EM algorithm specifically for noiseless IFA. This algorithm is shown to be superior to ICA since it can learn arbitrary source densities from the data. Beyond blind separation, IFA can be used for modeling multidimensional data by a highly constrained mixture of gaussians and as a tool for nonlinear signal encoding.

The synchronous brain activity measured via MEG (or EEG) can be interpreted as arising from a collection (possibly large) of current dipoles or sources located throughout the cortex. Estimating the number, location, and time course of these sources remains a challenging task, one that is significantly compounded by the effects of source correlations and unknown orientations and by the presence of interference from spontaneous brain activity, sensor noise, and other artifacts. This paper derives an empirical Bayesian method for addressing each of these issues in a principled fashion. The resulting algorithm guarantees descent of a cost function uniquely designed to handle unknown orientations and arbitrary correlations. Robust interference suppression is also easily incorporated. In a restricted setting, the proposed method is shown to produce theoretically zero reconstruction error estimating multiple dipoles even in the presence of strong correlations and unknown orientations, unlike a variety of existing Bayesian localization methods or common signal processing techniques such as beamforming and sLORETA. Empirical results on both simulated and real data sets verify the efficacy of this approach.

We present topic-regression multi-modal Latent Dirichlet Allocation (tr-mmLDA), a novel statistical topic model for the task of image and video annotation. At the heart of our new annotation model lies a novel latent variable regression approach to capture correlations between image or video features and annotation texts. Instead of sharing a set of latent topics between the 2 data modalities as in the formulation of correspondence LDA in [2], our approach introduces a regression module to correlate the 2 sets of topics, which captures more general forms of association and allows the number of topics in the 2 data modalities to be different. We demonstrate the power of tr-mmLDA on 2 standard annotation datasets: a 5000-image subset of COREL and a 2687-image LabelMe dataset. The proposed association model shows improved performance over correspondence LDA as measured by caption perplexity.

In this paper, we present an extensive performance evaluation of a novel source localization algorithm, Champagne. It is derived in an empirical Bayesian framework that yields sparse solutions to the inverse problem. It is robust to correlated sources and learn the statistics of non-stimulus-evoked activity to suppress the effect of noise and interfering brain activity. We tested Champagne on both simulated and real M/EEG data. The source locations used for the simulated data were chosen to test performance on challenging source configurations. In simulations, we found that Champagne outperforms the benchmark algorithms in terms of both the accuracy of the source localizations and the correct estimation of source time courses. We also demonstrate that Champagne is more robust to correlated brain activity present in real MEG data and is able to resolve many distinct and functionally relevant brain areas with real MEG and EEG data.