PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

An approximate inference approach for the pca reconstruction error
Manfred Opper
Proceedings of NIPS2005 2005.


The problem of computing a resample estimate for the reconstruction error in PCA is reformulated as an inference problem with the help of the replica method. Using the expectation consistent (EC) approximation, the intractable inference problem can be solved efficiently with two variational parameters. A perturbative correction to the result is computed and an alternative simplified derivation is also presented.

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EPrint Type:Article
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Computational, Information-Theoretic Learning with Statistics
Learning/Statistics & Optimisation
Theory & Algorithms
ID Code:1848
Deposited By:Manfred Opper
Deposited On:29 November 2005