Joint decompositions with flexible couplings

Rodrigo Cabral Farias 1 Jérémy Cohen 1 Christian Jutten 2 Pierre Comon 1
1 GIPSA-CICS - CICS
GIPSA-DIS - Département Images et Signal
2 GIPSA-VIBS - VIBS
GIPSA-DIS - Département Images et Signal
Abstract : A Bayesian framework is proposed to define flexible coupling models for joint decompositions of data sets. Under this framework, a solution to the joint decomposition can be cast in terms of a maximum a posteriori estimator. Examples of joint posterior distributions are provided , including general Gaussian priors and non Gaussian coupling priors. Then simulations are reported and show the effectiveness of this approach to fuse information from data sets, which are inherently of different size due to different time resolution of the measurement devices.
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Rodrigo Cabral Farias, Jérémy Cohen, Christian Jutten, Pierre Comon. Joint decompositions with flexible couplings. 12th International Conference on Latent Variable Analysis and Signal Separation (LVA/ICA 2015), Aug 2015, Liberec, Czech Republic. ⟨10.1007/978-3-319-22482-414⟩. ⟨hal-01135920v2⟩

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