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Gaussian Mixture Modeling with Gaussian Process Latent Variable Models


Technical Report


Density modeling is notoriously difficult for high dimensional data. One approach to the problem is to search for a lower dimensional manifold which captures the main characteristics of the data. Recently, the Gaussian Process Latent Variable Model (GPLVM) has successfully been used to find low dimensional manifolds in a variety of complex data. The GPLVM consists of a set of points in a low dimensional latent space, and a stochastic map to the observed space. We show how it can be interpreted as a density model in the observed space. However, the GPLVM is not trained as a density model and therefore yields bad density estimates. We propose a new training strategy and obtain improved generalisation performance and better density estimates in comparative evaluations on several benchmark data sets.

Author(s): Nickisch, H. and Rasmussen, CE.
Year: 2010
Month: June
Day: 0

Department(s): Empirical Inference
Bibtex Type: Technical Report (techreport)

Institution: Max Planck Institute for Biological Cybernetics

Digital: 0
Language: en
Organization: Max-Planck-Gesellschaft
School: Biologische Kybernetik

Links: Web


  title = {Gaussian Mixture Modeling with Gaussian Process Latent Variable Models},
  author = {Nickisch, H. and Rasmussen, CE.},
  organization = {Max-Planck-Gesellschaft},
  institution = {Max Planck Institute for Biological Cybernetics},
  school = {Biologische Kybernetik},
  month = jun,
  year = {2010},
  month_numeric = {6}