Probabilistic model for minor component analysis based on born rule

Abstract

Minor component analysis (MCA) is commonly applied technique for data analysis and processing, e.g. compression or clustering. In this paper we propose a probabilistic MCA model based on the Born rule. In off-line realization it can be seen as a successive optimization problem. In the on-line realization it will be solved by introduction of two different time scales. It will be shown that recently proposed time oriented hierarchical method, can be used as a concept for on-line realization of the proposed algorithms. The proposed model gives general framework for creating different MCA realizations/algorithms. A particular realization can optimize locality of calculation, convergence speed, preciseness or some other parameter of interest.