A Dictionary Learning Approach for Factorial Gaussian Models

In this paper, we develop a parameter estimation method for factorially parametrized models such as Factorial Gaussian Mixture Model and Factorial Hidden Markov Model. Our contributions are two-fold. First, we show that the emission matrix of the standard Factorial Model is unidentifiable even if the true assignment matrix is known. Secondly, we address the issue of identifiability by making a one component sharing assumption and derive a parameter learning algorithm for this case. Our approach is based on a dictionary learning problem of the form X = OR, where the goal is to learn the dictionary O given the data matrixX . We argue that due to the specific structure of the activation matrixR in the shared component factorial mixture model, and an incoherence assumption on the shared component, it is possible to extract the columns of the O matrix without the need for alternating between the estimation of O and R.