Sparse structured probabilistic projections for factorized latent spaces.

Building a common representation for several related data sets is an important problem in multi-view learning. CCA and its extensions have shown that they are effective in finding the shared variation among all data sets. However, these models generally fail to exploit the common structure of the data when the views are with private information. Recently, methods explicitly modeling the information into shared part and private parts have been proposed, but they presume to know the prior knowledge about the latent space, which is usually impossible to obtain. In this paper, we propose a probabilistic model, which could simultaneously learn the structure of the latent space whilst factorize the information correctly, therefore the prior knowledge of the latent space is unnecessary. Furthermore, as a probabilistic model, our method is able to deal with missing data problem in a natural way. We show that our approach attains the performance of state-of-art methods on the task of human pose estimation when the motion capture view is completely missing, and significantly improves the inference accuracy with only a few observed data.