Linear discriminant analysis

A Bayesian Fisher-EM algorithm for discriminative Gaussian subspace clustering

We introduce a Bayesian Fisher-EM (BFEM) algorithm for the discriminative latent mixture model, modeling data as a mixture of Gaussians in a low-dimensional discriminative subspace (in Fisher's linear discriminant analysis sense). We demonstrate the interest of the latter in two thorough simulations settings, and propose an illustration on the unsupervised problem of image denoising with Gaussian mixture models.