Nonparametric mixtures of factor analyzers

The mixtures of factor analyzers (MFA) model allows data to be modeled as a mixture of Gaussians with a reduced parametrization. We present the formulation of a nonparametric form of the MFA model, the Dirichlet process MFA (DPMFA). The proposed model can be used for density estimation or clustering of high dimensional data. We utilize the DPMFA for clustering the action potentials of different neurons from extracellular recordings, a problem known as spike sorting. DPMFA model is compared to Dirichlet process mixtures of Gaussians model (DPGMM) which has a higher computational complexity. We show that DPMFA has similar modeling performance in lower dimensions when compared to DPGMM, and is able to work in higher dimensions.