Bayesian multi-subject common spatial patterns with Indian Buffet process priors

Common spatial patterns (CSP) or its probabilistic counterpart, PCSP, is a popular discriminative feature extraction method for electroencephalography (EEG) classification. Models in CSP or PCSP are trained on a subject-by-subject basis so that inter-subject information is not used. In the case of multi-subject EEG classification where brain waves recorded from multiple subjects who undergo the same mental task are available, it is desirable to capture inter-subject relatedness in learning a model. In this paper we present a nonparametric Bayesian model for a multi-subject extension of CSP where subject relatedness is captured by assuming that spatial patterns across subjects share a latent subspace. Spatial patterns and the shared latent subspace are jointly learned by variational inference. We use an infinite latent feature model to automatically infer the dimension of the shared latent subspace, placing Indian Buffet process (IBP) priors on our model. Numerical experiments on BCI competition IV 2a dataset demonstrate the high performance of our method, compared to PCSP and existing Bayesian multi-task CSP models.