In recent years several techniques have been proposed for modelling the low-dimensional manifolds, or ‘subspaces’, of natural images. Examples include principal component analysis (as used for instance in ‘eigen-faces’), independent component analysis, and auto-encoder neural networks. Such methods suffer from a number of restrictions such as the limitation to linear manifolds or the absence of a probablistic representation. In this paper we exploit recent developments in the fields of variational inference and latent variable models to develop a novel and tractable probabilistic approach to modelling manifolds which can handle complex non-linearities. Our framework comprises a mixture of sub-space components in which both the number of components and the effective dimensionality of the subspaces are determined automatically as part of the Bayesian inference procedure. We illustrate our approach using two classical problems: modelling the manifold of face images and modelling the manifolds of hand-written digits.
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