Where were the Magi from? I heard an idea that the Magi that followed the star, came and brought gifts to Jesus, came from Japan. However, the one saying this didn't mention the source. He mentioned the fact that Japanese people are really smart and even in those days they knew how to interpret the astronomy.

While the Bible doesn't specify the origin country of the magi, I'm wondering if there is any source we can trust mentioning where they came from.

Wikipedia says:


  The phrase from the east (ἀπὸ ἀνατολῶν), more literally from the rising [of the sun],[citation needed] is the only information Matthew provides about the region from which they came. Traditionally the view developed that they were Babylonians, Persians, or Jews from Yemen as the kings of Yemen then were Jews, a view held for example by John Chrysostom.[citation needed] There is an Armenian tradition identifying the "Magi of Bethlehem" as Balthasar of Arabia, Melchior of Persia, and Gaspar of India.[26] Bible historian Chuck Missler has also written about this tradition.[27] Historian John of Hildesheim relates a tradition in the ancient silk road city of Taxila (near Islamabad in Pakistan) that one of the Magi passed through the city on the way to Bethlehem.[28]


Are there any other sources?
In his Dialogue with Trypho the Jew, 2nd century Christian apologist Justin Martyr states that the Magi in the Nativity account came from Arabia, relating them to Isaiah's prophesy:


  Isaiah 8:4  (Brenton LXX)
  
  
    For before the child shall know how to call his father or his mother, one shall take the power of Damascus and the spoils of Samaria
    before
    the king of the Assyrians.
  


Justin counters Trypho's objections that the prophesy relates to Hezekiah and not Jesus:


  But show me yourselves [i.e. "you Jews"] first of all how it is said
  of Hezekiah, that before he knew how to call father or mother, he
  received the power of Damascus and the spoils of Samaria in the
  presence of the king of Assyria. For it will not be conceded to you,
  as you wish to explain it, that Hezekiah waged war with the
  inhabitants of Damascus and Samaria in presence of the king of
  Assyria. For before the child knows how to call father or mother,
  the prophetic word said, He shall take the power of Damascus and
  spoils of Samaria in presence of the king of Assyria. For if the
  Spirit of prophecy had not made the statement with an addition,
  "Before the child knows how to call father or mother, he shall take
  the power of Damascus and spoils of Samaria," but had only said, "And
  shall bear a son, and he shall take the power of Damascus and spoils
  of Samaria," then you might say that God foretold that he would take
  these things, since He foreknew it. But now the prophecy has stated it
  with this addition: Before the child knows how to call father or
  mother, he shall take the power of Damascus and spoils of Samaria.
  And you cannot prove that such a thing ever happened to any one among
  the Jews. But we are able to prove that it happened in the case of our
  Christ. For at the time of His birth, Magi who came from Arabia
  worshipped Him, coming first to Herod, who then was sovereign in your
  land, and whom the Scripture calls king of Assyria on account of his
  ungodly and sinful character. For you know,” continued I, “that the
  Holy Spirit oftentimes announces such events by parables and
  similitudes; just as He did towards all the people in Jerusalem,
  frequently saying to them, Thy father is an Amorite, and thy mother a
  Hittite [Ezekiel 16:3].
  
  Dialogue with Trypho the Jew, Chapter LXXVII


No other ante-Nicene Church writing that I am aware of associates the Magi of the Nativity account with any other and/or more specific location.