Probabilistic principal component analysis
May 30, 2019
[latexpage] In this blog, we will walk through a probabilistic formulation of the well-known technique of principal component analysis (PCA). The probabilistic PCA (PPCA) was introduced by Bishop [1]. PPCA does not generate better results than PCA, but it permits a broad range of future extensions. Besides, PPCA falls in the category of Bayesian models, […]