Description: Probabilistic Principal Component Analysis
– Latent variable models
– Probabilistic PCA
• Formulation of PCA model
• Maximum likelihood estimation
– Closed form solution
– EM algorithm
» EM Algorithms for regular PCA
» Sensible PCA (E-M algorithm for probabilistic PCA)
– Mixtures of Probabilistic Principal Component
Analysers
- [8] - it is a good paper about of pca in patt
- [EMPCA] - An implemantation of PCA by EM algorithm
- [PCA] - PCA algorithm on several data of great r
File list (Check if you may need any files):
probabalistic PCA.pdf
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