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-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