Probabilistic PCA and Factor Analysis

バージョン 1.0.0.0 (5.13 KB) 作成者: Mo Chen
EM algorithm for fitting PCA and FA model. This is probabilistic treatment of dimensional reduction.
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更新 2016/3/13

ライセンスの表示

This package provides several functions that mainly use EM algorithm to fit probabilistic PCA and Factor analysis models.
PPCA is probabilistic counterpart of PCA model. PPCA has the advantage that it can be further extended to more advanced model, such as mixture of PPCA, Bayeisan PPCA or model dealing with missing data, etc. However, this package mainly served a research and teaching purpose for people to understand the model. The code is succinct so that it is easy to read and learn.
This package is now a part of the PRML toolbox (http://cn.mathworks.com/help/stats/ppca.html).

引用

Mo Chen (2024). Probabilistic PCA and Factor Analysis (https://www.mathworks.com/matlabcentral/fileexchange/55883-probabilistic-pca-and-factor-analysis), MATLAB Central File Exchange. に取得済み.

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作成: R2016a
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Help Center および MATLAB Answers で Dimensionality Reduction and Feature Extraction についてさらに検索
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ヒントを得たファイル: Pattern Recognition and Machine Learning Toolbox

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1.0.0.0

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