Introduction - If you have any usage issues, please Google them yourself
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