Probabilistic PCA and Factor Analysis

EM algorithm for fitting PCA and FA model. This is probabilistic treatment of dimensional reduction.

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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).

Citar como

Mo Chen (2026). Probabilistic PCA and Factor Analysis (https://es.mathworks.com/matlabcentral/fileexchange/55883-probabilistic-pca-and-factor-analysis), MATLAB Central File Exchange. Recuperado .

Agradecimientos

Inspirado por: Pattern Recognition and Machine Learning Toolbox

Categorías

Más información sobre Dimensionality Reduction and Feature Extraction en Help Center y MATLAB Answers.

Información general

Compatibilidad con la versión de MATLAB

  • Compatible con cualquier versión

Compatibilidad con las plataformas

  • Windows
  • macOS
  • Linux
Versión Publicado Notas de la versión Action
1.0.0.0

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