Probabilistic Principle Component Analysis (PPCA)
Probabilistic Principle Component Analysis (PPCA) is a probabilistic version of PCA. It assumes linear relationship between observed variables and latent var...
Recent Posts
Principle Component Analysis (PCA)
Principle Component Analysis (PCA) is a basic technique for dimension reduction of data. PCA can be derived in various ways and the one we introduce here is ...
Kullback–Leibler (KL) divergence of two Gaussians
In variational inference, we usually assume variational distribution of posterior distribution to be Gaussian. In the end, in many contexts, we may get to co...