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| M.E. Tipping, C.M. Bishop, "Mixtures of probabilistic principal component analysers,",Neural computation, 1998. C.M. Bishop, "Bayesian PCA," Proc. NIPS, 1998. Z. Ghahramani and M.J. Beal, "Variational inference for Bayesian mixtures of factor analysers," Proc. NIPS, 1999. K. Chan, T.-W. Lee, T. Sejnowski, "Variational learning of clusters of undercomplete nonsymmetric independent components," Proc. ICA 2001, San Diego, 2001. |
* M.E. Tipping, C.M. Bishop, "Mixtures of probabilistic principal component analysers,",Neural computation, 1998. * C.M. Bishop, "Bayesian PCA," Proc. NIPS, 1998. * Z. Ghahramani and M.J. Beal, "Variational inference for Bayesian mixtures of factor analysers," Proc. NIPS, 1999. * K. Chan, T.-W. Lee, T. Sejnowski, "Variational learning of clusters of undercomplete nonsymmetric independent components," Proc. ICA 2001, San Diego, 2001. |
PCA. 주성분분석. 다차원공간내의 점을 보다 낮은 차원에 투영함으로 변수가 갖는 정보의 손실을 최소로 하여 원래의 변수보다 적은 수의 선형함수(주성분)로 나타내는 방법. FactorAnalysis의 한가지 방법.
사전에 외적 기준이 주어져 있지 않을 때에 MultivariateAnalysis하는데 유력한 수단이다. AnimalBreeding, SocioBiology, 수량분류학의 분야에 사용된다.
EigenValue와 EigenVector를 이용한다.
참고 자료
http://www.pvalue.co.kr/tong/many/many_06.html
참고 논문
- M.E. Tipping, C.M. Bishop, "Mixtures of probabilistic principal component analysers,",Neural computation, 1998.
- C.M. Bishop, "Bayesian PCA," Proc. NIPS, 1998.
- Z. Ghahramani and M.J. Beal, "Variational inference for Bayesian mixtures of factor analysers," Proc. NIPS, 1999.
- K. Chan, T.-W. Lee, T. Sejnowski, "Variational learning of clusters of undercomplete nonsymmetric independent components," Proc. ICA 2001, San Diego, 2001.