A constrained EM algorithm for principal component analysis

Neural Computation

Volumn 15, Issue 1, 2003, Pages 57-65

  Ahn, Jong Hoon ^a   Oh, Jong Hoon ^a  

^a Pohang University of Science and Technology (POSTECH)   (South Korea)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHM; ARTICLE; METHODOLOGY; PRINCIPAL COMPONENT ANALYSIS;

ALGORITHMS; PRINCIPAL COMPONENT ANALYSIS;

EID: 0037264275     PISSN: 08997667     EISSN: None     Source Type: Journal    
DOI: 10.1162/089976603321043694     Document Type: Article

References (5)

1. Dempster, A. P., Laird, N. M., & Rubin, D. B. (1977). Maximum likelihood from incomplete data via the EM algorithm Journal of Royal Statistical Society, 39, 1-38.
2. Jolliffe, I. T. (1986). Principal component analysis. New York: Springer-Verlag.
3. Rosipal, R., & Girolami, M. (2001). An expectation-maximization approach to nonlinear component analysis. Neural Computation, 13, 505-510.
4. Roweis, S. R. (1997). EM algorithms for PCA and SPCA. In M. Kearns, M. Jordan, & S. Solla (Eds.), Advances in neural information processing systems, 10 (pp. 626-632). Cambridge, MA: MIT Press.
5. Tipping, M. E., & Bishop, C. M. (1999). Mixtures of probabilistic principal component analyzers. Neural Computation, 11, 443-482.