EM algorithms for PCA and SPCA

Advances in Neural Information Processing Systems

Volumn , Issue , 1998, Pages 626-632

  Roweis, Sara ^a  

^a CALIFORNIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EIGENVALUES AND EIGENFUNCTIONS; PRINCIPAL COMPONENT ANALYSIS;

DENSITY MODELING; EIGENVECTORS AND EIGENVALUES; EM ALGORITHMS; EXPECTATION-MAXIMIZATION ALGORITHMS; HIGH DIMENSIONAL DATA; MISSING INFORMATION; SPACE AND TIME; SYNTHETIC AND REAL DATA;

ALGORITHMS;

EID: 84898929664     PISSN: 10495258     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (10)

1. A. P. Dempster, N. M. Laird, and D. B. Rubin. Maximum likelihood from incomplete data via the EM algorithm. Journal of the Royal Statistical Society series B, 39:1-38, 1977.
2. B. S. Everitt. An Introduction to Latent Variable Models. Chapman and Hill, London, 1984.
3. Zoubin Ghahramani and Geoffrey Hinton. The EM algorithm for mixtures of factor analyzers. Technical Report CRG-TR-96-1, Dept. of Computer Science, University of Toronto, Feb. 1997.
4. Zoubin Ghahramani and Michael I. Jordan. Supervised learning from incomplete data via an EM approach. In Jack D. Cowan, Gerald Tesauro, and Joshua Alspector, editors, Advances in Neural Information Processing Systems, volume 6, pages 120-127. Morgan Kaufmann, 1994.
5. Gene H. Golub and Charles F. Van Loan. Matrix Computations. The Johns Hopkins University Press, Baltimore, MD, USA, second edition, 1989.
6. R. B. Lehoucq, D. C. Sorensen, and C. Yang. Arpack users' guide: Solution of large scale eigenvalue problems with implicitly restarted Arnoldi methods. Technical Report from http://www.caam.rice.edu/software/ARPACK/, Computational and Applied Mathematics, Rice University, October 1997.
7. L. Sirovich. Turbulence and the dynamics of coherent structures. Quarterly Applied Mathematics, 45(3): 561-590, 1987.
8. Michael Tipping and Christopher Bishop. Mixtures of probabilistic principal component ana-lyzers. Technical Report NCRG/97/003, Neural Computing Research Group, Aston University, June 1997.
9. Michael Tipping and Christopher Bishop. Probabilistic principal component analysis. Technical Report NCRG/97/010, Neural Computing Research Group, Aston University, September 1997.
10. J. H. Wilkinson. The Algebraic Eigenvalue Problem. Claredon Press, Oxford, England, 1965.