A Bayesian approach to analyze the modes of variation in a set of curves is suggested. It is based on a generative model thus allowing for noisy and sparse observations of curves....
The variational Bayesian nonlinear blind source separation method introduced by Lappalainen and Honkela in 2000 is initialised with linear principal component analysis (PCA). Becau...
Antti Honkela, Stefan Harmeling, Leo Lundqvist, Ha...
Abstract. We present a probabilistic model for robust principal component analysis (PCA) in which the observation noise is modelled by Student-t distributions that are independent ...
Background: Nonparametric Bayesian techniques have been developed recently to extend the sophistication of factor models, allowing one to infer the number of appropriate factors f...
Bo Chen, Minhua Chen, John William Paisley, Aimee ...
We describe a novel inference algorithm for sparse Bayesian PCA with a zero-norm prior on the model parameters. Bayesian inference is very challenging in probabilistic models of t...