EM Algorithms for PCA and Sensible PCA
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چکیده
منابع مشابه
EM Algorithms for PCA and SPCA
I present an expectation-maximization (EM) algorithm for principal component analysis (PCA). The algorithm allows a few eigenvectors and eigenvalues to be extracted from large collections of high dimensional data. It is computationally very efficient in space and time. It also naturally accommodates missing infonnation. I also introduce a new variant of PC A called sensible principal component ...
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