Residual Component Analysis: Generalising PCA for more flexible ...
Residual Component Analysis: Generalising PCA for more flexible ...
Residual Component Analysis: Generalising PCA for more flexible ...
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Optimising the LR + SI Covariance Model via EM/RCA<br />
◮ Initialise σ 2 , W and Λ.<br />
◮ REPEAT<br />
◮ E-step: Update posterior density p(Z|Y) given current Λ.