Tag: em
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EM for Factor Analysis
In this note I work out the EM updates for factor analysis, following the presentation in PRML 12.2.4.
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Automatic Relevance Determination for PPCA
In this note I flesh out the computations for Section 12.2.3 of Bishop’s Pattern Recognition and Machine Learning, where he uses automatic relevance to determine the dimensionality of the principal subspace in probabilistic PCA.
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Understanding Expectation Maximization as Coordinate Ascent
In these notes we follow Neal and Hinton 1998 and show how to view EM as coordinate ascent on the negative variational free energy.