Tag: maximum likelihood
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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.
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Maximum likelihood PCA
These are my derivations of the maximum likelihood estimates of the parameters of probabilistic PCA as described in section 12.2.1 of Bishop, and with some hints from (Tipping and Bishop 1999).
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The inference model when missing observations
The inference model isn’t giving good performance. But is this because we’re missing data? In the inference model, the recorded output activity is related to the input according to $$ (\sigma^2 \II + \AA \AA^T) \bLa = \YY,$$where we’ve absorbed $\gamma$ into $\AA$. We can model this as $N$ observations of $\yy$ given $\bla$, where$$…