Probabilistic Principal Components Analysis. [VAR, U, LAMBDA] = PPCA(X, PPCA_DIM) computes the principal
% component subspace U of dimension PPCA_DIM using a centred covariance
matrix X. The variable VAR contains the off-subspace variance (which
is assumed to be spherical), while the vector LAMBDA ...
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标签:
Probabilistic
Components
Principal
Analysis
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2016-04-28
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