no code implementations • 21 Oct 2020 • Yiping Guo, Howard D. Bondell
Compared to the conditional mean as a simple point estimator, the conditional density function is more informative to describe the distributions with multi-modality, asymmetry or heteroskedasticity.
no code implementations • 21 Oct 2020 • Yiping Guo, Howard D. Bondell
Probabilistic principal component analysis (PPCA) is a probabilistic reformulation of principal component analysis (PCA), under the framework of a Gaussian latent variable model.