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Principal Components Analysis (PCA) Through a Latent Variable Lens
Overview of PPCA, an extension of classical PCA, and its application to incomplete data via the EM Algorithm Natasha Stewart · Follow Published in Towards Data Science · 8 min read · 20 hours ago — Photo by Dhruv Weaver on Unsplash. As the E and M steps of the EM algorithm repeat, the algorithm converges to the local maximum likelihood estimators. Probabilistic Principal Components Analysis (PPCA) is a dimensionality reduction technique that leverages a
Natasha Stewart
July 5, 2024