Bayesian Exponential Family PCA

  title={Bayesian Exponential Family PCA},
  author={Shakir Mohamed and Katherine A. Heller and Zoubin Ghahramani},
Principal Components Analysis (PCA) has become established as one of the key tools for dimensionality reduction when dealing with real valued data. Approaches such as exponential family PCA and non-negative matrix factorisation have successfully extended PCA to non-Gaussian data types, but these techniques fail to take advantage of Bayesian inference and can suffer from problems of overfitting and poor generalisation. This paper presents a fully probabilistic approach to PCA, which is… CONTINUE READING
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