Bayesian Robust PCA for Incomplete Data

DOI10.1007/978-3-642-00599-2_9zbMath1301.62058OpenAlexW1878870224MaRDI QIDQ3614934

Juha Karhunen, Jaakko Luttinen, Alexander Ilin

Publication date: 17 March 2009

Published in: Independent Component Analysis and Signal Separation (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.153.9503

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Related Items (5)

Variational Bayesian sparse additive matrix factorization ⋮ Bayesian robust principal component analysis with adaptive singular value penalty ⋮ Collaborative linear dynamical system identification by scarce relevant/irrelevant observations ⋮ Unnamed Item ⋮ An automatic robust Bayesian approach to principal component regression

Uses Software

• FastICA
• ICALAB
• PRMLT

Cites Work

• Principal component analysis.
• Exploratory analysis of climate data using source separation methods.
• Probabilistic Principal Component Analysis
• Robust L1 Principal Component Analysis and Its Bayesian Variational Inference
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• Unnamed Item
• Unnamed Item

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