Generalized probabilistic principal component analysis of correlated data

zbMATH Open1497.62143arXiv1808.10868MaRDI QIDQ4969045FDOQ4969045

Authors: Mengyang Gu, Weining Shen 

Publication date: 5 October 2020

Full work available at URL: https://arxiv.org/abs/1808.10868

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zbMATH Keywords

principal component analysisGaussian processStiefel manifoldkernel methodmaximum marginal likelihood estimator

Mathematics Subject Classification ID

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

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Cited In (9)

• Quantizing Rare Random Maps: Application to Flooding Visualization
• Probabilistic Two-dimensional Principal Component Analysis
• Gaussian Process Emulation for High-Dimensional Coupled Systems
• Probabilistic Principal Component Analysis
• Modeling Nonstationary and Asymmetric Multivariate Spatial Covariances via Deformations
• Covariance Estimation for Matrix-valued Data
• Generalized least squares for the synthesis of correlated information
• Probabilistic forecast of nonlinear dynamical systems with uncertainty quantification
• Gaussian orthogonal latent factor processes for large incomplete matrices of correlated data

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