Probabilistic PCA and Factor Analysis
EM algorithm for fitting PCA and FA model. This is probabilistic treatment of dimensional reduction.
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Cite As
Mo Chen (2026). Probabilistic PCA and Factor Analysis (https://au.mathworks.com/matlabcentral/fileexchange/55883-probabilistic-pca-and-factor-analysis), MATLAB Central File Exchange. Retrieved .
Acknowledgements
Inspired by: Pattern Recognition and Machine Learning Toolbox
Categories
Find more on Dimensionality Reduction and Feature Extraction in Help Center and MATLAB Answers
General Information
- Version 1.0.0 (6.24 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0 | update description |
