Compute the components of the variational posterior for the probabilistic PCA model with missing values described by

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Compute the components of the variational posterior for the probabilistic PCA model with missing values described by Equation 7.15 .

Data from Equation 7.15

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A First Course In Machine Learning

ISBN: 9781498738484

2nd Edition

Authors: Simon Rogers , Mark Girolam

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Question Posted: May 23, 2024 02:01 AM

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Compute the components of the variational posterior for the probabilistic PCA model with missing values described by

Question:

M N log p(Y, X, W, Z) = log p(T|a, b) + log p(Wm) + log p(xn) N M m=1 n=1 +nm log pynm|Wm, Xn, T). n=1 m=1

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A First Course In Machine Learning

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