Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood.
Tomohiro AndoPublished in: J. Multivar. Anal. (2009)
Keyphrases
- factor analysis
- marginal likelihood
- information criterion
- model selection
- independent component analysis
- discriminant analysis
- cluster analysis
- gaussian process
- closed form
- matrix factorization
- hyperparameters
- statistical tests
- approximate inference
- exponential family
- gaussian distribution
- mixture model
- parameter estimation
- feature extraction
- knowledge discovery
- support vector
- expectation propagation
- recommender systems
- active learning
- computer vision
- cross validation
- unsupervised learning