Chen, Tao; Martin, Elaine; Montague, Gary - In: Computational Statistics & Data Analysis 53 (2009) 10, pp. 3706-3716
Principal component analysis (PCA) is a widely adopted multivariate data analysis technique, with interpretation being established on the basis of both classical linear projection and a probability model (i.e. probabilistic PCA (PPCA)). Recently robust PPCA models, by using the multivariate...