Linear Factor Analysis Algorithm

A Linear Factor Analysis Algorithm is a Factor Analysis Algorithm that uses a Linear Generative Model.

• • …
• Counter-Example(s):
  • Non-Linear Factor Analysis Algorithm.
• See: Factor Analysis Algorithm, Linear Generative Model.

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References

2000

• (Valpola, 2000) ⇒ Harri Valpola. (2000). “Bayesian Ensemble Learning for Nonlinear Factor Analysis." PhD Dissertation, Helsinki University of Technology.
  • QUOTE: factor analysis: A technique for finding a generative model which can represent some of the statistical structure of the observations. Usually refers to linear factor analysis where the generative model is linear.

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