Goal.Graphical.Models.Harmonium.FactorAnalysis

An Exponential Family Harmonium is a product exponential family with a particular bilinear structure (Welling, et al., 2005). A Mixture model is a special case of harmonium. A FactorAnalysis model can also be interpreted as a Harmonium with a fixed latent distribution.

Factor Analysis

type FactorAnalysis n k = Affine Tensor (MVNMean n) (Replicated n Normal) (MVNMean k)

factorAnalysisObservableDistribution :: (KnownNat n, KnownNat k) => (Natural # FactorAnalysis n k) -> Natural # MultivariateNormal n

factorAnalysisExpectationMaximization :: (KnownNat n, KnownNat k) => [Vector n Double] -> (Natural # FactorAnalysis n k) -> Natural # FactorAnalysis n k

factorAnalysisUniqueness :: (KnownNat n, KnownNat k) => (Natural # FactorAnalysis n k) -> Vector n Double