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Variational Inference for Mixtures of Probabilistic PCAs

Implementation of the variational inference algorithms for probabilistic PCA and mixtures of probabilistic PCAs as found in:

  • Bishop, Christopher M. "Variational principal components." (1999): 509-514.
  • Bishop, C.M. and Winn, J.M., 2000, June. Non-linear Bayesian image modelling. In European Conference on Computer Vision (pp. 3-17). Springer, Berlin, Heidelberg.