Robust spatio-temporal latent variable models

Robust spatio-temporal latent variable models

Principal Component Analysis (PCA) and Canonical Correlation Analysis (CCA) are widely-used mathematical models for decomposing multivariate data. They capture spatial relationships between variables, but ignore any temporal relationships that might exist between observations. Probabilistic PCA (PPC...

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Bibliographic Details
Main Author: Christmas, Jacqueline
Other Authors: Everson, Richard
Published: University of Exeter 2011
Subjects:
005.3
Bayesian inference : variational approximation : Student-t : Principal Component Analysis : autoregression : Canonical Correlation Analysis : Kalman filter/smoother
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.537853

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http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.537853

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