On 01/18/2012 11:49 PM, Andreas wrote: > On 01/18/2012 11:45 PM, Gael Varoquaux wrote: > >> On Wed, Jan 18, 2012 at 11:41:24PM +0100, Andreas wrote: >> >> >>> As far as I can tell, FA is not implemented yet. >>> >>> >> Actually, I am not sure what FA means. For me ICA, PCA, or any >> decomposition model is an FA. Joris, what do you have in mind in >> particular? >> >> >> > Factor analysis is a decomposition with a particular > assumption about the noise. > > See Bishop page 583 > For a bit more detail: The idea is that the data is a linear transform of some underlying, lower dimensional data plus some diagonal Gaussian noise. This is essential a slight generalization of probabilistic PCA, which has the same model but the Gaussian noise is assumed to be isotropic.
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