On Wed, Jan 18, 2012 at 11:53:01PM +0100, Andreas wrote:
> > 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.

I don't have the Bishop, and I must confess that I am still confused by
the Wikipedia. That said, it doesn't really matter. As long as people
feel confident that it is well defined and useful, it belongs to the
scikit, and I am all for it :).

Gael

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