Tag: cavi

Exponential Convergence of CAVI for Bayesian PCA arXiv:2505.16145v1 Announce Type: new Abstract: Probabilistic principal component analysis (PCA) and its Bayesian variant (BPCA) are widely used for dimension reduction in machine learning and statistics. The main advantage of probabilistic PCA over the traditional formulation is allowing uncertainty quantification. The parameters of BPCA are typically learned using…