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Bayesian principal component analysis

  • US 6,671,661 B1
  • Filed: 05/19/1999
  • Issued: 12/30/2003
  • Est. Priority Date: 05/19/1999
  • Status: Expired due to Term
First Claim
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1. A computer-implemented method for performing Bayesian Principal Component Analysis comprising:

  • inputting a data model;

    receiving a prior distribution of the data model;

    determining a posterior distribution based at least in part upon the prior distribution;

    generating output data of optimal dimensionality based on the posterior distribution and Principal Component Analysis; and

    , outputting the output data.

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