tensorflow / tensorflow/probability

Get posterior in Probabilistic PCA

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Description

Hi, which would be the best way to get the posterior distribution of the latent variables given an observed data point (equation 6 in original paper) in the implementation of probabilistic PCA?

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Research direction

Start by locating the probabilistic PCA implementation and comparing its available entry points with equation 6 in the original paper. Determine whether the posterior is already exposed or requires a new interface; done means the supported way to obtain it is clear and documented.

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Assessment

Tech stack
machine-learning
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

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