13 Linear Factor Models

13.1 Probabilistic PCA and Factor Analysis

13.2 Independent Component Analysis (ICA)

13.3 Slow Feature Analysis

13.4 Sparse Coding

\[\begin{eqnarray} h^* &=& \arg \max_h p(h | x) \\ &=& \arg \max_h \lambda ||h||_1 + \beta || x - Wh ||_2^2 \\ \end{eqnarray}\]

13.5 Manifold Interpretation of PCA