Generalized probabilistic principal component analysis of correlated data

Mengyang Gu, Weining Shen. Generalized probabilistic principal component analysis of correlated data. Journal of Machine Learning Research, 21, 2020. [doi]

@article{GuS20-1,
  title = {Generalized probabilistic principal component analysis of correlated data},
  author = {Mengyang Gu and Weining Shen},
  year = {2020},
  url = {http://jmlr.org/papers/v21/18-595.html},
  researchr = {https://researchr.org/publication/GuS20-1},
  cites = {0},
  citedby = {0},
  journal = {Journal of Machine Learning Research},
  volume = {21},
}