16  Continuous latent variables

16.1 Principle conponent analysis

16.1.1 Maximum variance formulation

16.1.2 Minimum error formulation

16.1.3 Data compression

16.1.4 Data whitening

16.1.5 High dimensional data

16.2 Probabilistic latent variables

16.2.1 Generative method

16.2.2 Likelihood function

16.2.3 Maximum likelihood

16.2.4 Factor analysis (FA)

16.2.5 Independent component analysis (ICA)

16.2.6 Kalman filters

16.3 Evidence lower bound

16.3.1 Expectation maximisation

16.3.2 EM for PCA

16.3.3 EM for FA

16.4 Nonlinear latent variable models

16.4.1 Nonlinear manifolds

16.4.2 Likelihood function

16.4.3 Discrete data

16.4.4 Four approaches to generative modeling