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Oliver K. Ernst
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README.md

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# Tutorial on probabilistic PCA in Python and Mathematica
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[You can read a complete tutorial on Medium here.](https://medium.com/practical-coding/the-simplest-generative-model-you-probably-missed-c840d68b704)
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## Running
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* Python: `python prob_pca.py`. The figures are output to the [figures_py](figures_py) directory.
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The visibles are sampled from the conditional distribution:
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<img src="figures_math/vis_from_hid.png" alt="drawing" height="100%"/>
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<img src="figures_math/m_mat.png" alt="drawing" height="100%"/>
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From these, the marginal distribution for the visibles is:
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After determining the ML parameters, we can sample the hidden units from the visible according to:
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<img src="figures_math/hid_from_vis.png" alt="drawing" height="100%"/>
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<img src="figures_math/m_mat.png" alt="drawing" height="100%"/>
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You can implement it in Python as follows:
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```

figures_math/explanation.png

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figures_math/graphical_model.png

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