I present an expectation-maximization (EM) algorithm for principal component analysis (PCA).

Probabilistic Principal Component Analysis – Latent variable models – Probabilistic PCA • Formulation of PCA model • Maximum likelihood estimation – Closed form solution – EM algorithm » EM Algorithms for regular PCA

数据挖掘：KDD 过程，不同类型数据的距离度量方式，小波 PCA 属性子集选择-KMean KModoid BIRCH CHEMELEON DBSCAN OPTICE STING CLIQUE EM SCAN