Generative topographic mapping and factor analyzers
Résumé
By embedding random factors in the Gaussian mixture model (GMM), we propose a new model called faGTM. Our approach is based on a flexible hierarchical prior for a generalization of the generative topographic mapping (GTM) and the mixture of principal components analyzers (MPPCA). The parameters are estimated with expectation-maximization and maximum a posteriori. Empirical experiments show the interest of our proposal.