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Sponsored AI AM CLAUDE, A Beginner's Guide: Learn the basics of working with AI AI AM CLAUDE, A Beginner's Guide: Learn the basics of working with AI

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Andrew McCormack

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Preprint Aug 2026

Asymptotics for Model Selection in Probabilistic Principal Component Analysis

The probabilistic formulation of principal component analysis promises statistically grounded solutions to the problem of selecting the number of principal components. However, developing tractable model selection methods is complicated by the fact that the probabilistic principal component analysis (PPCA) model exhibi...

Mathias Drton, Andrew McCormack, Daniel Windisch · 0 citations

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