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Probabilistic PCA demos for Stan

These demos are created as part of the course Bayesian Data Analysis at DTU with Aki Vehtari. The demos make sense in this order

  • PPCA.ipynb - An introduction to PPCA in Stan
  • PPCA-missing-2d.ipynb - An introduction to PPCA in Stan with missing data
  • PPCA-missing.ipynb - PPCA in Stan with missing data, general case.
  • PPCA-priorOnWeights-simple.ipynb - Simple example of PPCA in Stan used for automatic relevance determination
  • PPCA-priorOnWeights.ipynb - PPCA in Stan used for automatic relevance determination