Commit a211f23
authored
Improve factor analysis notebook (#612)
* Fix math and code for LS estimate of F
* Clean up
- Use the matrix multiplication operator "@"
- Use \Psi for cov matrix and \sigma for its std
* Spell out some steps in the derivation of amortized inference
* Fix typo
* Use a Bayesian calculation for resampling F
* Add comparison to original data
Also add short sampling of amortized model, to show that it works
but is slow.
* Delete F visualisation
* Allow for negative elements in W
Positive-only works for the particular data we have here, where
the latent factors are defined as positive. But it makes it
impossible to fit models without this constraint.
* Minor clean up
* Add myself to author lists1 parent fbc76b7 commit a211f23
File tree
2 files changed
+381
-194
lines changed- examples/case_studies
2 files changed
+381
-194
lines changed
0 commit comments