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contravariant | 1 month ago
And how I suppose. PCA is effectively moment matching, least squares is max likelihood. These correspond to the two ways of minimizing the Kullback Leibler divergence to or from a gaussian distribution.
contravariant | 1 month ago
And how I suppose. PCA is effectively moment matching, least squares is max likelihood. These correspond to the two ways of minimizing the Kullback Leibler divergence to or from a gaussian distribution.
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