Linear factor model¶
Linear factor model can be viewed as the following data generating process:
Sample explanatory factor h $\( h \sim p(h) \\ p(h) = \prod_i p(h_i) \)$
Observations are sampled from: $\( x = Wh + b + \text{noise} \)$
Linear factor model can be viewed as the following data generating process:
Sample explanatory factor h $\( h \sim p(h) \\ p(h) = \prod_i p(h_i) \)$
Observations are sampled from: $\( x = Wh + b + \text{noise} \)$