numomentlist of numeric vectors, containing E[nu_(kj)] parameters.
nublist of numeric vectors, containing b_(kj) parameters for nu.
taumomentnumeric vector for tau parameter. NB: all set identically and statically to 1, as in [Bruneau 2011] a single static tau parameter is used.
tauanumeric vector for a_k parameters for tau.
taubnumeric vector for b_k parameters for tau.
wmeanlist of matrices containing E[Lambda_k] parameters.
wsigmalist of matrices containing Cov(Lambda_k^(i.)).
xsigmalist of matrices containing Cov(x_k).
mumeanlist of numeric vectors, containing means of the MPPCA model.
musigmalist of matrices with covariances for the mean estimates.
mustarlist of numeric vectors, containing prior means of the MPPCA model, used for initialisation.
References
Bruneau, P., Gelgon, M. and Picarougne, F. (2010) _Aggregation of probabilistic PCA mixtures with
a variational-Bayes technique over parameters_, ICPR'10.
Bruneau, P., Gelgon, M. and Picarougne, F. (2011) _Component-level aggregation of probabilistic PCA mixtures using variational-Bayes_, Tech Report, http://hal.archives-ouvertes.fr/docs/00/56/72/99/PDF/techrep.pdf.