Examples

These notebooks demonstrate the key algorithms in sppcax, comparing different inference settings (EM, VB-EM, PX-VB, BMR) on synthetic data.

• Testing PX-VBEM for Bayesian Factor Analysis
• Testing PX-VBEM for Dynamic Factor Analysis
• Testing Observation Masking
• Part 1: Factor Analysis (Static Mode)
• Part 2: Dynamic Factor Analysis (DFA)