Another excellent paper on the similarities between all those linear models is “ A Unifying Review of Linear Gaussian Models” > Factor analysis, principal comp

Another excellent paper on the similarities between all those linear models is “ A Unifying Review of Linear Gaussian Models” > Factor analysis, principal component analysis, mixtures of gaussian clusters, vector quantization, Kalman filter models, and hidden Markov models can all be unified as variations of unsupervised learning under a single basic generative model. https://authors.library.caltech.edu/13697/1/ROWnc99.pdf https://authors.library.caltech.edu/13697/1/ROWnc99.pdf