Võrdle meetodeid

	Bayesian Factor Analysis	Pricipaalanalüüs
Valdkond	Bayesi meetodid	Masinõpe
Perekond	Bayesian methods	Machine learning
Tekkeaasta	2004	2002
Looja	Lopes & West (2004) for Bayesian model assessment in factor analysis	Jolliffe, I.T. (textbook); Pearson & Hotelling (origins)
Tüüp	Bayesian latent variable model	Unsupervised dimensionality reduction
Algallikas	Lopes, H. F. & West, M. (2004). Bayesian Model Assessment in Factor Analysis. Statistica Sinica, 14(1), 41–67.	Jolliffe, I.T. (2002). Principal Component Analysis (2nd ed.). Springer.
Rööpnimetused	Bayesian EFA, Bayesian CFA, Bayesçi Faktör Analizi, probabilistic factor analysis	Temel Bileşenler Analizi (PCA), PCA, principal components analysis, Karhunen-Loève transform
Seotud	7	3
Kokkuvõte	Bayesian Factor Analysis is a probabilistic latent-variable method that places prior distributions on the factor loading matrix and the residual variances, then infers a full posterior over these parameters from the observed data. Developed prominently in the Bayesian framework by Lopes and West (2004), it extends classical exploratory and confirmatory factor analysis by quantifying uncertainty in every estimated loading rather than reporting single point estimates.	Principal Component Analysis (PCA) is an unsupervised dimensionality-reduction method — given its modern textbook treatment by Ian Jolliffe (2002) — that compresses high-dimensional data into fewer dimensions while preserving the maximum possible variance. It re-expresses correlated variables as a small set of uncorrelated principal components ordered by how much of the data's variation each one captures.