A Unifying Review of Linear Gaussian Models

TL;DR — Shows that factor analysis, PCA, Kalman filters and hidden Markov models are all special cases of one linear Gaussian model.

How much weight it carries: A classic, highly cited machine-learning paper in Neural Computation.

Where this came from

• Will Manidis’s “most underrated PDF” thread, July 2023 — routing record: The Most Underrated PDF on the Internet (July 2023)

34 pages. A copy is archived locally against link rot; the header links the original source.