probabilistic matrix factorization (under construction)

This concept has the prerequisites:

• Bayesian parameter estimation (PMF is a Bayesian model in which we need to estimate parameters.)
• probabilistic PCA (PMF can be seen as a Bayesian version of probabilistic PCA.)
• Gibbs sampling (We can sample the parameters using Gibbs sampling.)
• computations on multivariate Gaussians (PMF is motivated by only needing to perform linear algebraic operations on small matrices.)