Popular GitHub Repositories for Factor Analysis

Fast, linear version of CorEx for covariance estimation, dimensionality reduction, and subspace clustering with very under-sampled, high-dimensional data

Scalable Ultra-Sparse Bayesian PCA

The code for Generative Locally Linear Embedding (GLLE).

Quasar Factor Analysis – An Unsupervised and Probabilistic Quasar Continuum Prediction Algorithm with Latent Factor Analysis

Automating the task of finding most pertinent factors for tasks like classification