Reference for notation and equations in the EM algorithm

[fsaad]

Hello Allen, thank you for providing this package.

Can you please provide a reference for the matrix equations in your implementation of the EM algorithm? Appendix B of Tipping and Bishop provides an EM algorithm for probabilistic PCA, although your implementation deals with missing data in the data matrix, which is not addressed directly in the Tipping (nor any other reference that I can find which agrees with your algorithm).

Thank you.

[1] Tipping, Michael E., and Christopher M. Bishop. "Probabilistic principal component analysis." Journal of the Royal Statistical Society: Series B (Statistical Methodology) 61, no. 3 (1999): 611-622.