Missing values in nonlinear factor analysis

T. Raiko and H. Valpola.
In the proceedings of the 8th International Conference on Neural Information Processing, ICONIP 2001, pp. 822-827, Shanghai, China, November 14-18, 2001.
PS, PDF

See also a related special assignment by T. Raiko

Code needed to reproduce the experiments of ICONIP2001 paper include the version of the nonlinear factor analysis package that supports missing values and is based on version 0.9, the experiment scripts, the linear factor analysis package and the SOM toolbox for Matlab. Here is also the data.