Sparse semi-supervised heterogeneous interbattery bayesian analysis

Carlos Sevilla-Salcedo, Vanessa Gómez-Verdejo, Pablo M. Olmos

Abstract: Highlights•A novel heterogeneous multiview bayesian model for factor analysis.•Include Sparse capabilities to automatically select the most relevant features.•Work in a Semisupervised way to handle unlabelled data as well as missing values.•It outperforms most of the state-of-the-art algorithms.•Results show great versatility and an interpretability gain.