Devise a method to learn the PPCA model using the EM algorithm, giving details of both the E- and M-steps. Are you guaranteed to get the same answer as the method based on the SVD? Show that the...

Devise a method to learn the PPCA model using the EM algorithm, giving details of both the E- and M-steps. Are you guaranteed to get the same answer as the method based on the SVD?

Show that the maximum a posteriori solution for the hidden weight variable

h

is as given in Equation 17.32.