Added Probabilistic PCA example #840

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ParthsarthiSingh-glang wants to merge 1 commit into pymc-devs:main from ParthsarthiSingh-glang:main

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ParthsarthiSingh-glang commented Feb 9, 2026

Summary

Adds a comprehensive Probabilistic PCA example to the case studies section.

Closes #250

Contents

Mathematical background on PPCA
Full PyMC implementation with priors
Comparison with classical PCA (sklearn)
Convergence diagnostics and trace plots
Discussion of rotational identifiability

Testing

Notebook runs successfully end-to-end
All cells execute without errors
Visualizations render correctly

Notes

ESS warnings are expected due to rotational non-identifiability
Tested on Windows with Python 3.13


          Added Probabilistic PCA example

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