Variational Bayes PCA [can be used in drug discovery](https://www.biorxiv.org/content/10.1101/312892v4). From a practical perspective it's helpful to see if VBPCA is available on it's own terms in Python. Here are a few links: ##### Related Python packages * [vbmfa: Variational Bayesian Mixture of Factor Analysers](https://github.com/cangermueller/vbmfa) * [Variational Inference for Mixtures of Probabilistic PCAs](https://github.com/tinrabuzin/MVBPCA) * [BayesPy ? Bayesian Python](http://www.bayespy.org/index.html) (not exactly PCA but might be interesting) ##### Idea papers * [Variational Principal Components](https://pdfs.semanticscholar.org/a1fb/a67f147b16e3c4bffdab3cc6f17520c74547.pdf) * [A Variational Bayes Approach to Robust Principal Component Analysis](https://pdfs.semanticscholar.org/1ae8/8294ce07222fdddabd9ed3e7f6b6120d99b2.pdf)