@article{JMLR:v21:18-595,
  author  = {Mengyang Gu and Weining Shen},
  title   = {Generalized probabilistic principal component analysis of correlated data},
  journal = {Journal of Machine Learning Research},
  year    = {2020},
  volume  = {21},
  number  = {13},
  pages   = {1--41},
  url     = {http://jmlr.org/papers/v21/18-595.html}
}