These demos are created as part of the course Bayesian Data Analysis at DTU with Aki Vehtari. The demos make sense in this order

• PPCA.ipynb - An introduction to PPCA in Stan
• PPCA-missing-2d.ipynb - An introduction to PPCA in Stan with missing data
• PPCA-missing.ipynb - PPCA in Stan with missing data, general case.
• PPCA-priorOnWeights-simple.ipynb - Simple example of PPCA in Stan used for automatic relevance determination
• PPCA-priorOnWeights.ipynb - PPCA in Stan used for automatic relevance determination