Exact Stiefel Optimization for Probabilistic PLS: Closed-Form Updates, Error Bounds, and Calibrated Uncertainty

Probabilistic partial least squares (PPLS) is a central likelihood-based model for two-view learning when one needs both interpretable latent factors and calibrated uncertainty. Building on the identifiable parameterization of Bouhaddani et al.\ (2018), existing fitting pipelines still face two prac...