Computation for latent variable model estimation: a unified stochastic proximal framework

DOI10.1007/s11336-022-09863-9zbMath1499.62441arXiv2008.07214MaRDI QIDQ2103576

Siliang Zhang, Yunxiao Chen

Publication date: 9 December 2022

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.07214

zbMATH Keywords

stochastic approximation; quasi-Newton methods; latent variable models; proximal algorithm; penalized estimator; Polyak-Ruppert averaging

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62F10: Point estimation

62L20: Stochastic approximation

62P15: Applications of statistics to psychology

Related Items

Scalable Bayesian approach for the DINA Q-matrix estimation combining stochastic optimization and variational inference

Uses Software

• quadprog
• DIFlasso

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A numerically stable dual method for solving strictly convex quadratic programs
• A composite likelihood inference in latent variable models for ordinal longitudinal responses
• Convergence of adaptive and interacting Markov chain Monte Carlo algorithms
• A simple general method for oblique rotation
• Statistics for high-dimensional data. Methods, theory and applications.
• The generalized DINA model framework
• A Markov chain Monte Carlo approach to confirmatory item factor analysis
• Fitting nonlinear ordinary differential equation models with random effects and unknown initial conditions using the stochastic approximation expectation-maximization (SAEM) algorithm
• Multidimensional item reponse theory.
• On the ergodicity properties of some adaptive MCMC algorithms
• High-dimensional exploratory item factor analysis by a Metropolis-Hastings Robbins-Monro algorithm
• On the convergence properties of the EM algorithm
• Maximum likelihood estimates in exponential response models
• Introductory lectures on convex optimization. A basic course.
• On single versus multiple imputation for a class of stochastic algorithms estimating maximum likelihood
• Compound decision theory and empirical Bayes methods
• The stochastic EM algorithm: Estimation and asymptotic results
• Inconsistent maximum likelihood estimators for the Rasch model
• Identifiability of restricted latent class models with binary responses
• A note on exploratory item factor analysis by singular value decomposition
• Robust measurement via a fused latent and graphical item response theory model
• Joint maximum likelihood estimation for high-dimensional exploratory item factor analysis
• A penalty approach to differential item functioning in Rasch models
• Latent variable selection for multidimensional item response theory models via \(L_{1}\) regularization
• MCMC estimation and some model-fit analysis of multidimensional IRT models
• Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics
• Proximal Newton-Type Methods for Minimizing Composite Functions
• Analysis of Panel Data
• Latent Variable Models and Factor Analysis
• A stochastic approximation algorithm with Markov chain Monte-Carlo method for incomplete data estimation problems
• Acceleration of Stochastic Approximation by Averaging
• Variational Analysis
• Introduction to Stochastic Search and Optimization
• Dynamic Latent Trait Models for Multidimensional Longitudinal Data
• Stochastic Methods for Composite and Weakly Convex Optimization Problems
• Adaptive Rejection Sampling for Gibbs Sampling
• An improved stochastic <scp>EM</scp> algorithm for large‐scale full‐information item factor analysis
• Structured Latent Factor Analysis for Large-scale Data: Identifiability, Estimability, and Their Implications
• Regularization and Variable Selection Via the Elastic Net
• Stability of Stochastic Approximation under Verifiable Conditions
• Stochastic Gradient Descent on Riemannian Manifolds
• On perturbed proximal gradient algorithms
• Statistical Analysis ofQ-Matrix Based Diagnostic Classification Models
• Measurement Error in Nonlinear Models
• On Asymptotic Normality in Stochastic Approximation
• Consistent Estimates Based on Partially Consistent Observations
• A Stochastic Approximation Method
• The elements of statistical learning. Data mining, inference, and prediction