Computation of the maximum likelihood estimator in low-rank factor analysis

DOI10.1007/s10107-019-01370-7zbMath1415.90074arXiv1801.05935OpenAlexW2964108664WikidataQ128287820 ScholiaQ128287820MaRDI QIDQ2425172

Koulik Khamaru, Rahul Mazumder

Publication date: 26 June 2019

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.05935

zbMATH Keywords

semidefinite optimizationspectral functionssparsitydifference of convex optimizationmaximum likelihood factor analysislow-rank constraint

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Semidefinite programming (90C22) Convex programming (90C25) Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (1)

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Uses Software

• PROPACK
• glasso
• ElemStatLearn
• SCS
• PRMLT

Cites Work

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