A unified framework of principal component analysis and factor analysis

DOI10.1016/J.JMVA.2025.105529MaRDI QIDQ6874696zbMATH OpenFDO

Authors Shifeng Xiong

Publication date 15 January 2026

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JMVA.2025.105529

zbMATH Keywords

dimensionality reductionlatent variable modellow-rank approximationmatrix optimizationprobabilistic principal component analysis

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Factor analysis and principal components; correspondence analysis (62H25)

Cites work

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• Identifiability of factor analysis: Some results and open problems
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• On algorithmic construction of maximin distance designs
• On consistency and sparsity for principal components analysis in high dimensions
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• On the optimal mapping of distributions
• Prediction by Supervised Principal Components
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• Principal component analysis: a review and recent developments
• Probabilistic Principal Component Analysis
• Simplex factor models for multivariate unordered categorical data

Cited in

(1)

• Editorial. Dimension reduction in multivariate analysis

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