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)

zbMATH Keywords

latent variable modeldimensionality reductionlow-rank approximationmatrix optimizationprobabilistic principal component analysis

Mathematics Subject Classification ID

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

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