Fitting multilevel factor models

DOI10.1137/24M1697992MaRDI QIDQ6936075zbMATH OpenFDO

Authors Tetiana Parshakova, Trevor Hastie, Stephen Boyd

Publication date 2 September 2025

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/24M1697992

zbMATH Keywords

mathematical softwaremultilevel factor modelmultivariate analysisscalable algorithmsparse matrix factorization

Mathematics Subject Classification ID

Factorization of matrices (15A23) Estimation in multivariate analysis (62H12) Direct numerical methods for linear systems and matrix inversion (65F05)

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