Fitting the independent factor analysis model using the MCMC algorithm

DOI10.1080/10629360600635260MaRDI QIDQ5438708zbMATH OpenOpenAlexFDO

Authors Cinzia Viroli

Publication date 28 January 2008

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10629360600635260

zbMATH Keywords

EM algorithmGibbs samplermixture models

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

• Factor analysis for non-normal variables
• Inference from iterative simulation using multiple sequences
• Some contributions to maximum likelihood factor analysis
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• VI.—The Estimation of Factor Loadings by the Method of Maximum Likelihood

Cited in

(9)

• Independent factor discriminant analysis
• scientific article; zbMATH DE number 1928748 (Why is no real title available?)
• Heteroscedastic factor mixture analysis
• The independent factor analysis approach to latent variable modelling
• Ensemble of independent factor analyzers with application to natural image analysis
• Clustering complex data via mixtures of quantile-based factor analyzers
• Bayesian estimation of a quantile-based factor model
• A comparative investigation on model selection in independent factor analysis
• Factor estimation using MCMC-based Kalman filter methods

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