Computation of the maximum likelihood estimator in low-rank factor analysis (Q2425172)

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scientific article; zbMATH DE number 7073551
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    Computation of the maximum likelihood estimator in low-rank factor analysis
    scientific article; zbMATH DE number 7073551

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      Computation of the maximum likelihood estimator in low-rank factor analysis (English)
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      26 June 2019
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      low-rank constraint
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      maximum likelihood factor analysis
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      difference of convex optimization
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      semidefinite optimization
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      spectral functions
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      sparsity
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