Computation for latent variable model estimation: a unified stochastic proximal framework

DOI10.1007/s11336-022-09863-9zbMath1499.62441arXiv2008.07214MaRDI QIDQ2103576

Siliang Zhang, Yunxiao Chen

Publication date: 9 December 2022

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.07214

zbMATH Keywords

stochastic approximation; quasi-Newton methods; latent variable models; proximal algorithm; penalized estimator; Polyak-Ruppert averaging

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62F10: Point estimation

62L20: Stochastic approximation

62P15: Applications of statistics to psychology

Uses Software

• quadprog
• DIFlasso