Factor analysis models via I-divergence optimization

DOI10.1007/S11336-015-9486-5MaRDI QIDQ316720zbMATH OpenOpenAlexWikidataFDO

Authors Lorenzo Finesso, Peter Spreij

Publication date 27 September 2016

Published in Psychometrika (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s11336-015-9486-5

zbMATH Keywords

factor analysisalternating minimizationI-divergenceoptimal approximate model

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to psychology (62P15)

Recommendations

• Factor Analysis and Alternating Minimization
• An alternating minimization algorithm for factor analysis.
• Factor analysis with EM algorithm never gives improper solutions when sample covariance and initial parameter matrices are proper
• Computational algorithms for the factor model
• Certifiably optimal low rank factor analysis

Cites work

• scientific article; zbMATH DE number 3885090 (Why is no real title available?)
• scientific article; zbMATH DE number 3117083 (Why is no real title available?)
• scientific article; zbMATH DE number 3872359 (Why is no real title available?)
• scientific article; zbMATH DE number 3912240 (Why is no real title available?)
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 53542 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 1203735 (Why is no real title available?)
• scientific article; zbMATH DE number 1513112 (Why is no real title available?)
• scientific article; zbMATH DE number 3258737 (Why is no real title available?)
• Approximation of Nonnegative Systems by Finite Impulse Response Convolutions
• Automated learning of factor analysis with complete and incomplete data
• EM algorithms for ML factor analysis
• Estimation and tests of significance in factor analysis
• Factor Analysis and Alternating Minimization
• Factor analysis with EM algorithm never gives improper solutions when sample covariance and initial parameter matrices are proper
• I-divergence geometry of probability distributions and minimization problems
• Nonnegative matrix factorization and I-divergence alternating minimization
• Some contributions to maximum likelihood factor analysis
• Statistical analysis of factor models of high dimension
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• VI.—The Estimation of Factor Loadings by the Method of Maximum Likelihood

Cited in

(2)

• Factor Analysis and Alternating Minimization
• An alternating minimization algorithm for factor analysis.

This page was built for publication: Factor analysis models via I-divergence optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q316720)