A Matrix-Free Likelihood Method for Exploratory Factor Analysis of High-Dimensional Gaussian Data

DOI10.1080/10618600.2019.1704296OpenAlexW3104939931WikidataQ100517983 ScholiaQ100517983MaRDI QIDQ5066017

Somak Dutta, Ranjan Maitra, Fan Dai

Publication date: 28 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://europepmc.org/articles/pmc7540940

zbMATH Keywords

EM algorithmLanczos algorithmprofile likelihoodfMRIL-BFGS-B

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• R
• L-BFGS-B
• L-BFGS
• LBFGS-B
• svaseq

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bi-cross-validation for factor analysis
• Exploratory factor analysis -- parameter estimation and scores prediction with high-dimensional data
• EM algorithms for ML factor analysis
• Estimating the dimension of a model
• Maximum likelihood factor analysis with rank-deficient sample covariance matrices
• Some contributions to maximum likelihood factor analysis
• Simple and Globally Convergent Methods for Accelerating the Convergence of Any EM Algorithm
• Algorithm 778: L-BFGS-B
• A Limited Memory Algorithm for Bound Constrained Optimization
• An h-Likelihood Method for Spatial Mixed Linear Models Based on Intrinsic Auto-Regressions
• Augmented Implicitly Restarted Lanczos Bidiagonalization Methods
• The Calculation of the Eigenvectors of Codiagonal Matrices
• VI.—The Estimation of Factor Loadings by the Method of Maximum Likelihood

This page was built for publication: A Matrix-Free Likelihood Method for Exploratory Factor Analysis of High-Dimensional Gaussian Data