Factor Analysis and Alternating Minimization

zbMath1144.62043arXiv0704.2208MaRDI QIDQ5436797

Peter Spreij, Lorenzo Finesso

Publication date: 17 January 2008

Full work available at URL: https://arxiv.org/abs/0704.2208

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Numerical methods for mathematical programming, optimization and variational techniques (65K99)

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Factor analysis models via I-divergence optimization

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