Rotation to sparse loadings using \(L^p\) losses and related inference problems

DOI10.1007/s11336-023-09911-yzbMath1517.62093arXiv2206.02263OpenAlexW4362459039MaRDI QIDQ6175690

Irini Moustaki, Xinyi Liu, Yunxiao Chen, Gabriel Wallin

Publication date: 24 July 2023

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.02263

zbMATH Keywords

model selectionconfidence intervalanalytic rotationcomponent loss functionregularised estimation

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to psychology (62P15)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Sparse estimation via nonconcave penalized likelihood in factor analysis model
• A penalized maximum likelihood approach to sparse factor analysis
• A simple general method for oblique rotation
• The varimax criterion for analytic rotation in factor analysis
• Asymptotic properties of criteria for selection of variables in multiple regression
• Single- and multiple-group penalized factor analysis: a trust-region algorithm approach with integrated automatic multiple tuning parameter selection
• Multidimensional item reponse theory.
• Inconsistency of bootstrap: the Grenander estimator
• Lasso-type recovery of sparse representations for high-dimensional data
• Estimating the dimension of a model
• Estimation of an oblique structure via penalized likelihood factor analysis
• Standard errors for obliquely rotated factor loadings
• Simplimax: Oblique rotation to an optimal target with simple structure
• In defense of the indefensible: a very naïve approach to high-dimensional inference
• A note on exploratory item factor analysis by singular value decomposition
• From simple structure to sparse components: a review
• Rotation to simple loadings using component loss functions: the orthogonal case
• Rotation to simple loadings using component loss functions: the oblique case
• Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case
• Joint maximum likelihood estimation for high-dimensional exploratory item factor analysis
• Some contributions to maximum likelihood factor analysis
• Factor analysis by generalized least squares
• An Unconstrained $\ell_q$ Minimization with $0q\leq1$ for Sparse Solution of Underdetermined Linear Systems
• Latent Variable Models and Factor Analysis
• SparseNet: Coordinate Descent With Nonconvex Penalties
• Iteratively reweighted least squares minimization for sparse recovery
• Asymptotic Statistics
• Does $\ell _{p}$ -Minimization Outperform $\ell _{1}$ -Minimization?
• Convergence and Stability of Iteratively Re-weighted Least Squares Algorithms
• Determining the number of factors in high-dimensional generalized latent factor models
• Structured Latent Factor Analysis for Large-scale Data: Identifiability, Estimability, and Their Implications
• Asymptotically distribution‐free methods for the analysis of covariance structures

This page was built for publication: Rotation to sparse loadings using \(L^p\) losses and related inference problems