Sparse and simple structure estimation via prenet penalization
From MaRDI portal
Publication:6198871
DOI10.1007/s11336-022-09868-4arXiv1607.01145OpenAlexW4281384123MaRDI QIDQ6198871
Publication date: 21 March 2024
Published in: Psychometrika (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1607.01145
multivariate analysissparse estimationpenalized maximum likelihood estimationperfect simple structurequartimin rotation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nearly unbiased variable selection under minimax concave penalty
- The Adaptive Lasso and Its Oracle Properties
- Sparse estimation via nonconcave penalized likelihood in factor analysis model
- A mathematical introduction to compressive sensing
- A penalized maximum likelihood approach to sparse factor analysis
- Statistics for high-dimensional data. Methods, theory and applications.
- The varimax criterion for analytic rotation in factor analysis
- Estimation of the mean of a multivariate normal distribution
- A Bayesian approach to confirmatory factor analysis
- An index of factorial simplicity
- Estimation of an oblique structure via penalized likelihood factor analysis
- Sparse exploratory factor analysis
- A penalized likelihood method for structural equation modeling
- Simplimax: Oblique rotation to an optimal target with simple structure
- From simple structure to sparse components: a review
- Orthomax rotation and perfect simple structure
- Rotation to simple loadings using component loss functions: the orthogonal case
- Rotation to simple loadings using component loss functions: the oblique case
- Profile likelihood biclustering
- On the ``degrees of freedom of the lasso
- An analytical solution for approximating simple structure in factor analysis
- SparseNet: Coordinate Descent With Nonconvex Penalties
- Probabilistic Principal Component Analysis
- A penalized likelihood method for multi‐group structural equation modelling
- A cluster‐based factor rotation
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Regularization and Variable Selection Via the Elastic Net
- Expandable factor analysis
This page was built for publication: Sparse and simple structure estimation via prenet penalization