Interpreting latent variables in factor models via convex optimization
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Publication:681494
DOI10.1007/s10107-017-1187-7zbMath1390.90544arXiv1601.00389OpenAlexW2230024081MaRDI QIDQ681494
Venkat Chandrasekaran, Armeen Taeb
Publication date: 12 February 2018
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.00389
semidefinite programmingfactor analysiscanonical correlations analysislog-determinant optimizationminimum-trace factor analysisnuclear-norm relaxation
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