Interpreting latent variables in factor models via convex optimization

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

zbMATH Keywords

semidefinite programmingfactor analysiscanonical correlations analysislog-determinant optimizationminimum-trace factor analysisnuclear-norm relaxation

Mathematics Subject Classification ID

Related Items (1)

On clustering and interpreting with rules by means of mathematical optimization

Uses Software

• SDPT3

Cites Work

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