Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis

Cites Work

Minimum rank and minimum trace of covariance matrices

Cited In (38)

Generic global identification in factor analysis
Asymptotic behaviors of semidefinite programming with a covariance perturbation
Identification and estimation of dynamic errors-in-variables models
Sequences with minimal time-frequency uncertainty
Typical ranks in symmetric matrix completion
A measure of independence for a multivariate normal distribution and some connections with factor analysis
The rank of reduced dispersion matrices
Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification
Rank regularized estimation of approximate factor models
Adaptive estimation in structured factor models with applications to overlapping clustering
Retrieving the correlation matrix from a truncated PCA solution: the inverse principal component problem
Identification of a linear system from inexact data: A three-variable example
On the unsolvability of inverse eigenvalues problems almost everywhere
Convergence of estimates of unique variances in factor analysis, based on the inverse sample covariance matrix
Alpha, dimension-free, and model-based internal consistency reliability
The prejudices of least squares, principal components and common factors schemes
Statistical inference of minimum rank factor analysis
Linear models based on noisy data and the Frisch scheme
Computational methods for solving nonconvex block-separable constrained quadratic problems
Improved semidefinite approximation bounds for nonconvex nonhomogeneous quadratic optimization with ellipsoid constraints
Asymptotic normality of test statistics under alternative hypotheses
Low-rank plus diagonal approximations for Riccati-like matrix differential equations
Identifiability of factor analysis: Some results and open problems
Linear Programming on the Stiefel Manifold
Clustering subgaussian mixtures by semidefinite programming
Moment inequalities for sums of random matrices and their applications in optimization
The greatest lower bound to the reliability of a test and the hypothesis of unidimensionality
Duality and robust duality for special nonconvex homogeneous quadratic programming under certainty and uncertainty environment
Statistical inference of semidefinite programming
An alternating minimization algorithm for factor analysis.
A numerical approach to the approximate and the exact minimum rank of a covariance matrix
Statistical inference of semidefinite programming with multiple parameters
Quantile lower bounds to reliability based on locally optimal splits
The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability
Identification of static errors-in-variables models: The rank reducibility problem
An upper bound on the number of linear relations identified from noisy data by the Frisch scheme
Interpreting latent variables in factor models via convex optimization
Tightness of the maximum likelihood semidefinite relaxation for angular synchronization

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