Sparse factor regression via penalized maximum likelihood estimation
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Cites work
- A penalized maximum likelihood approach to sparse factor analysis
- Bayesian estimation in unrestricted factor analysis: A treatment for Heywood cases
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Corrected proof of the result of 'A prediction error property of the Lasso estimator and its generalization' by Huang (2003)
- EM algorithms for ML factor analysis
- Factor analysis and AIC
- High-dimensional sparse factor modeling: applications in gene expression genomics
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
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- scientific article; zbMATH DE number 3562282 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 1834445 (Why is no real title available?)
- Maximum likelihood estimation of the polychoric correlation coefficient
- Nearly unbiased variable selection under minimax concave penalty
- On various causes of improper solutions in maximum likelihood factor analysis
- Pattern recognition and machine learning.
- Prediction Error Property of the Lasso Estimator and its Generalization
- Regularization and Variable Selection Via the Elastic Net
- Simultaneous analysis of Lasso and Dantzig selector
- Sparse estimation via nonconcave penalized likelihood in factor analysis model
- Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection
- Sparse principal component regression with adaptive loading
- SparseNet: coordinate descent with nonconvex penalties
- Statistical analysis of factor models of high dimension
- The Adaptive Lasso and Its Oracle Properties
- The varimax criterion for analytic rotation in factor analysis
Cited in
(16)- Estimation of an oblique structure via penalized likelihood factor analysis
- Penalized principal logistic regression for sparse sufficient dimension reduction
- Sparse exploratory factor analysis
- Sparse factor model based on trend filtering
- A likelihood-based boosting algorithm for factor analysis models with binary data
- Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case
- On the penalized maximum likelihood estimation of high-dimensional approximate factor model
- Sparse estimation via nonconcave penalized likelihood in factor analysis model
- Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression
- A penalized maximum likelihood approach to sparse factor analysis
- Penalized partially linear models using sparse representations with an application to fMRI time series
- Sparse and simple structure estimation via prenet penalization
- Estimation and visualization of heterogeneous treatment effects for multiple outcomes
- A maximum likelihood method for high-dimensional structural equation modeling
- Single- and multiple-group penalized factor analysis: a trust-region algorithm approach with integrated automatic multiple tuning parameter selection
- Generalized co-sparse factor regression
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