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Sparse and Simple Structure Estimation via Prenet Penalization
We propose a prenet (product-based elastic net), a novel penalization method for factor analysis models. The penalty is based on the product of a pair of elements in each row of the loading matrix. The prenet not only shrinks some of the factor loadings toward exactly zero but also enhances the simp...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10656346/ https://www.ncbi.nlm.nih.gov/pubmed/35606611 http://dx.doi.org/10.1007/s11336-022-09868-4 |