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Factor analysis models via I-divergence optimization
Given a positive definite covariance matrix [Formula: see text] of dimension n, we approximate it with a covariance of the form [Formula: see text] , where H has a prescribed number [Formula: see text] of columns and [Formula: see text] is diagonal. The quality of the approximation is gauged by the...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2015
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4978782/ https://www.ncbi.nlm.nih.gov/pubmed/26608962 http://dx.doi.org/10.1007/s11336-015-9486-5 |