An alternating minimization algorithm for Factor Analysis

DOI10.14736/kyb-2019-4-0740zbMath1463.62176arXiv1806.04433OpenAlexW2991443550MaRDI QIDQ5218998

Augusto Ferrante, Mattia Zorzi, Valentina Ciccone

Publication date: 6 March 2020

Published in: Kybernetika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.04433

zbMATH Keywords

projectionsfactor analysismatrix decompositioncovariance matriceslow rank matrices

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

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• Alternating Projections on Manifolds
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• Identifiability of a Linear Relation between Variables Which Are Subject to Error

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