Certifiably Optimal Low Rank Factor Analysis
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Publication:5361290
zbMath1437.62216arXiv1604.06837MaRDI QIDQ5361290
Martin S. Copenhaver, Rahul Mazumder, Dimitris J. Bertsimas
Publication date: 27 September 2017
Full work available at URL: https://arxiv.org/abs/1604.06837
global optimizationnonlinear optimizationsemidefinite optimizationfactor analysisdiscrete optimizationrank minimizationfirs-order methods
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Statistical aspects of big data and data science (62R07)
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