Factor analysis models via I-divergence optimization
نویسندگان
چکیده
منابع مشابه
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 I-divergence between the zero mean normal laws with covariances [Formula: see text] and [Formula: ...
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ژورنال
عنوان ژورنال: Psychometrika
سال: 2015
ISSN: 0033-3123,1860-0980
DOI: 10.1007/s11336-015-9486-5