Factor Analysis and Alternating Minimization
| Authors |
|
|---|---|
| Publication date | 2007 |
| Journal | Lecture Notes in Control and Information Sciences |
| Volume | Issue number | 364 |
| Pages (from-to) | 85-96 |
| Organisations |
|
| Abstract |
abstract: In this paper we make a first attempt at understanding how to build an optimal approximate normal factor analysis model. The criterion we have chosen to evaluate the distance between different models is the I-divergence between the corresponding normal laws. The algorithm that we propose for the construction of the best approximation is of an the alternating minimization kind. |
| Document type | Article |
| Note | Proceedings title: Modeling, Estimation and Control (Festschrift in Honor of Giorgio Picci on the Occasion of his Sixty-Fifth Birthday) Publisher: Springer ISBN: 978-3-540-73569-4 Editors: A. Chiuso, S. Pinzoni, A. Ferrante |
| Published at | http://springerlink.com/content/62u82773126078t5/?p=3bcfa6b2b5ef40a79c9f8bede65c4eee&pi=7 |
| Permalink to this page | |
