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Related papers: Multiple factor analysis of distributional data

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In the past few years, there have been a number of proposals for generalizing the factor analysis (FA) model and its mixture version (known as mixtures of factor analyzers (MFA)) using non-normal and asymmetric distributions. These models…

Methodology · Statistics 2018-11-21 Sharon X. Lee , Geoffrey J. McLachlan

We propose a novel classification model for weak signal data, building upon a recent model for Bayesian multi-view learning, Group Factor Analysis (GFA). Instead of assuming all data to come from a single GFA model, we allow latent…

Machine Learning · Statistics 2016-06-08 Sami Remes , Tommi Mononen , Samuel Kaski

This paper proposes a data-adaptive factor model (DAFM), a novel framework for extracting common factors that explain the structures of high-dimensional data. DAFM adopts a composite quantile strategy to adaptively capture the full…

Methodology · Statistics 2025-10-02 Seeun Park , Hee-Seok Oh

Factor models are widely used across diverse areas of application for purposes that include dimensionality reduction, covariance estimation, and feature engineering. Traditional factor models can be seen as an instance of linear embedding…

Methodology · Statistics 2020-08-13 Xingchen Yu , Abel Rodriguez

Factor analysis is a statistical technique that explains correlations among observed random variables with the help of a smaller number of unobserved factors. In traditional full factor analysis, each observed variable is influenced by…

Statistics Theory · Mathematics 2024-12-09 Mathias Drton , Alexandros Grosdos , Irem Portakal , Nils Sturma

Factor analysis has been extensively used to reveal the dependence structures among multivariate variables, offering valuable insight in various fields. However, it cannot incorporate the spatial heterogeneity that is typically present in…

Methodology · Statistics 2024-11-14 Yanxiu Jin , Tomoya Wakayama , Renhe Jiang , Shonosuke Sugasawa

Factor analysis for high-dimensional data is a canonical problem in statistics and has a wide range of applications. However, there is currently no factor model tailored to effectively analyze high-dimensional count responses with…

Methodology · Statistics 2024-08-21 Wei Liu , Qingzhi Zhong

Purpose: Factor analysis (FA) has become part and parcel in metabolic syndrome (MBS) research. Both exploration- and confirmation-driven factor analyzes are rampant. However, factor analytic results on MBS differ widely. A situation that is…

Applications · Statistics 2016-09-09 Carel F. W. Peeters , James Dziura , Floryt van Wesel

In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…

Computation · Statistics 2012-09-04 Efthymios G. Tsionas

This paper develops a novel hybrid approach for estimating the mixture model of $t$-factor analyzers (MtFA) that employs multivariate $t$-distribution and factor model to cluster and characterize grouped data. The traditional estimation…

Methodology · Statistics 2025-08-06 Kazeem Kareem , Fan Dai

Motivation: Modelling methods that find structure in data are necessary with the current large volumes of genomic data, and there have been various efforts to find subsets of genes exhibiting consistent patterns over subsets of treatments.…

Machine Learning · Computer Science 2016-09-15 Kerstin Bunte , Eemeli Leppäaho , Inka Saarinen , Samuel Kaski

Factor analysis refers to a statistical model in which observed variables are conditionally independent given fewer hidden variables, known as factors, and all the random variables follow a multivariate normal distribution. The parameter…

Statistics Theory · Mathematics 2010-03-04 Mathias Drton , Bernd Sturmfels , Seth Sullivant

By adhering to the dictum, "No causation without manipulation (treatment, intervention)", cause and effect data analysis represents changes in observed data in terms of changes in the causal factors. When causal factors are not amenable for…

Computer Vision and Pattern Recognition · Computer Science 2024-12-25 M. Alex O. Vasilescu , Eric Kim , Xiao S. Zeng

We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Jan W. Kantelhardt , Stephan A. Zschiegner , Eva Koscielny-Bunde , Armin Bunde , Shlomo Havlin , H. Eugene Stanley

We introduce principal differences analysis (PDA) for analyzing differences between high-dimensional distributions. The method operates by finding the projection that maximizes the Wasserstein divergence between the resulting univariate…

Machine Learning · Statistics 2017-05-03 Jonas Mueller , Tommi Jaakkola

Assessing variability according to distinct factors in data is a fundamental technique of statistics. The method commonly regarded to as analysis of variance (ANOVA) is, however, typically confined to the case where all levels of a factor…

Methodology · Statistics 2013-03-15 Steven Geinitz , Reinhard Furrer

Mixture of factor analyzer (MFA) model is an efficient model for the analysis of high dimensional data through which the factor-analyzer technique based on the covariance matrices reducing the number of free parameters. The model also…

Methodology · Statistics 2022-12-05 Hamid Reza Safaeyan , Karim Zare , Mohamad R. Mahmoudi , Amir Mosavi

With the advance of modern technology, more and more data are being recorded continuously during a time interval or intermittently at several discrete time points. They are both examples of "functional data", which have become a prevailing…

Methodology · Statistics 2015-07-21 Jane-Ling Wang , Jeng-Min Chiou , Hans-Georg Mueller

A multimodal system with Poisson, Gaussian, and multinomial observations is considered. A generative graphical model that combines multiple modalities through common factor loadings is proposed. In this model, latent factors are like…

Applications · Statistics 2015-08-04 Yasin Yilmaz , Alfred O. Hero

A common approach to analyze a covariate-sample count matrix, an element of which represents how many times a covariate appears in a sample, is to factorize it under the Poisson likelihood. We show its limitation in capturing the tendency…

Methodology · Statistics 2017-10-06 Mingyuan Zhou