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Because the covariances of observed variables reproduced from conventional factor score predictors are generally not the same as the covariances reproduced from the common factors, it is proposed to find a factor score predictor that…

Applications · Statistics 2015-12-18 Andre Beauducel , Norbert Hilger

Principal components analysis (PCA) is a classical method for the reduction of dimensionality of data in the form of n observations (or cases) of a vector with p variables. For a simple model of factor analysis type, it is proved that…

Statistics Theory · Mathematics 2009-01-29 Iain M Johnstone , Arthur Yu Lu

The present study investigates to what degree the common variance of the factor score predictor with the original factor, i.e., the determinacy coefficient or the validity of the factor score predictor, depends on the mean-difference…

Applications · Statistics 2023-11-27 André Beauducel , Norbert Hilger

Principal Component Analysis (PCA) is a popular tool for dimensionality reduction and feature extraction in data analysis. There is a probabilistic version of PCA, known as Probabilistic PCA (PPCA). However, standard PCA and PPCA are not…

Machine Learning · Computer Science 2019-04-16 Bowen Zhao , Xi Xiao , Wanpeng Zhang , Bin Zhang , Shutao Xia

The article discusses selected problems related to both principal component analysis (PCA) and factor analysis (FA). In particular, both types of analysis were compared. A vector interpretation for both PCA and FA has also been proposed.…

Machine Learning · Computer Science 2021-10-22 Zenon Gniazdowski

In this paper we study the problem of learning from multiple modal data for purpose of document classification. In this problem, each document is composed two different modals of data, i.e., an image and a text. Cross-modal factor analysis…

Machine Learning · Computer Science 2015-08-19 Jingbin Wang , Yihua Zhou , Kanghong Duan , Jim Jing-Yan Wang , Halima Bensmail

The calculation of common factor means in structured means analysis (SMM) is considered. The SMM equations imply that the unique factors are defined as having zero means. It was shown within the one factor solution that this definition…

Applications · Statistics 2015-10-06 Andre Beauducel

Predictable Feature Analysis (PFA) (Richthofer, Wiskott, ICMLA 2015) is an algorithm that performs dimensionality reduction on high dimensional input signal. It extracts those subsignals that are most predictable according to a certain…

Machine Learning · Computer Science 2017-12-05 Stefan Richthofer , Laurenz Wiskott

Sparse principal component analysis (SPCA) has emerged as a powerful technique for modern data analysis, providing improved interpretation of low-rank structures by identifying localized spatial structures in the data and disambiguating…

Factor Analysis (FA) is a technique of fundamental importance that is widely used in classical and modern multivariate statistics, psychometrics and econometrics. In this paper, we revisit the classical rank-constrained FA problem, which…

Methodology · Statistics 2017-04-25 Dimitris Bertsimas , Martin S. Copenhaver , Rahul Mazumder

We consider the Sparse Principal Component Analysis (SPCA) problem under the well-known spiked covariance model. Recent work has shown that the SPCA problem can be reformulated as a Mixed Integer Program (MIP) and can be solved to global…

Methodology · Statistics 2026-04-06 Kayhan Behdin , Rahul Mazumder

We consider the problem of learning a linear factor model. We propose a regularized form of principal component analysis (PCA) and demonstrate through experiments with synthetic and real data the superiority of resulting estimates to those…

Machine Learning · Computer Science 2013-05-31 Yi-Hao Kao , Benjamin Van Roy

Propensity score matching is a tool for causal inference in non-randomized studies that allows for conditioning on large sets of covariates. The use of propensity scores in the social sciences is currently experiencing a tremendous…

Applications · Statistics 2012-02-01 Felix Thoemmes

Confirmatory Factor Analysis (CFA) is a particular form of factor analysis, most commonly used in social research. In confirmatory factor analysis, the researcher first develops a hypothesis about what factors they believe are underlying…

Applications · Statistics 2019-05-15 Rui Portocarrero Sarmento , Vera Costa

I develop a feasible weighted projected principal component (FPPC) analysis for factor models in which observable characteristics partially explain the latent factors. This novel method provides more efficient and accurate estimators than…

Econometrics · Economics 2022-05-23 Sung Hoon Choi

Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…

Data Structures and Algorithms · Computer Science 2021-06-07 Agniva Chowdhury , Petros Drineas , David P. Woodruff , Samson Zhou

We propose VarFA, a variational inference factor analysis framework that extends existing factor analysis models for educational data mining to efficiently output uncertainty estimation in the model's estimated factors. Such uncertainty…

Machine Learning · Statistics 2020-08-18 Zichao Wang , Yi Gu , Andrew Lan , Richard Baraniuk

Reasoning on large and complex real-world models is a computationally difficult task, yet one that is required for effective use of many AI applications. A plethora of inference algorithms have been developed that work well on specific…

Artificial Intelligence · Computer Science 2016-06-13 Avi Pfeffer , Brian Ruttenberg , William Kretschmer

In the framework of Symbolic Data Analysis (SDA), distribution-variables are a particular case of multi-valued variables: each unit is represented by a set of distributions (e.g. histograms, density functions or quantile functions), one for…

Methodology · Statistics 2018-04-20 Rosanna Verde , Antonio Irpino

We present a novel factor analysis method that can be applied to the discovery of common factors shared among trajectories in multivariate time series data. These factors satisfy a precedence-ordering property: certain factors are recruited…

Machine Learning · Statistics 2011-05-10 Arnau Tibau Puig , Alfred O. Hero