A New Efficient Algorithm for Construction of LLS Models
概率论
2007-06-13 v1 统计理论
统计理论
摘要
We present a new efficient algortithm for construction of linear latent structure (LLS) models. This algorithm reduces a problem of estimation of model parameters to a sequence of problems of linear algebra, which assures a low computational complexity and ability to handle on desktop computers data that involve up to thousands of variables.
引用
@article{arxiv.math/0507021,
title = {A New Efficient Algorithm for Construction of LLS Models},
author = {Mikhail Kovtun and Igor Akushevich and Kenneth G. Manton and H. Dennis Tolley},
journal= {arXiv preprint arXiv:math/0507021},
year = {2007}
}
备注
8 pages