2 papers
math.OC2025
A Newton Interior-Point Method for Factor Analysis
Linyang Wang, Wanquan Liu, Bin Zhu
Factor Analysis is an effective way of dimensionality reduction achieved by revealing the low-rank plus sparse structure of the data covariance matrix. The corresponding model iden…
math.OC2024
factor analysis
Linyang Wang, Wanquan Liu, Bin Zhu
Factor Analysis is about finding a low-rank plus sparse additive decomposition from a noisy estimate of the signal covariance matrix. In order to get such a decomposition, we formu…