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math.ST2019
A note on identifiability conditions in confirmatory factor analysis
William Leeb
Recently, Chen, Li and Zhang established conditions characterizing asymptotic identifiability of latent factors in confirmatory factor analysis. We give an elementary proof showing…
math.ST2019
Matrix denoising for weighted loss functions and heterogeneous signals
William Leeb
We consider the problem of estimating a low-rank matrix from a noisy observed matrix. Previous work has shown that the optimal method depends crucially on the choice of loss functi…