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Choosing the number of factors in independent factor analysis model
ID Viroli, Cinzia (Avtor)

URLURL - Predstavitvena datoteka, za dostop obiščite http://mrvar.fdv.uni-lj.si/pub/mz/mz2.1/viroli.pdf Povezava se odpre v novem oknu

Izvleček
Independent Factor Analysis (IFA) has recently been proposed in the signal processing literature as a way to model a set of observed variables through linear combinations of hidden independent ones plus a noise term. Despite the peculiarity of its origin the method can be framed within the latent variable model domain and some parallels with the ordinary Factor Analysis can be drawn. If no prior information on the latent structure is available a relevantissue concerns the correct specification of the model. In this work some methods to detect the number of significant latent variables are investigated. Moreover, since the method defines a probability density function for the latent variables by mixtures of gaussians, the correct numberof mixture components must also be determined. This issue will be treated according to two main approaches. The first one amounts to carry out alikelihood ratio test. The other one is based on a penalized form of the likelihood, that leads to the so called information criteria. Some simulationsand empirical results on real data sets are finally presented.

Jezik:Angleški jezik
Vrsta gradiva:Delo ni kategorizirano
Tipologija:1.01 - Izvirni znanstveni članek
Organizacija:FDV - Fakulteta za družbene vede
Leto izida:2005
Št. strani:Str. 219-229
Številčenje:Vol. 2, no. 2
PID:20.500.12556/RUL-22453 Povezava se odpre v novem oknu
UDK:303
ISSN pri članku:1854-0023
COBISS.SI-ID:24315485 Povezava se odpre v novem oknu
Datum objave v RUL:11.07.2014
Število ogledov:598
Število prenosov:95
Metapodatki:XML DC-XML DC-RDF
:
VIROLI, Cinzia, 2005, Choosing the number of factors in independent factor analysis model. Advances in methodology and statistics [na spletu]. 2005. Vol. 2, no. 2, p. 219–229. [Dostopano 12 julij 2025]. Pridobljeno s: http://mrvar.fdv.uni-lj.si/pub/mz/mz2.1/viroli.pdf
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Gradivo je del revije

Naslov:Advances in methodology and statistics
Skrajšan naslov:Metodol. zv.
Založnik:Fakulteta za družbene vede
ISSN:1854-0023
COBISS.SI-ID:215795712 Povezava se odpre v novem oknu

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