Parsimonious parameterization of correlation matrices using truncated vines and factor analysis.
Eike C. BrechmannHarry JoePublished in: Comput. Stat. Data Anal. (2014)
Keyphrases
- factor analysis
- correlation analysis
- component analysis
- independent component analysis
- discriminant analysis
- cluster analysis
- matrix factorization
- correlation coefficient
- statistical tests
- automatic model selection
- correspondence analysis
- machine learning
- computer vision
- image processing
- principal component analysis