On maximum likelihood estimation in factor analysis - An algebraic derivation.
Petre StoicaMagnus JanssonPublished in: Signal Process. (2009)
Keyphrases
- maximum likelihood estimation
- factor analysis
- independent component analysis
- maximum likelihood
- em algorithm
- discriminant analysis
- parameter estimation
- cluster analysis
- matrix factorization
- probability distribution
- expectation maximization
- correspondence analysis
- density function
- statistical tests
- automatic model selection
- recommender systems
- pairwise