Computation of the maximum likelihood estimator in low-rank factor analysis.
Koulik KhamaruRahul MazumderPublished in: Math. Program. (2019)
Keyphrases
- factor analysis
- low rank
- matrix factorization
- maximum likelihood estimator
- collaborative filtering
- missing data
- recommender systems
- linear combination
- convex optimization
- independent component analysis
- nonnegative matrix factorization
- singular value decomposition
- discriminant analysis
- maximum likelihood
- semi supervised
- high dimensional data
- high order
- least squares
- missing values
- statistical tests
- support vector