Sparse online principal component analysis for parameter estimation in factor model.
Guangbao GuoChunjie WeiGuoqi Q. QianPublished in: Comput. Stat. (2023)
Keyphrases
- parameter estimation
- principal component analysis
- maximum likelihood
- least squares
- markov random field
- em algorithm
- model selection
- statistical models
- model fitting
- random fields
- parameter estimation algorithm
- approximate inference
- dimensionality reduction
- parameter values
- high dimensional
- covariance matrix
- independent component analysis
- posterior distribution
- maximum likelihood estimation
- expectation maximization
- sparse representation
- face recognition
- estimation problems
- parameters estimation
- face images
- structure learning
- feature extraction
- gibbs sampling