Hidden factor estimation in Dynamic Generalized Factor Analysis models.
Giorgio PicciLucia FalconiAugusto FerranteMattia ZorziPublished in: Autom. (2023)
Keyphrases
- factor analysis
- latent factors
- automatic model selection
- component analysis
- discriminant analysis
- cluster analysis
- independent component analysis
- multiple regression
- statistical tests
- matrix factorization
- classification and regression trees
- statistical model
- information criterion
- computer vision
- neural network
- parameter estimation
- feature extraction
- correspondence analysis