On the penalized maximum likelihood estimation of high-dimensional approximate factor model.
Shaoxin WangHu YangChaoli YaoPublished in: Comput. Stat. (2019)
Keyphrases
- maximum likelihood estimation
- maximum likelihood
- high dimensional
- parameter estimation
- variable selection
- em algorithm
- expectation maximization
- mixture of gaussians
- multivariate gaussian
- dimensionality reduction
- probability distribution
- low dimensional
- nearest neighbor
- least squares
- probability density
- feature space
- similarity search
- gaussian distribution
- high dimensional data
- boltzmann machine
- model selection
- computer vision
- loss function
- parameter space
- higher order
- data points