Structured prior distributions for the covariance matrix in latent factor models.
Sarah E. HeapsIan H. JermynPublished in: Stat. Comput. (2024)
Keyphrases
- covariance matrix
- latent factor models
- covariance matrices
- principal component analysis
- sample size
- collaborative filtering
- matrix factorization
- eigenvalues and eigenvectors
- objective function
- recommender systems
- geometrical interpretation
- feature selection
- correlation matrix
- topic models
- multivariate gaussian
- clustering algorithm
- computer vision
- semi supervised
- high dimensional
- lower bound