Multi-Channel Factor Analysis With Common and Unique Factors

Volume: 68, Pages: 113 - 126
Published: Jan 1, 2020
Abstract
This work presents a generalization of classical factor analysis (FA). Each of null null Mnull null channels carries measurements that share factors with all other channels, but also contains factors that are unique to the channel. Furthermore, each channel carries an additive noise whose covariance is diagonal, as is usual in factor analysis, but is otherwise unknown. This leads to a problem of multi-channel factor analysis with a specially...
Paper Details
Title
Multi-Channel Factor Analysis With Common and Unique Factors
Published Date
Jan 1, 2020
Volume
68
Pages
113 - 126
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