Factor analysis provides a canonical framework for imposing lower-dimensional structure such as sparse covariance in high-dimensional data. High-dimensional data on the same set of variables are of...

中文翻译：

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通过子空间因子分析从多个数据源推断协方差结构


因子分析为在高维数据中施加低维结构（如稀疏协方差）提供了一个规范框架。同一组变量的高维数据是......