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Document type:
Zeitschriftenaufsatz 
Author(s):
Drton, Mathias; Sturmfels, Bernd; Sullivant, Seth 
Title:
Algebraic factor analysis: tetrads, pentads and beyond 
Abstract:
Factor analysis refers to a statistical model in which observed variables are conditionally independent given fewer hidden variables, known as factors, and all the random variables follow a multivariate normal distribution. The parameter space of a factor analysis model is a subset of the cone of positive definite matrices. This parameter space is studied from the perspective of computational algebraic geometry. Gröbner bases and resultants are applied to compute the ideal of all polynomial fun...    »
 
Keywords:
Covariance Matrix, Pentad, Model Invariant, Diagonal Entry, Hide Variable 
Dewey Decimal Classification:
510 Mathematik 
Journal title:
Probability Theory and Related Fields 
Year:
2006 
Journal volume:
138 
Year / month:
2007-07 
Quarter:
3. Quartal 
Month:
Jul 
Journal issue:
3-4 
Pages contribution:
463-493 
Publisher:
Springer Science and Business Media LLC 
E-ISSN:
0178-80511432-2064 
Date of publication:
15.11.2006 
Format:
Text