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Dokumenttyp:
Zeitschriftenaufsatz 
Autor(en):
Drton, Mathias; Sturmfels, Bernd; Sullivant, Seth 
Titel:
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...    »
 
Stichworte:
Covariance Matrix, Pentad, Model Invariant, Diagonal Entry, Hide Variable 
Dewey Dezimalklassifikation:
510 Mathematik 
Zeitschriftentitel:
Probability Theory and Related Fields 
Jahr:
2006 
Band / Volume:
138 
Jahr / Monat:
2007-07 
Quartal:
3. Quartal 
Monat:
Jul 
Heft / Issue:
3-4 
Seitenangaben Beitrag:
463-493 
Verlag / Institution:
Springer Science and Business Media LLC 
E-ISSN:
0178-80511432-2064 
Publikationsdatum:
15.11.2006 
Format:
Text