Ontology highlight
ABSTRACT:
SUBMITTER: Yoshida R
PROVIDER: S-EPMC2947451 | biostudies-literature | 2010 May
REPOSITORIES: biostudies-literature
Journal of machine learning research : JMLR 20100501
We describe a class of sparse latent factor models, called graphical factor models (GFMs), and relevant sparse learning algorithms for posterior mode estimation. Linear, Gaussian GFMs have sparse, orthogonal factor loadings matrices, that, in addition to sparsity of the implied covariance matrices, also induce conditional independence structures via zeros in the implied precision matrices. We describe the models and their use for robust estimation of sparse latent factor structure and data/signa ...[more]