2021
DOI: 10.1016/j.csda.2020.107162
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A flexible factor analysis based on the class of mean-mixture of normal distributions

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Cited by 5 publications
(4 citation statements)
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References 33 publications
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“…The classical factor analysis is suitable for multivariate data when the dimension of sampling is high; in other words, this technique is applicable for dimensionality reduction, further than for data normalization. A main limitation of this approach may be the size of the multivariate data: in most cases, it is assumed that data of interest are high-dimensional, with a normality property of the factors [ 51 ]. It may then become problematic to estimate a covariance matrix when the multivariate data of interest are low-dimensional with a non-Gaussian distribution.…”
Section: Proposed Multi-level Machine Learning Methodsmentioning
confidence: 99%
See 1 more Smart Citation
“…The classical factor analysis is suitable for multivariate data when the dimension of sampling is high; in other words, this technique is applicable for dimensionality reduction, further than for data normalization. A main limitation of this approach may be the size of the multivariate data: in most cases, it is assumed that data of interest are high-dimensional, with a normality property of the factors [ 51 ]. It may then become problematic to estimate a covariance matrix when the multivariate data of interest are low-dimensional with a non-Gaussian distribution.…”
Section: Proposed Multi-level Machine Learning Methodsmentioning
confidence: 99%
“…In probability theory, MCMC is a computer-driven sampling method that allows the characterization of a probability distribution model by randomly sampling values out of the distribution of interest, without a thorough knowledge of its mathematical properties [ 51 ]. The term “Monte Carlo” refers to the practice of estimating the properties of a distribution by examining random samples obtained from the distribution of interest.…”
Section: Proposed Multi-level Machine Learning Methodsmentioning
confidence: 99%
“…The augmented data samples are applied to visualize the EOV. In probability theory, MCMC is a computer-driven sampling method that allows one to characterize a probability distribution model by randomly sampling values out of the distribution of interest without any entire knowledge about its mathematical properties [41]. The term "Monte Carlo" is the practice of estimating the properties of a distribution by examining random samples from the distribution of interest.…”
Section: Data Augmentation By Mcmcmentioning
confidence: 99%
“…In statistics and the theory of probability, MCMC is a statistical technique for sampling data points by characterizing a probability distribution function. This technique simulates random data samples without any knowledge about its mathematical characteristics [32]. The word "Monte Carlo" makes sense of estimating the properties of a distribution function based on the examination of random data points.…”
Section: Data Augmentation By Markov Chain Monte Carlomentioning
confidence: 99%