Sparse exploratory factor analysis

Fontanella, Sara; Trendafilov, Nickolay and Adachi, Kohei (2014). Sparse exploratory factor analysis. In: Proceedings of COMPSTAT 2014: 21st International Conference on Computational Statistics, pp. 281–288.

URL: http://compstat2014.org/auxil/Proceedings-COMPSTAT...

Abstract

Sparse principal component analysis is a very active research area in the last decade. In the same time, there are very few works on sparse factor analysis. We propose a new contribution to the area by exploring a procedure for sparse factor analysis where the unknown parameters are found simultaneously.

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