Tuto06_csc5150 - (1/2 It describe the correlations … Properties – matrix decomposition(1/2 Properties the statistical meaning of loading matrix

Info iconThis preview shows pages 1–21. Sign up to view the full content.

View Full Document Right Arrow Icon
CSC5150 Learning Theory and Computational Finance Tutorial 06 By Tu Shikui Oct. 24, 2007
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Outline History Psychology Factor Analysis model General FA Orthogonal FA Parameter estimation Method by PCA Method by Maximum Likelihood
Background image of page 2
A brief history … Firstly used in the field of psychology Charles Spearman a two -factor theory of intelligence Raymond Cattell a multi -factor theory to explain intelligence Modern Factor Analysis Many applications: machine learning , signal processing, …
Background image of page 3

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Outline History Psychology Factor Analysis model General FA Orthogonal FA Parameter estimation Method by PCA Method by Maximum Likelihood
Background image of page 4
Factor Analysis (FA) model -- general introduction (1/2) The specific factor that can’t be explained by Y.
Background image of page 5

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Factor Analysis (FA) model -- general introduction (1/2)
Background image of page 6
A example of
Background image of page 7

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Orthogonal FA model (1/2)
Background image of page 8
Orthogonal FA model (2/2)
Background image of page 9

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Properties – matrix decomposition
Background image of page 10
Background image of page 11

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Background image of page 12
Background image of page 13

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Background image of page 14
Background image of page 15

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Background image of page 16
Background image of page 17

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Background image of page 18
Background image of page 19

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Background image of page 20
Background image of page 21
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: (1/2) It describe the correlations … Properties – matrix decomposition (1/2) Properties -- the statistical meaning of loading matrix Properties -- the statistical meaning of community (1/2) specific variance Properties -- the statistical meaning of community (2/2) Properties -- the statistical meaning of Yi’s contributed variance Properties -- the statistical meaning of Yi’s contributed variance Outline History Psychology Charles Spearman & Raymond Cattell Factor Analysis model General FA Orthogonal FA Parameter estimation Method by PCA Method by Maximum Likelihood Parameter estimation-- method by PCA (1/2) Target: When the last p-m eigenvalues are small… Parameter estimation-- method by PCA (1/2) Parameter estimation-- method by Maximum Likelihood Please refer to “ Matrix cook book ” for matrix derivatives … End of this Tutorial! Thank you!...
View Full Document

This note was uploaded on 10/13/2009 for the course CS 5150 taught by Professor Xulei during the Spring '09 term at University of Central Arkansas.

Page1 / 21

Tuto06_csc5150 - (1/2 It describe the correlations … Properties – matrix decomposition(1/2 Properties the statistical meaning of loading matrix

This preview shows document pages 1 - 21. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online