V. Guerrero Lozano, E. Carrizosa, D. Romero Morales, A. Satorra Brucart
A natural approach to interpret the latent variables arising in Factor Analysis, called factors, consists of measuring explanatory variables over the same samples and assign (groups of) them to the factors. In this paper, we propose an optimization-based procedure to obtain the best assignment of the explanatory variables to a transformation of the factors, either including some information provided by the user based on his/her expertise or not. This assignment is guided by a novel criterion assessing the quality of the interpretation of the factors. Our experimental results demonstrate the usefulness of the methodology proposed.
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Programado
Sesión 2 Premio Ramiro Melendreras
29 de mayo de 2018 17:00
Sala Cristal
