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- W1997813212 abstract "Independent factor analysis (IFA) has recently been proposed in the signal processing literature as a way to model a set of observed variables through linear combinations of latent independent variables and a noise term. A peculiarity of the method is that it defines a probability density function for the latent variables by mixtures of Gaussians. The aim of this paper is to cast the method into a more rigorous statistical framework and to propose some developments. In the first part, we present the IFA model in its population version, address identifiability issues and draw some parallels between the IFA model and the ordinary factor analysis (FA) one. Then we show that the IFA model may be reinterpreted as an independent component analysis-based rotation of an ordinary FA solution. We also give evidence that the IFA model represents a special case of mixture of factor analysers. In the second part, we address inferential issues, also deriving the standard errors for the model parameter estimates and providing model selection criteria. Finally, we present some empirical results on real data sets." @default.
- W1997813212 created "2016-06-24" @default.
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- W1997813212 date "2010-08-01" @default.
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- W1997813212 title "The independent factor analysis approach to latent variable modelling" @default.
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- W1997813212 doi "https://doi.org/10.1080/02331880903189125" @default.
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