Inferring Covariance Structure from Multiple Data Sources via Subspace Factor Analysis
通过子空间因子分析推断多来源数据的协方差结构
Factor analysis provides a canonical framework for imposing lower-dimensional structure such as sparse covariance in high-dimensional data. High-dimensional data on the same set of variables are often collected under different conditions, for instance in reproducing studies across research groups. In such cases, it is natural to seek to learn the shared versus condition-specific structure. Existing hierarchical extensions of factor analysis have been proposed, but face…