Konstantin Siroki and Korbinian Strimmer’s contribution to the Discussion of ‘Vintage factor analysis with varimax performs statistical inference’ by Rohe and Zeng
We congratulate Rohe and Zeng on their interesting paper and would like to share two comments and propose one question for their consideration. First, it is impressive to see the large variety of models addressed by the ‘vintage sparse PCA’ (vsp) framework, ranging from traditional factor models to explainable and sparse PCA but also including topic models and stochastic block models. In our view, the demonstration of the broad applicability of the ‘compress and rotate’…