Data-fusion using factor analysis and low-rank matrix completion
利用因子分析与低秩矩阵补全进行数据融合
Data-fusion involves the integration of multiple related datasets. The statistical file-matching problem is a canonical data-fusion problem in multivariate analysis, where the objective is to characterise the joint distribution of a set of variables when only strict subsets of marginal distributions have been observed. Estimation of the covariance matrix of the full set of variables is challenging given the missing-data pattern. Factor analysis models use lower-dimensional…