Chapter 8

Mixtures of Factor Analyzers

Geoffrey McLachlan

Department of Mathematics, The University of Queensland, Australia

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David Peel

Department of Mathematics, The University of Queensland, Australia

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First published: 18 September 2000
Citations: 39
Book Series:Wiley Series in Probability and Statistics

Summary

This chapter contains sections titled:

  • Introduction

  • Principal Component Analysis

  • Single‐Factor Analysis Model

  • EM Algorithm for a Single‐Factor Analyzer

  • Data Visualization in Latent Space

  • Mixtures of Factor Analyzers

  • AECM Algorithm for Fitting Mixtures of Factor Analyzers

  • Link of Factor Analysis with Probabilistic PCA

  • Mixtures of Probabilistic PCAs

  • Initialization of AECM Algorithm

  • Example 8.1: Simulated Data

  • Example 8.2: Wine Data

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