Heteroscedastic Factor Mixture Analysis

@inproceedings{Montanari2009HeteroscedasticFM,
  title={Heteroscedastic Factor Mixture Analysis},
  author={Angela Montanari and Cinzia Viroli},
  year={2009}
}
When data come from an unobserved heterogeneous population, common factor analysis is not appropriate to estimate the underlying constructs of interest. By replacing the traditional assumption of Gaussian distributed factors by a finite mixture of multivariate Gaussians, the unobserved heterogeneity can be modelled by latent classes. In so doing we obtain a particular factor mixture analysis with heteroscedastic components. In this paper the model is presented and a maximum likelihood… CONTINUE READING
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