Skip to Main content Skip to Navigation
Preprints, Working Papers, ...

Estimating Multivariate Latent-Structure Models

Abstract : A constructive proof of identification of multilinear decompositions of multiway arrays is presented. It can be applied to show identification in a variety of multivariate latent structures. Examples are finite-mixture models and hidden Markov models. The key step to show identification is the joint diagonalization of a set of matrices in the same non-orthogonal basis. An estimator of the latent-structure model may then be based on a sample version of this simultaneous-diagonalization problem. Simple algorithms are available for computation. Asymptotic theory is derived for this joint approximate-diagonalization estimator.
Document type :
Preprints, Working Papers, ...
Complete list of metadata

Cited literature [48 references]  Display  Hide  Download

https://hal-sciencespo.archives-ouvertes.fr/hal-01097135
Contributor : Spire Sciences Po Institutional Repository Connect in order to contact the contributor
Submitted on : Thursday, August 20, 2015 - 1:33:59 PM
Last modification on : Monday, March 21, 2022 - 2:47:48 PM
Long-term archiving on: : Wednesday, April 26, 2017 - 9:55:21 AM

File

2014-18.pdf
Files produced by the author(s)

Licence


Distributed under a Creative Commons Attribution - NoDerivatives 4.0 International License

Identifiers

Citation

Stéphane Bonhomme, Koen Jochmans, Jean-Marc Robin. Estimating Multivariate Latent-Structure Models. 2014. ⟨hal-01097135v2⟩

Share

Metrics

Record views

160

Files downloads

276