论文标题
连续和二进制随机变量混合的因子分析
Factor analysis for a mixture of continuous and binary random variables
论文作者
论文摘要
我们提出了一个多元概率分布，该分布模拟了二进制变量和连续变量之间的线性相关性。所提出的分布是先前开发的多元二元分布的自然扩展。作为拟议分布的应用，我们为连续变量和二进制变量的混合物开发了一个因子分析。我们还讨论与因子分析相关的不当解决方案。作为避免解决方案不当的处方，我们提出了一个约束，即要素加载矩阵的每个行矢量都具有相同的规范。我们通过分析真实数据集在数值上验证了提出的因素分析和规范约束处方。
We propose a multivariate probability distribution that models a linear correlation between binary and continuous variables. The proposed distribution is a natural extension of the previously developed multivariate binary distribution. As an application of the proposed distribution, we develop a factor analysis for a mixture of continuous and binary variables. We also discuss improper solutions associated with factor analysis. As a prescription to avoid improper solutions, we propose a constraint that each row vector of factor loading matrix has the same norm. We numerically validated the proposed factor analysis and norm constraint prescription by analyzing real datasets.
