A cross-validation-based choice of the response residual variance can push joint factor models to learn factors that predict the response, with small empirical gains.
Decoupling shrinkage and selection in Gaussian linear factor analysis
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.ME 1years
2025 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Targeted empirical Bayes for more supervised joint factor analysis
A cross-validation-based choice of the response residual variance can push joint factor models to learn factors that predict the response, with small empirical gains.