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arxiv: math/0507021 · v1 · submitted 2005-07-01 · 🧮 math.PR · math.ST· stat.TH

A New Efficient Algorithm for Construction of LLS Models

classification 🧮 math.PR math.STstat.TH
keywords algorithmconstructionefficientlinearmodelsabilityalgebraalgortithm
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We present a new efficient algortithm for construction of linear latent structure (LLS) models. This algorithm reduces a problem of estimation of model parameters to a sequence of problems of linear algebra, which assures a low computational complexity and ability to handle on desktop computers data that involve up to thousands of variables.

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