Question: Factor analysis can be viewed as an infinite mixture model in Q12.5, where the factor z is considered to be the continuous mixture index, and
Factor analysis can be viewed as an infinite mixture model in Q12.5, where the factor z is considered to be the continuous mixture index, and p¹zº and p¹xjzº are viewed as mixture weights and component models, respectively. Extend the EM algorithm for infinite mixture models in Q12.5 to derive another MLE method for factor analysis.
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