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Modeling Complex Systems by Generalized Factor Analysis

https://doi.org/10.1109/tac.2014.2357913
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Stationary Random Processes
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Matrix Perturbation Theory
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On the Rank of the Reduced Correlational Matrix in Multiple-Factor Analysis
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The Rank of Reduced Dispersion Matrices
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Exchangeability and related topics
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Flocks and Formations
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Parametrization of factor analysis models
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Matrix perturbation theory
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Identifiability and Modeling in Econometrics† †The research reported here was supported in part under US Air Force Grant AFSOR 76-3034(D) and US Army Research Grant DAA 29-77-G-0225 through the Center for Mathematical System Theory, University of Florida, Gainesville, FL 32611, USA.,‡ ‡This work…
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Distributed average consensus with least-mean-square deviation
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Nonstationary dynamic factor analysis
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A fully symmetric nonlinear biorthogonal decomposition theory for random fields
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Identifiability and problems of model selection in econometrics
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THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY
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I.—On a Problem concerning Matrices with Variable Diagonal Elements
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Dynamic Textures
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Identifying a Simplifying Structure in Time Series
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The Foundations of Factor Analysis
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Testing the covariance structure of multivariate random fields
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Dynamic Factor-Analysis Models for Stationary Processes
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Novel Type of Phase Transition in a System of Self-Driven Particles
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Generalized linear dynamic factor models - a structure theory
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Some identification techniques in computer vision
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A note on generalized factor analysis models
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Sparse factor analysis via likelihood and ℓ1-regularization
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Consensus and Cooperation in Networked Multi-Agent Systems
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Randomized consensus algorithms over large scale networks
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Coordination of groups of mobile autonomous agents using nearest neighbor rules
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Flocking for Multi-Agent Dynamic Systems: Algorithms and Theory
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Emergent Behavior in Flocks
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Flocking in Fixed and Switching Networks
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Consensus Over Ergodic Stationary Graph Processes
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Stationary Random Fields in Space and Time With Rational Spectral Densities
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Classification and Recognition of Dynamical Models: The Role of Phase, Independent Components, Kernels and Optimal Transport
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Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
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On The Peña–Box Model
inferredcites →https://doi.org/10.1134/s0081543810010050openalex-snapshot
On the control of a flock by a leader
inferredcites →https://doi.org/10.1137/060673254openalex-snapshot
Cucker–Smale Flocking under Hierarchical Leadership
inferredcites →https://doi.org/10.1137/090761793openalex-snapshot
Rank-Sparsity Incoherence for Matrix Decomposition
inferredcites →https://doi.org/10.1137/120872516openalex-snapshot
Diagonal and Low-Rank Matrix Decompositions, Correlation Matrices, and Ellipsoid Fitting
inferredcites →https://doi.org/10.1137/130921179openalex-snapshot
Linear Models Based on Noisy Data and the Frisch Scheme
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Flocks, herds and schools: A distributed behavioral model
inferredcites →https://doi.org/10.1162/003465300559037openalex-snapshot
The Generalized Dynamic-Factor Model: Identification and Estimation
inferredcites →https://doi.org/10.1186/1471-2105-8-61openalex-snapshot
Factor analysis for gene regulatory networks and transcription factor activity profiles
inferredcites →https://doi.org/10.1371/journal.pone.0022479openalex-snapshot
Some Causes of the Variable Shape of Flocks of Birds
inferredcites →https://doi.org/10.1515/crll.1961.208.102openalex-snapshot
Shifts on Hilbert spaces.
inferredcites →https://doi.org/10.2307/1267124openalex-snapshot
Stationary Random Processes
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Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
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Funds, Factors, and Diversification in Arbitrage Pricing Models
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Factor Analysis as a Statistical Method.
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On the Spectra of Toeplitz's Matrices
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The Spectra of Toeplitz's Matrices
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Factor Analysis as a Statistical Method.
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Modeling random flocks through Generalized Factor Analysis
inferredcites →https://doi.org/10.3166/ejc.16.211-224openalex-snapshot
Generalized Linear Dynamic Factor Models: An Approach via Singular Autoregressions
inferredcites →https://doi.org/10.3386/w0996openalex-snapshot
Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
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What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Insurgency and Small Wars: Estimation of Unobserved Coalition Structures
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Hidden factor estimation in Dynamic Generalized Factor Analysis models
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Identification of low rank vector processes
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High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research
inferred← citeshttps://doi.org/10.1109/cdc.2017.8264253openalex-snapshot
Factor analysis with finite data
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Learning AR factor models
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ℓ0 Factor Analysis
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A Newton Interior-Point Method for ℓ 0 Factor Analysis
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ADMM for $\ell_{0}$ Factor Analysis
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AR Identification of Latent-Variable Graphical Models
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Factor Models With Real Data: A Robust Estimation of the Number of Factors
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A Robust Approach to ARMA Factor Modeling
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Modeling of Low Rank Time Series
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$\ell _{0}$ Factor Analysis: A P-Stationary Point Theory
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Bayesian Learning of Relational Graphs in Semiparametric High-Dimensional Time Series
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An alternating minimization algorithm for Factor Analysis
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Analysis and identification of complex stochastic systems admitting a flocking structure
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Insurgency and Small Wars: Estimation of Unobserved Coalition Structures
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Approximation of stationary processes and Toeplitz Spectra
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