对对随机近似用于对类数据进行确认因素分析
Giuseppe Alfonzetti1, Ruggero Bellio1, Yunxiao Chen2
1Department of Economics and Statistics, University of Udine, Udine, Italy.
概括
本研究介绍了隐性变量模型中对对概率估计的计算效率近似方法. 该方法使用随机梯度来处理大型数据集,提高了分类数据因子分析的性能.
科学领域:
- 统计 统计 统计 统计
- 计算统计学 计算统计学
背景情况:
- 配对概率是估计隐性变量模型的常用方法,通过避免高维积分来提供比完全概率更高的计算效率.
- 然而,对于具有许多变量的大规模问题,对等概率仍然可能是计算密集的.
研究的目的:
- 为配对概率估计器开发一个适合大规模潜变量模型的计算高效近似方法.
- 在对类数据的因子分析中解决对对概率的计算需求.
主要方法:
- 一个近似的偶联概率估计器使用随机梯度从亚抽样偶联日志概率贡献得出的.
- 用一个子采样方案来控制每代计算复杂度.
- 建议的随机估计器被证明是与标准的双向概率估计器相对应的.
主要成果:
- 随机近似方法对大型数据集具有计算优势.
- 有限样本的性能可以通过将抽样变化与亚抽样不确定性复合起来来提高.
- 该方法的有效性通过模拟研究和现实数据应用来验证.
结论:
- 提出的基于随机梯度的近似方法提供了一个有效的解决方案,用于估计使用对应概率的潜在变量模型,特别是在大规模设置中.
- 这种方法保持了统计有效性,同时显著降低了计算负担.
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