Latent Variable and Network Models for Measurement
主 题: Latent Variable and Network Models for Measurement
报告人: Jingchen Liu, Associate Professor (Columbia University )
时 间: 2015-07-16 14:00-15:00
地 点: 理科一号楼 1114（主持人：黄辉）
One of the main tasks of statistical models is to characterize the dependence structures of multi-dimensional distributions. Latent variable model takes advantage of the fact that the dependence of a high dimensional random vector is often induced by just a few latent (unobserved) factors. In this talk, we present several problems of latent variable models in the context of measurement theory. When the dimension grows higher and the dependence structure becomes more complicated, it is hardly possible to find a low dimensional parametric latent variable model that fits well. We further enrich the model by including a network structure on top of the latent structure. Thus, the main variation of the random vector remains governed by latent variables and the network captures the remainder dependence. Both have interpretations in practice.