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Carel F. W. Peeters

Publications and source records attributed to Carel F. W. Peeters.

20 records · Page 2Linked to original sources

Bayesian Constrained-Model Selection for Factor Analytic Modeling

My dissertation revolves around Bayesian approaches towards constrained statistical inference in the factor analysis (FA) model. Two interconnected types of restricted-model selection are considered. These types have a natural connection to selection problems in the exploratory FA (EFA) and confirmatory FA (CFA) model and are termed Type I and Type II model selection. Type I constrained-model selection is taken to mean the determination of the appropriate dimensionality of a model. This type of constrained-model selection connects with EFA in the sense of selecting the optimal dimensionality of the latent vector. Type II model selection is taken to mean the determination of appropriate inequality, order or shape restrictions on the parameter space. The dissertation connects Type II constrained-model selection to CFA by focusing on the determination of linear inequality constraints as expressions of the direction and (relative) strength of factor loadings. The figures accompanying this article are taken from the slides of my Division 5 Awards Symposium Invited address at the APA 2015 Annual Convention in Toronto. These slides can be retrieved from \url{https://github.com/CFWP/ConventionTalk}.

stat.AP↗

Ridge Estimation of Inverse Covariance Matrices from High-Dimensional Data

We study ridge estimation of the precision matrix in the high-dimensional setting where the number of variables is large relative to the sample size. We first review two archetypal ridge estimators and note that their utilized penalties do not coincide with common ridge penalties. Subsequently, starting from a common ridge penalty, analytic expressions are derived for two alternative ridge estimators of the precision matrix. The alternative estimators are compared to the archetypes with regard to eigenvalue shrinkage and risk. The alternatives are also compared to the graphical lasso within the context of graphical modeling. The comparisons may give reason to prefer the proposed alternative estimators.

stat.ME↗