Interpreting latent variables in factor models via convex optimization

Armeen Taeb, Venkat Chandrasekaran. Interpreting latent variables in factor models via convex optimization. Math. Program., 167(1):129-154, 2018. [doi]

@article{TaebC18,
  title = {Interpreting latent variables in factor models via convex optimization},
  author = {Armeen Taeb and Venkat Chandrasekaran},
  year = {2018},
  doi = {10.1007/s10107-017-1187-7},
  url = {https://doi.org/10.1007/s10107-017-1187-7},
  researchr = {https://researchr.org/publication/TaebC18},
  cites = {0},
  citedby = {0},
  journal = {Math. Program.},
  volume = {167},
  number = {1},
  pages = {129-154},
}