A New Efficient Algorithm for Construction of LLS Models
Mikhail Kovtun, Igor V. Akushevich, Kenneth G. Mantón, H. Dennis Tolley · arXiv (Cornell University) · 2005
We present a new efficient algortithm for construction of linear latent structure (LLS) models. This algorithm reduces a problem of estimation of model parameters to a sequence of problems of linear algebra, which assures a low computational complexity and ability to handle on desktop computers data that involve up to thousands of variables.