Related papers: Finiteness of small factor analysis models
Causality plays an important role in understanding intelligent behavior, and there is a wealth of literature on mathematical models for causality, most of which is focused on causal graphs. Causal graphs are a powerful tool for a wide range…
We consider estimation of the covariance matrix of a multivariate random vector under the constraint that certain covariances are zero. We first present an algorithm, which we call Iterative Conditional Fitting, for computing the maximum…
The correlation function of the two dimensional Ising model with the nearest neighbours interaction on the finite size lattice with the periodical boundary conditions is derived. The expressions similar to the form factor expansion are…
We consider inference in linear regression models that is robust to heteroskedasticity and the presence of many control variables. When the number of control variables increases at the same rate as the sample size the usual…
We consider partial symmetric Toeplitz matrices where a positive definite completion exists. We characterize those patterns where the maximum determinant completion is itself Toeplitz. We then extend these results with positive definite…
The form factors of integrable models in finite volume are studied. We construct the explicite representations for the form factors in terms of determinants.
Factor analysis is a flexible technique for assessment of multivariate dependence and codependence. Besides being an exploratory tool used to reduce the dimensionality of multivariate data, it allows estimation of common factors that often…
Motivated by recent works on statistics of matrices over sets of number theoretic interest, we study matrices with entries from arbitrary finite subsets $\mathcal A$ of finite rank multiplicative groups infields of characteristic zero. We…
How can one meaningfully make a measurement, if the meter does not conform to any standard and its scale expands or shrinks depending on what is measured? In the present work it is argued that current evaluation practices for…
The problem of expressing a specific polynomial as the determinant of a square matrix of affine-linear forms arises from algebraic geometry, optimisation, complexity theory, and scientific computing. Motivated by recent developments in this…
We introduce a model of simple type theory with potential infinite carrier sets. The functions in this model are automatically continuous, as defined in this paper. This notion of continuity does not rely on topological concepts, including…
Two finitely generated groups have the same set of finite quotients if and only if their profinite completions are isomorphic. Consider the map which sends (the isomorphism class of) an S-arithmetic group to (the isomorphism class of) its…
This paper studies the problem of decomposing a low-rank matrix into a factor with binary entries, either from $\{\pm 1\}$ or from $\{0,1\}$, and an unconstrained factor. The research answers fundamental questions about the existence and…
Matrix factorization is a widely used approach for top-N recommendation and collaborative filtering. When implemented on implicit feedback data (such as clicks), a common heuristic is to upweight the observed interactions. This strategy has…
We show that the difference between consecutive terms in sequences of integers whose greatest prime factor grows slowly tends to infinity.
Pinning models are built from discrete renewal sequences by rewarding (or penalizing) the trajectories according to their number of renewal epochs up to time $N$, and $N$ is then sent to infinity. They are statistical mechanics models to…
We summarize some aspects of matrix models from the approaches directly based on their properties at finite N.
We classify all finite linear spaces on at most 15 points admitting a blocking set. There are no such spaces on 11 or fewer points, one on 12 points, one on 13 points, two on 14 points, and five on 15 points. The proof makes extensive use…
We show that any nonsingular (real or complex) square matrix can be factorized into a product of at most three normal matrices, one of which is unitary, another selfadjoint with eigenvalues in the open right half-plane, and the third one is…
The salient properties of large empirical covariance and correlation matrices are studied for three datasets of size 54, 55 and 330. The covariance is defined as a simple cross product of the returns, with weights that decay logarithmically…