Related papers: Degrees of freedom for combining regression with f…
In high throughput settings we inspect a great many candidate variables (e.g., genes) searching for associations with a primary variable (e.g., a phenotype). High throughput hypothesis testing can be made difficult by the presence of…
Accurate power and sample size estimation are crucial to the design and analysis of genetic association studies. When analyzing a binary trait via logistic regression, important covariates such as age and sex are typically included in the…
In this paper, we introduce a novel high-dimensional Factor-Adjusted sparse Partially Linear regression Model (FAPLM), to integrate the linear effects of high-dimensional latent factors with the nonparametric effects of low-dimensional…
Models with latent factors recently attract a lot of attention. However, most investigations focus on linear regression models and thus cannot capture nonlinearity. To address this issue, we propose a novel Factor Augmented Single-Index…
This article focuses on covariance estimation for multi-study data. Popular approaches employ factor-analytic terms with shared and study-specific loadings that decompose the variance into (i) a shared low-rank component, (ii)…
This study presents the approach to analyzing the evolution of an arbitrary complex system whose behavior is characterized by a set of different time-dependent factors. The key requirement for these factors is only that they must contain an…
Studying phenotype-gene association can uncover mechanism of diseases and develop efficient treatments. In complex disease where multiple phenotypes are available and correlated, analyzing and interpreting associated genes for each…
In this paper, we consider the nonparametric regression problem with multivariate predictors. We provide a characterization of the degrees of freedom and divergence for estimators of the unknown regression function, which are obtained as…
In this paper, we consider the problem of learning models with a latent factor structure. The focus is to find what is possible and what is impossible if the usual strong factor condition is not imposed. We study the minimax rate and…
Latent factor model estimation typically relies on either using domain knowledge to manually pick several observed covariates as factor proxies, or purely conducting multivariate analysis such as principal component analysis. However, the…
Model selection in penalized regression critically depends on an accurate assessment of model complexity, commonly quantified through the effective degrees of freedom. While the Lasso admits a simple and unbiased characterization, given by…
We propose the Factor Augmented sparse linear Regression Model (FARM) that not only encompasses both the latent factor regression and sparse linear regression as special cases but also bridges dimension reduction and sparse regression…
We propose a combined model, which integrates the latent factor model and the logistic regression model, for the citation network. It is noticed that neither a latent factor model nor a logistic regression model alone is sufficient to…
This paper studies new tests for the number of latent factors in a large cross-sectional factor model with small time dimension. These tests are based on the eigenvalues of variance-covariance matrices of (possibly weighted) asset returns,…
Genome-wide association studies (GWAS) have identified thousands of genetic variants associated with complex traits, and some variants are shown to be associated with multiple complex traits. Genetic covariance between two traits is defined…
In genetic association studies, detecting phenotype-genotype association is a primary goal. We assume that the relationship between the data -phenotype, genetic markers and environmental covariates - can be modelled by a generalized linear…
We propose a generalization of the linear panel quantile regression model to accommodate both \textit{sparse} and \textit{dense} parts: sparse means while the number of covariates available is large, potentially only a much smaller number…
Multimodal data, where different types of data are collected from the same subjects, are fast emerging in a large variety of scientific applications. Factor analysis is commonly used in integrative analysis of multimodal data, and is…
We introduce \underline{F}actor-\underline{A}ugmented \underline{Ma}trix \underline{R}egression (FAMAR) to address the growing applications of matrix-variate data and their associated challenges, particularly with high-dimensionality and…
This paper considers linear panel data models where the dependence of the regressors and the unobservables is modelled through a factor structure. The asymptotic setting is such that the number of time periods and the sample size both go to…