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Factor modeling is an essential tool for exploring intrinsic dependence structures among high-dimensional random variables. Much progress has been made for estimating the covariance matrix from a high-dimensional factor model. However, the…

Statistics Theory · Mathematics 2016-10-26 Quefeng Li , Guang Cheng , Jianqing Fan , Yuyan Wang

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)…

Methodology · Statistics 2026-01-26 Lorenzo Mauri , Niccolò Anceschi , David B. Dunson

Classical regression methods treat covariates as a vector and estimate a corresponding vector of regression coefficients. Modern applications in medical imaging generate covariates of more complex form such as multidimensional arrays…

Methodology · Statistics 2013-10-22 Hua Zhou , Lexin Li , Hongtu Zhu

Graph Signal Processing (GSP) is a promising framework to analyze multi-dimensional neuroimaging datasets, while taking into account both the spatial and functional dependencies between brain signals. In the present work, we apply…

Computer Vision and Pattern Recognition · Computer Science 2017-08-29 Mathilde Ménoret , Nicolas Farrugia , Bastien Pasdeloup , Vincent Gripon

Multi-Focus Image Fusion seeks to improve the quality of an acquired burst of images with different focus planes. For solving the task, an activity level measurement and a fusion rule are typically established to select and fuse the most…

Computer Vision and Pattern Recognition · Computer Science 2019-08-30 Fidel Alejandro Guerrero Peña , Pedro Diamel Marrero Fernández , Tsang Ing Ren , Germano Crispim Vasconcelos , Alexandre Cunha

A multimodal system with Poisson, Gaussian, and multinomial observations is considered. A generative graphical model that combines multiple modalities through common factor loadings is proposed. In this model, latent factors are like…

Applications · Statistics 2015-08-04 Yasin Yilmaz , Alfred O. Hero

Training large-scale recommendation models under a single global objective implicitly assumes homogeneity across user populations. However, real-world data are composites of heterogeneous cohorts with distinct conditional distributions. As…

Factor models are widely used across diverse areas of application for purposes that include dimensionality reduction, covariance estimation, and feature engineering. Traditional factor models can be seen as an instance of linear embedding…

Methodology · Statistics 2020-08-13 Xingchen Yu , Abel Rodriguez

Numerous algorithms are used for nonnegative matrix factorization under the assumption that the matrix is nearly separable. In this paper, we show how to make these algorithms efficient for data matrices that have many more rows than…

Machine Learning · Computer Science 2018-01-08 Austin R. Benson , Jason D. Lee , Bartek Rajwa , David F. Gleich

High-dimensional data often exhibit variation that can be captured by lower dimensional factors. For high-dimensional data from multiple studies or environments, one goal is to understand which underlying factors are common to all studies,…

Machine Learning · Statistics 2026-01-27 Gemma E. Moran , Anandi Krishnan

We propose a flexible dual functional factor model for modelling high-dimensional functional time series. In this model, a high-dimensional fully functional factor parametrisation is imposed on the observed functional processes, whereas a…

Econometrics · Economics 2024-01-15 Chenlei Leng , Degui Li , Hanlin Shang , Yingcun Xia

Modern data science applications often involve complex relational data with dynamic structures. An abrupt change in such dynamic relational data is typically observed in systems that undergo regime changes due to interventions. In such a…

Methodology · Statistics 2024-07-16 Peng Zhao , Anirban Bhattacharya , Debdeep Pati , Bani K. Mallick

In Functional Data Analysis, data are commonly assumed to be smooth functions on a fixed interval of the real line. In this work, we introduce a comprehensive framework for the analysis of functional data, whose domain is a two-dimensional…

Methodology · Statistics 2019-08-02 Eardi Lila , John A. D. Aston

This paper makes a selective survey on the recent development of the factor model and its application on statistical learnings. We focus on the perspective of the low-rank structure of factor models, and particularly draws attentions to…

Econometrics · Economics 2020-09-23 Jianqing Fan , Kunpeng Li , Yuan Liao

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…

Methodology · Statistics 2020-02-19 Kelly C. M. Gonçalves , Afonso C. B. Silva

This paper introduces the method of composite quantile factor model for factor analysis in high-dimensional panel data. We propose to estimate the factors and factor loadings across multiple quantiles of the data, allowing the estimates to…

Econometrics · Economics 2024-12-03 Xiao Huang

Factor analysis is a widely used technique for dimension reduction in high-dimensional data. However, a key challenge in factor models lies in the interpretability of the latent factors. One intuitive way to interpret these factors is…

Methodology · Statistics 2025-10-08 Xin Wang , Xialu Liu

In this paper we will focus on the potential and on the challenges associated with the development of an integrated brain and spinal cord modelling framework for processing MR neuroimaging data. The aim of the work is to explore how a…

Computer Vision and Pattern Recognition · Computer Science 2017-07-06 Claudia Blaiotta , Patrick Freund , M. Jorge Cardoso , John Ashburner

Multi-event detection and recognition in real time is of challenge for a modern grid as its feature is usually non-identifiable. Based on factor model, this paper porposes a data-driven method as an alternative solution under the framework…

Applications · Statistics 2017-12-27 Fan Yang , Xing He , Robert Caiming Qiu , Zenan Ling

Magnetic resonance imaging (MRI) nowadays serves as an important modality for diagnostic and therapeutic guidance in clinics. However, the {\it slow acquisition} process, the dynamic deformation of organs, as well as the need for {\it…

Machine Learning · Computer Science 2016-09-15 Morteza Mardani , Georgios B. Giannakis , Kamil Ugurbil
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