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Related papers: Factor Analysis of Interval Data

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Integrating various data modalities brings valuable insights into underlying phenomena. Multimodal factor analysis (FA) uncovers shared axes of variation underlying different simple data modalities, where each sample is represented by a…

Machine Learning · Computer Science 2025-04-29 Małgorzata Łazęcka , Ewa Szczurek

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…

Applications · Statistics 2020-05-08 Vitor G. C. da Silva , Kelly C. M. Gonçalves , João B. M. Pereira

A standard approach for assessing the performance of partition models is to create synthetic data sets with a prespecified clustering structure, and assess how well the model reveals this structure. A common format is that subjects are…

Methodology · Statistics 2025-07-08 Michail Papathomas

Factor analysis is a statistical technique employed to evaluate how observed variables correlate through common factors and unique variables. While it is often used to analyze price movement in the unstable stock market, it does not always…

Statistical Finance · Quantitative Finance 2014-08-13 Angela Gu , Patrick Zeng

We propose a new factor analysis framework and estimators of the factors and loadings that are robust to certain weak factors in a large $N$ and large $T$ setting. Our framework, by simultaneously considering all quantile levels of the…

Econometrics · Economics 2026-02-20 Songnian Chen , Junlong Feng

Symbolic Data Analysis (SDA) is a relatively new field of statistics that extends conventional data analysis by taking into account intrinsic data variability and structure. Unlike conventional data analysis, in SDA the features…

Statistics Theory · Mathematics 2021-01-27 M. Rosário Oliveira , Margarida Azeitona , António Pacheco , Rui Valadas

Many fMRI analyses examine functional connectivity, or statistical dependencies among remote brain regions. Yet popular methods for studying whole-brain functional connectivity often yield results that are difficult to interpret. Factor…

Methodology · Statistics 2024-09-24 Kyle Stanley , Nicole Lazar , Matthew Reimherr

Factor analysis refers to a statistical model in which observed variables are conditionally independent given fewer hidden variables, known as factors, and all the random variables follow a multivariate normal distribution. The parameter…

Statistics Theory · Mathematics 2010-03-04 Mathias Drton , Bernd Sturmfels , Seth Sullivant

It is shown, with two sets of indicators that separately load on two distinct factors, independent of one another conditional on the past, that if it is the case that at least one of the factors causally affects the other, then, in many…

Methodology · Statistics 2022-04-18 Tyler J. VanderWeele , Charles J. K. Batty

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…

Artificial Intelligence · Computer Science 2024-12-23 Scott Garrabrant , Matthias Georg Mayer , Magdalena Wache , Leon Lang , Sam Eisenstat , Holger Dell

We consider the estimation of approximate factor models for time series data, where strong serial and cross-sectional correlations amongst the idiosyncratic component are present. This setting comes up naturally in many applications, but…

Methodology · Statistics 2019-12-10 Jiahe Lin , George Michailidis

The paper considers linear regression problems where the number of predictor variables is possibly larger than the sample size. The basic motivation of the study is to combine the points of view of model selection and functional regression…

Statistics Theory · Mathematics 2012-02-24 Alois Kneip , Pascal Sarda

Factor analysis is a classical data reduction technique that seeks a potentially lower number of unobserved variables that can account for the correlations among the observed variables. This paper presents an extension of the factor…

Methodology · Statistics 2013-12-04 Tsung-I Lin , Pal H. Wu , Geoffrey J. McLachlan , Sharon X. Lee

Large-dimensional factor model has drawn much attention in the big-data era, in order to reduce the dimensionality and extract underlying features using a few latent common factors. Conventional methods for estimating the factor model…

Methodology · Statistics 2020-06-02 Yong He , Xinbing Kong , Long Yu , Xinsheng Zhang

We propose modeling raw functional data as a mixture of a smooth function and a high-dimensional factor component. The conventional approach to retrieving the smooth function from the raw data is through various smoothing techniques.…

Methodology · Statistics 2022-04-13 Yuan Gao , Han Lin Shang , Yanrong Yang

We propose a dynamic multiplicative factor model for process data, which arise from complex problem-solving items, an emerging testing mode in large-scale educational assessment. The proposed model can be viewed as an extension of the…

Methodology · Statistics 2026-02-26 Fangyi Chen , Hok Kan Ling , Zhiliang Ying

Factor models are a very efficient way to describe high dimensional vectors of data in terms of a small number of common relevant factors. This problem, which is of fundamental importance in many disciplines, is usually reformulated in…

Optimization and Control · Mathematics 2018-06-13 Valentina Ciccone , Augusto Ferrante , Mattia Zorzi

The article attempts to find an algebraic formula describing the correlation coefficients between random variables and the principal components representing them. As a result of the analysis, starting from selected statistics relating to…

Machine Learning · Computer Science 2023-10-11 Zenon Gniazdowski

Conjoint analysis is a popular experimental design used to measure multidimensional preferences. Researchers examine how varying a factor of interest, while controlling for other relevant factors, influences decision-making. Currently,…

Methodology · Statistics 2024-11-20 Dae Woong Ham , Kosuke Imai , Lucas Janson

Many scientific questions in biomedical, environmental, and psychological research involve understanding the effects of multiple factors on outcomes. While factorial experiments are ideal for this purpose, randomized controlled treatment…

Methodology · Statistics 2025-12-03 Ruoqi Yu , Peng Ding