Related papers: Score Predictor Factor Analysis as model for the i…
Weighting estimators based on propensity scores are widely used for causal estimation in a variety of contexts, such as observational studies, marginal structural models and interference. They enjoy appealing theoretical properties such as…
Annotating data for multi-label classification is prohibitively expensive because every category of interest must be confirmed to be present or absent. Recent work on single positive multi-label (SPML) learning shows that it is possible to…
In many longitudinal settings, economic theory does not guide practitioners on the type of restrictions that must be imposed to solve the rotational indeterminacy of factor-augmented linear models. We study this problem and offer several…
Differential item functioning (DIF) or measurement invariance (MI) testing for single-item assessments has previously been impossible. Part of the issue is that there are no conditioning variables to serve as a proxy for the latent…
We determine the number of statistically significant factors in a forecast model using a random matrices test. The applied forecast model is of the type of Reduced Rank Regression (RRR), in particular, we chose a flavor which can be seen as…
Despite the popularity of factor models with sparse loading matrices, little attention has been given to formally address identifiability of these models beyond standard rotation-based identification such as the positive lower triangular…
Items from a database are often ranked based on a combination of multiple criteria. A user may have the flexibility to accept combinations that weigh these criteria differently, within limits. On the other hand, this choice of weights can…
Rating-based collaborative filtering is the process of predicting how a user would rate a given item from other user ratings. We propose three related slope one schemes with predictors of the form f(x) = x + b, which precompute the average…
Matrix factor model has been growing popular in scientific fields such as econometrics, which serves as a two-way dimension reduction tool for matrix sequences. In this article, we for the first time propose the matrix elliptical factor…
The implementation of conventional sparse principal component analysis (SPCA) on high-dimensional data sets has become a time consuming work. In this paper, a series of subspace projections are constructed efficiently by using Household QR…
This paper addresses the fundamental task of estimating covariance matrix functions for high-dimensional functional data/functional time series. We consider two functional factor structures encompassing either functional factors with scalar…
Functional Principal Component Analysis (FPCA) has become a widely-used dimension reduction tool for functional data analysis. When additional covariates are available, existing FPCA models integrate them either in the mean function or in…
Common Method Variance (CMV) is a recurring problem that reduces survey accuracy. Popular fixes such as the Harman single-factor test, correlated uniquenesses, common latent factor models, and marker variable approaches have well known…
The use of tiered warnings and multicategorical forecasts are ubiquitous in meteorological operations. Here, a flexible family of scoring functions is presented for evaluating the performance of ordered multicategorical forecasts. Each…
Factor analysis provides a canonical framework for imposing lower-dimensional structure such as sparse covariance in high-dimensional data. High-dimensional data on the same set of variables are often collected under different conditions,…
We propose a multiple imputation method based on principal component analysis (PCA) to deal with incomplete continuous data. To reflect the uncertainty of the parameters from one imputation to the next, we use a Bayesian treatment of the…
Conformal predictions make it possible to define reliable and robust learning algorithms. But they are essentially a method for evaluating whether an algorithm is good enough to be used in practice. To define a reliable learning framework…
To reject the Efficient Market Hypothesis a set of 5 technical indicators and 23 fundamental indicators was identified to establish the possibility of generating excess returns on the stock market. Leveraging these data points and various…
Ubiquitous linear Gaussian exploratory tools such as principle component analysis (PCA) and factor analysis (FA) remain widely used as tools for: exploratory analysis, pre-processing, data visualization and related tasks. However, due to…
Factor score estimation in small sample sizes often encounters parameter bias and convergence failures when constructing hierarchical national/sub-national indices. This paper proposes a novel method for hierarchical factor analysis called…