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Latent variable models for network data extract a summary of the relational structure underlying an observed network. The simplest possible models subdivide nodes of the network into clusters; the probability of a link between any two nodes…

Machine Learning · Computer Science 2012-07-03 Konstantina Palla , David Knowles , Zoubin Ghahramani

Social discrimination seems to be a persistent phenomenon in many cultures. It is important to understand the mechanisms that lead people to judge others by the group to which they belong, rather than individual qualities. It was recently…

Adaptation and Self-Organizing Systems · Physics 2019-12-11 Gorm Gruner Jensen , Frederik Tischel , Stefan Bornholdt

Modeling how individuals evolve over time is a fundamental problem in the natural and social sciences. However, existing datasets are often cross-sectional with each individual observed only once, making it impossible to apply traditional…

Machine Learning · Computer Science 2019-03-06 Emma Pierson , Pang Wei Koh , Tatsunori Hashimoto , Daphne Koller , Jure Leskovec , Nicholas Eriksson , Percy Liang

High-dimensional linear models with endogenous variables play an increasingly important role in recent econometric literature. In this work we allow for models with many endogenous variables and many instrument variables to achieve…

Econometrics · Economics 2019-08-30 Alexandre Belloni , Christian Hansen , Whitney Newey

This paper generalises dynamic factor models for multidimensional dependent data. In doing so, it develops an interpretable technique to study complex information sources ranging from repeated surveys with a varying number of respondents to…

Econometrics · Economics 2023-01-31 Matteo Barigozzi , Filippo Pellegrino

Two separate and distinct sources of nonidentifiability arise naturally in the context of latent position random graph models, though neither are unique to this setting. In this paper we define and examine these two nonidentifiabilities,…

Statistics Theory · Mathematics 2020-04-01 Joshua Agterberg , Minh Tang , Carey E. Priebe

Linear non-Gaussian causal models postulate that each random variable is a linear function of parent variables and non-Gaussian exogenous error terms. We study identification of the linear coefficients when such models contain latent…

Methodology · Statistics 2026-03-05 Daniele Tramontano , Mathias Drton , Jalal Etesami

We study identifiability of the parameters in autoregressions defined on a network. Most identification conditions that are available for these models either rely on the network being observed repeatedly, are only sufficient, or require…

Econometrics · Economics 2022-06-06 Federico Martellosio

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

Variational autoencoders model high-dimensional data by positing low-dimensional latent variables that are mapped through a flexible distribution parametrized by a neural network. Unfortunately, variational autoencoders often suffer from…

Machine Learning · Statistics 2023-01-03 Yixin Wang , David M. Blei , John P. Cunningham

High dimensional categorical data are routinely collected in biomedical and social sciences. It is of great importance to build interpretable parsimonious models that perform dimension reduction and uncover meaningful latent structures from…

Methodology · Statistics 2023-01-31 Yuqi Gu , David B. Dunson

We propose a novel framework in high-dimensional factor models to simultaneously analyse multiple tensor time series, each with potentially different tensor orders and dimensionality. The connection between different tensor time series is…

Methodology · Statistics 2025-09-19 Zetai Cen

A novel framework is introduced to formalize identifiability in well-specified but ill-posed linear regression models. The framework is distribution-free and accommodates highly correlated features that may or may not relate to the…

Statistics Theory · Mathematics 2026-03-05 Gianluca Finocchio , Tatyana Krivobokova

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…

Methodology · Statistics 2025-01-07 Yanmei Shi , Meiling Hao , Yanlin Tang , Heng Lian , Xu Guo

There has been growing interest in recent years in Q-matrix based cognitive diagnosis models. Parameter estimation and respondent classification under these models may suffer due to identifiability issues. Non-identifiability can be…

Methodology · Statistics 2013-03-05 Stephanie S. Zhang , Lawrence T. DeCarlo , Zhiliang Ying

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

This paper develops an inferential theory for high-dimensional matrix-variate factor models with missing observations. We propose an easy-to-use all-purpose method that involves two straightforward steps. First, we perform principal…

Methodology · Statistics 2025-03-26 Yongxia Zhang , Jinwen Liang , Liwen Xu , Keming Yu , Maozai Tian

We prove identifiability of parameters for a broad class of random graph mixture models. These models are characterized by a partition of the set of graph nodes into latent (unobservable) groups. The connectivities between nodes are…

Statistics Theory · Mathematics 2010-06-07 Elizabeth S. Allman , Catherine Matias , John A. Rhodes

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

Different dependence scenarios can arise in multivariate extremes, entailing careful selection of an appropriate class of models. In bivariate extremes, the variables are either asymptotically dependent or are asymptotically independent.…

Methodology · Statistics 2015-10-30 Jennifer Wadsworth , Jonathan Tawn , Anthony Davison , Daniel Elton
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