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Nearly all identifiability results in unsupervised representation learning inspired by, e.g., independent component analysis, factor analysis, and causal representation learning, rely on assumptions of additive independent noise or…

Machine Learning · Computer Science 2025-03-24 Yujia Zheng , Yang Liu , Jiaxiong Yao , Yingyao Hu , Kun Zhang

Hierarchical parametric models consisting of observable and latent variables are widely used for unsupervised learning tasks. For example, a mixture model is a representative hierarchical model for clustering. From the statistical point of…

Machine Learning · Statistics 2014-01-24 Keisuke Yamazaki

Latent factor models that integrate data from multiple sources/studies or modalities have garnered considerable attention across various disciplines. However, existing methods predominantly focus either on multi-study integration or…

Methodology · Statistics 2025-07-15 Wei Liu , Qingzhi Zhong

This paper deals with the time-varying high dimensional covariance matrix estimation. We propose two covariance matrix estimators corresponding with a time-varying approximate factor model and a time-varying approximate characteristic-based…

Econometrics · Economics 2019-10-29 Jaeheon Jung

For factor model, the involved covariance matrix often has no row sparse structure because the common factors may lead some variables to strongly associate with many others. Under the ultra-high dimensional paradigm, this feature causes…

Methodology · Statistics 2014-09-22 Junlong Zhao , Hongyu Zhao , Lixing Zhu

Popularly used eigendecomposition-based criteria such as BIC type, ratio estimation and principal component-based criterion often underdetermine model dimensionality for regressions or the number of factors for factor models. This…

Statistics Theory · Mathematics 2016-08-17 Xuehu Zhu , Tao Wang , Lixing Zhu

Additive two-tower models are popular learning-to-rank methods for handling biased user feedback in industry settings. Recent studies, however, report a concerning phenomenon: training two-tower models on clicks collected by well-performing…

Information Retrieval · Computer Science 2025-09-01 Philipp Hager , Onno Zoeter , Maarten de Rijke

To gain insight into the mechanisms behind machine learning methods, it is crucial to establish connections among the features describing data points. However, these correlations often exhibit a high-dimensional and strongly nonlinear…

Machine Learning · Computer Science 2025-03-04 Lorenzo Basile , Santiago Acevedo , Luca Bortolussi , Fabio Anselmi , Alex Rodriguez

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

Multilevel or hierarchical data structures can occur in many areas of research, including economics, psychology, sociology, agriculture, medicine, and public health. Over the last 25 years, there has been increasing interest in developing…

Methodology · Statistics 2018-01-08 Bernet S. Kato , Carel F. W. Peeters

Factor and sparse models are two widely used methods to impose a low-dimensional structure in high-dimensions. However, they are seemingly mutually exclusive. We propose a lifting method that combines the merits of these two models in a…

Econometrics · Economics 2022-09-07 Jianqing Fan , Ricardo Masini , Marcelo C. Medeiros

For the last two decades, high-dimensional data and methods have proliferated throughout the literature. Yet, the classical technique of linear regression has not lost its usefulness in applications. In fact, many high-dimensional…

Statistics Theory · Mathematics 2021-05-18 Arun Kumar Kuchibhotla , Lawrence D. Brown , Andreas Buja , Edward I. George , Linda Zhao

Food authenticity studies are concerned with determining if food samples have been correctly labeled or not. Discriminant analysis methods are an integral part of the methodology for food authentication. Motivated by food authenticity…

Methodology · Statistics 2010-10-08 Thomas Brendan Murphy , Nema Dean , Adrian E. Raftery

Factor models are a class of powerful statistical models that have been widely used to deal with dependent measurements that arise frequently from various applications from genomics and neuroscience to economics and finance. As data are…

Methodology · Statistics 2018-08-14 Jianqing Fan , Kaizheng Wang , Yiqiao Zhong , Ziwei Zhu

We study a model where one target variable Y is correlated with a vector X:=(X_1,...,X_d) of predictor variables being potential causes of Y. We describe a method that infers to what extent the statistical dependences between X and Y are…

Machine Learning · Statistics 2017-10-11 Dominik Janzing , Bernhard Schoelkopf

Bidirectional typechecking, in which terms either synthesize a type or are checked against a known type, has become popular for its scalability (unlike Damas-Milner type inference, bidirectional typing remains decidable even for very…

Programming Languages · Computer Science 2020-08-25 Jana Dunfield , Neelakantan R. Krishnaswami

The multinomial probit model is a popular tool for analyzing choice behaviour as it allows for correlation between choice alternatives. Because current model specifications employ a full covariance matrix of the latent utilities for the…

Econometrics · Economics 2021-03-25 Ruben Loaiza-Maya , Didier Nibbering

All models may be wrong -- but that is not necessarily a problem for inference. Consider the standard $t$-test for the significance of a variable $X$ for predicting response $Y$ whilst controlling for $p$ other covariates $Z$ in a random…

Statistics Theory · Mathematics 2022-05-20 Rajen D. Shah , Peter Bühlmann

A constructive proof of identification of multilinear decompositions of multiway arrays is presented. It can be applied to show identification in a variety of multivariate latent structures. Examples are finite-mixture models and hidden…

Statistics Theory · Mathematics 2016-08-06 Stéphane Bonhomme , Koen Jochmans , Jean-Marc Robin

Addressing selection bias in latent variable causal discovery is important yet underexplored, largely due to a lack of suitable statistical tools: While various tools beyond basic conditional independencies have been developed to handle…

Machine Learning · Computer Science 2025-12-15 Haoyue Dai , Yiwen Qiu , Ignavier Ng , Xinshuai Dong , Peter Spirtes , Kun Zhang