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High-dimensional and sparse (HiDS) matrices are omnipresent in a variety of big data-related applications. Latent factor analysis (LFA) is a typical representation learning method that extracts useful yet latent knowledge from HiDS matrices…

Machine Learning · Computer Science 2022-04-19 Di Wu , Peng Zhang , Yi He , Xin Luo

A High-dimensional and sparse (HiDS) matrix is frequently encountered in a big data-related application like an e-commerce system or a social network services system. To perform highly accurate representation learning on it is of great…

Machine Learning · Computer Science 2022-04-19 Di Wu , Yi He , Xin Luo

In industrial big data scenarios, high-dimensional sparse matrices (HDI) are widely used to characterize high-order interaction relationships among massive nodes. The stochastic gradient descent-based latent factor analysis (SGD-LFA) method…

Machine Learning · Computer Science 2025-08-26 Jinli Li , Shiyu Long , Minglian Han

Latent Factor (LF) models are effective in representing high-dimension and sparse (HiDS) data via low-rank matrices approximation. Hessian-free (HF) optimization is an efficient method to utilizing second-order information of an LF model's…

Machine Learning · Computer Science 2022-08-15 Jialiang Wang , Yurong Zhong , Weiling Li

A high-dimensional and incomplete (HDI) matrix can describe the complex interactions among numerous nodes in various big data-related applications. A stochastic gradient descent (SGD)-based latent factor analysis (LFA) model is remarkably…

Systems and Control · Electrical Eng. & Systems 2023-03-08 Li Jinli , Yuan Ye

High-dimensional and incomplete (HDI) data holds tremendous interactive information in various industrial applications. A latent factor (LF) model is remarkably effective in extracting valuable information from HDI data with stochastic…

Machine Learning · Computer Science 2022-08-05 Jinli Li , Ye Yuan

High-dimensional and incomplete (HDI) matrix contains many complex interactions between numerous nodes. A stochastic gradient descent (SGD)-based latent factor analysis (LFA) model is remarkably effective in extracting valuable information…

Machine Learning · Computer Science 2024-01-17 Jinli Li , Ye Yuan

High-Dimensional and Incomplete matrices, which usually contain a large amount of valuable latent information, can be well represented by a Latent Factor Analysis model. The performance of an LFA model heavily rely on its optimization…

Machine Learning · Computer Science 2023-02-24 Jia Chen , Yixian Chun , Yuanyi Liu , Renyu Zhang , Yang Hu

Stochastic gradient descent (SGD) algorithm is an effective learning strategy to build a latent factor analysis (LFA) model on a high-dimensional and incomplete (HDI) matrix. A particle swarm optimization (PSO) algorithm is commonly adopted…

Neural and Evolutionary Computing · Computer Science 2022-08-05 Jiufang Chen , Ye Yuan

Interactions among large number of entities is naturally high-dimensional and incomplete (HDI) in many big data related tasks. Behavioral characteristics of users are hidden in these interactions, hence, effective representation of the HDI…

Machine Learning · Computer Science 2024-02-20 Jialiang Wang , Weiling Li , Yurong Zhong , Xin Luo

Digging out the latent information from large-scale incomplete matrices is a key issue with challenges. The Latent Factor Analysis (LFA) model has been investigated in depth to an alyze the latent information. Recently, Swarm…

Machine Learning · Computer Science 2023-02-24 Jia Chen , Renyu Zhang , Yuanyi Liu

Linear Dynamical System (LDS) is an elegant mathematical framework for modeling and learning multivariate time series. However, in general, it is difficult to set the dimension of its hidden state space. A small number of hidden states may…

Artificial Intelligence · Computer Science 2013-12-04 Zitao Liu , Milos Hauskrecht

Two key challenges in modern statistical applications are the large amount of information recorded per individual, and that such data are often not collected all at once but in batches. These batch effects can be complex, causing…

Applications · Statistics 2019-05-21 Alejandra Avalos-Pacheco , David Rossell , Richard S. Savage

Simulating the time evolution of Partial Differential Equations (PDEs) of large-scale systems is crucial in many scientific and engineering domains such as fluid dynamics, weather forecasting and their inverse optimization problems.…

Machine Learning · Computer Science 2022-10-13 Tailin Wu , Takashi Maruyama , Jure Leskovec

Its conceptual appeal and effectiveness has made latent factor modeling an indispensable tool for multivariate analysis. Despite its popularity across many fields, there are outstanding methodological challenges that have hampered practical…

Methodology · Statistics 2018-12-12 Kenichiro McAlinn , Veronika Rockova , Enakshi Saha

Latent steering exploits internal representations of Large Language Models (LLMs) to guide generation, yet interventions on dense states can entangle distinct semantic features. In this paper, we investigate attention query activations as a…

Machine Learning · Computer Science 2026-05-25 Sumanta Bhattacharyya , Pedram Rooshenas

In this paper, we study transfer learning for high-dimensional factor-augmented sparse linear models, motivated by applications in economics and finance where strongly correlated predictors and latent factor structures pose major challenges…

Methodology · Statistics 2026-03-23 Bo Fu , Dandan Jiang

Sparse portfolio optimization is a fundamental yet challenging problem in quantitative finance, since traditional approaches heavily relying on historical return statistics and static objectives can hardly adapt to dynamic market regimes.…

Portfolio Management · Quantitative Finance 2025-07-24 Haochen Luo , Yuan Zhang , Chen Liu

There has been considerable recent interest in Bayesian modeling of high-dimensional networks via latent space approaches. When the number of nodes increases, estimation based on Markov Chain Monte Carlo can be extremely slow and show poor…

Computation · Statistics 2022-05-30 Emanuele Aliverti , Massimiliano Russo

The concepts of sparsity, and regularised estimation, have proven useful in many high-dimensional statistical applications. Dynamic factor models (DFMs) provide a parsimonious approach to modelling high-dimensional time series, however, it…

Methodology · Statistics 2023-03-22 Luke Mosley , Tak-Shing T. Chan , Alex Gibberd
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