English
Related papers

Related papers: Matrix Quantile Factor Model

200 papers

High-dimensional data analysis using traditional models suffers from overparameterization. Two types of techniques are commonly used to reduce the number of parameters - regularization and dimension reduction. In this project, we combine…

Methodology · Statistics 2026-03-26 Xialu Liu , Xin Wang

We propose inferential tools for functional linear quantile regression where the conditional quantile of a scalar response is assumed to be a linear functional of a functional covariate. In contrast to conventional approaches, we employ…

Statistics Theory · Mathematics 2022-02-25 Peijun Sang , Zuofeng Shang , Pang Du

We introduce a new method to reconstruct the density matrix $\rho$ of a system of $n$-qubits and estimate its rank $d$ from data obtained by quantum state tomography measurements repeated $m$ times. The procedure consists in minimizing the…

Statistics Theory · Mathematics 2015-06-05 Pierre Alquier , Cristina Butucea , Mohamed Hebiri , Katia Meziani , Morimae Tomoyuki

Many statistical studies are concerned with the analysis of observations organized in a matrix form whose elements are count data. When these observations are assumed to follow a Poisson or a multinomial distribution, it is of interest to…

Statistics Theory · Mathematics 2022-01-04 Jérémie Bigot , Charles Deledalle

We construct minimax optimal non-asymptotic confidence sets for low rank matrix recovery algorithms such as the Matrix Lasso or Dantzig selector. These are employed to devise adaptive sequential sampling procedures that guarantee recovery…

Statistics Theory · Mathematics 2019-12-10 Alexandra Carpentier , Jens Eisert , David Gross , Richard Nickl

We propose a flexible dual functional factor model for modelling high-dimensional functional time series. In this model, a high-dimensional fully functional factor parametrisation is imposed on the observed functional processes, whereas a…

Econometrics · Economics 2024-01-15 Chenlei Leng , Degui Li , Hanlin Shang , Yingcun Xia

We study the estimation of a high dimensional approximate factor model in the presence of both cross sectional dependence and heteroskedasticity. The classical method of principal components analysis (PCA) does not efficiently estimate the…

Methodology · Statistics 2012-10-01 Jushan Bai , Yuan Liao

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 study discrete-time mirror descent applied to the unregularized empirical risk in matrix sensing. In both the general case of rectangular matrices and the particular case of positive semidefinite matrices, a simple potential-based…

Machine Learning · Statistics 2021-10-28 Fan Wu , Patrick Rebeschini

In this paper, we consider a nonconvex optimization problem with nonlinear equality constraints. We assume that both, the objective function and the functional constraints are locally smooth. For solving this problem, we propose a…

Optimization and Control · Mathematics 2025-05-08 Lahcen El Bourkhissi , Ion Necoara

We present simple, user-friendly bounds for the expected operator norm of a random kernel matrix under general conditions on the kernel function $k(\cdot,\cdot)$. Our approach uses decoupling results for U-statistics and the non-commutative…

Machine Learning · Statistics 2025-11-07 Chiraag Kaushik , Justin Romberg , Vidya Muthukumar

A constrained L1 minimization method is proposed for estimating a sparse inverse covariance matrix based on a sample of $n$ iid $p$-variate random variables. The resulting estimator is shown to enjoy a number of desirable properties. In…

Methodology · Statistics 2011-02-14 Tony Cai , Weidong Liu , Xi Luo

An observed $K$-dimensional series $\left\{ y_{n}\right\} _{n=1}^{N}$ is expressed in terms of a lower $p$-dimensional latent series called factors $f_{n}$ and random noise $\varepsilon_{n}$. The equation, $y_{n}=Qf_{n}+\varepsilon_{n}$ is…

Computation · Statistics 2018-11-29 Immanuel Manohar

This paper is concerned with the factorization form of the rank regularized loss minimization problem. To cater for the scenario in which only a coarse estimation is available for the rank of the true matrix, an $\ell_{2,0}$-norm…

Optimization and Control · Mathematics 2019-08-27 Shujun Bi , Ting Tao , Shaohua Pan

Projected kernel calibration is a newly proposed frequentist calibration method, which is asymptotic normal and semi-parametric. Its loss function is usually referred to as the PK loss function. In this work, we prove the uniform…

Methodology · Statistics 2022-08-10 Yan Wang

A CUR approximation of a matrix $A$ is a particular type of low-rank approximation $A \approx C U R$, where $C$ and $R$ consist of columns and rows of $A$, respectively. One way to obtain such an approximation is to apply column subset…

Numerical Analysis · Mathematics 2019-08-19 Alice Cortinovis , Daniel Kressner

We consider nonnegative integer matrices with specified row and column sums and upper bounds on the entries. We show that the logarithm of the number of such matrices is approximated by a concave function of the row and column sums. We give…

Combinatorics · Mathematics 2011-02-15 Austin Shapiro

In this work, we consider non-collocated sensors and actuators, and we address the problem of minimizing the number of sensor-to-actuator transmissions while ensuring that the L2 gain of the system remains under a threshold. By using causal…

Systems and Control · Electrical Eng. & Systems 2024-08-09 Antoine Aspeel , Laurent Bako , Necmiye Ozay

The problem of finding the missing values of a matrix given a few of its entries, called matrix completion, has gathered a lot of attention in the recent years. Although the problem under the standard low rank assumption is NP-hard,…

Machine Learning · Computer Science 2014-12-01 Vassilis Kalofolias , Xavier Bresson , Michael Bronstein , Pierre Vandergheynst

We show that the objective function of conventional k-means clustering can be expressed as the Frobenius norm of the difference of a data matrix and a low rank approximation of that data matrix. In short, we show that k-means clustering is…

Machine Learning · Statistics 2015-12-24 Christian Bauckhage