Related papers: Dynamic Factor Models for Binary Data in Circular …
We develop a new class of spatial voting models for binary preference data that can accommodate both monotonic and non-monotonic response functions, and are more flexible than alternative "unfolding" models previously introduced in the…
High-dimensional multivariate longitudinal data, which arise when many outcome variables are measured repeatedly over time, are becoming increasingly common in social, behavioral and health sciences. We propose a latent variable model for…
In this study, we develop a latent factor model for analysing high-dimensional binary data. Specifically, a standard probit model is used to describe the regression relationship between the observed binary data and the continuous latent…
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…
Latent factor models have been used widely in collaborative filtering based recommender systems. In recent years, deep learning has been successful in solving a wide variety of machine learning problems. Motivated by the success of deep…
Recommender systems are essential tools in the digital era, providing personalized content to users in areas like e-commerce, entertainment, and social media. Among the many approaches developed to create these systems, latent factor models…
Dynamic factor models have been developed out of the need of analyzing and forecasting time series in increasingly high dimensions. While mathematical statisticians faced with inference problems in high-dimensional observation spaces were…
We propose a combined model, which integrates the latent factor model and the logistic regression model, for the citation network. It is noticed that neither a latent factor model nor a logistic regression model alone is sufficient to…
Factor models are widely used across diverse areas of application for purposes that include dimensionality reduction, covariance estimation, and feature engineering. Traditional factor models can be seen as an instance of linear embedding…
Matrix time series, which consist of matrix-valued data observed over time, are prevalent in various fields such as economics, finance, and engineering. Such matrix time series data are often observed in high dimensions. Matrix factor…
The changes in user preferences can originate from substantial reasons, like personality shift, or transient and circumstantial ones, like seasonal changes in item popularities. Disregarding these temporal drifts in modelling user…
We investigate a social system of agents faced with a binary choice. We assume there is a correct, or beneficial, outcome of this choice. Furthermore, we assume agents are influenced by others in making their decision, and that the agents…
Dynamic network analysis has found an increasing interest in the literature because of the importance of different kinds of dynamic social networks, biological networks, and economic networks. Most available probability and statistical…
In many applications, observed data are influenced by some combination of latent causes. For example, suppose sensors are placed inside a building to record responses such as temperature, humidity, power consumption and noise levels. These…
Latent variable models are popularly used to measure latent factors (e.g., abilities and personalities) from large-scale assessment data. Beyond understanding these latent factors, the covariate effect on responses controlling for latent…
Latent factor models are widely used to measure unobserved latent traits in social and behavioral sciences, including psychology, education, and marketing. When used in a confirmatory manner, design information is incorporated, yielding…
This paper develops a dynamic factor model in which common level and volatility factors evolve jointly, allowing conditional means and variances to interact endogenously within a large-information setting. The joint evolution of these…
Multivariate spatially-oriented data sets are prevalent in the environmental and physical sciences. Scientists seek to jointly model multiple variables, each indexed by a spatial location, to capture any underlying spatial association for…
High-dimensional multivariate spatial-temporal data arise frequently in a wide range of applications; however, there are relatively few statistical methods that can simultaneously deal with spatial, temporal and variable-wise dependencies…
In recent years, opinion dynamics has received an increasing attention, and various models have been introduced and evaluated mainly by simulation. In this study, we introduce and study a dynamical model inspired by the so-called `bounded…