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Factor analysis is a statistical technique that explains correlations among observed random variables with the help of a smaller number of unobserved factors. In traditional full factor analysis, each observed variable is influenced by…

Statistics Theory · Mathematics 2024-12-09 Mathias Drton , Alexandros Grosdos , Irem Portakal , Nils Sturma

Root Cause Analysis (RCA) aims at identifying the underlying causes of system faults by uncovering and analyzing the causal structure from complex systems. It has been widely used in many application domains. Reliable diagnostic conclusions…

Artificial Intelligence · Computer Science 2024-07-15 Chang Gong , Di Yao , Jin Wang , Wenbin Li , Lanting Fang , Yongtao Xie , Kaiyu Feng , Peng Han , Jingping Bi

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

This work presents a novel probabilistic interpretation of Slow Feature Analysis (SFA) through the lens of variational inference. Unlike prior formulations that recover linear SFA from Gaussian state-space models with linear emissions, this…

Machine Learning · Computer Science 2025-06-03 Merlin Schüler , Laurenz Wiskott

Factor analysis is a classical data reduction technique that seeks a potentially lower number of unobserved variables that can account for the correlations among the observed variables. This paper presents an extension of the factor…

Methodology · Statistics 2013-12-04 Tsung-I Lin , Pal H. Wu , Geoffrey J. McLachlan , Sharon X. Lee

It can be challenging to perform an integrative statistical analysis of multi-view high-dimensional data acquired from different experiments on each subject who participated in a joint study. Canonical Correlation Analysis (CCA) is a…

Methodology · Statistics 2023-10-31 Siddhesh Kulkarni , Subhadip Pal , Jeremy T. Gaskins

Factor analysis has been extensively used to reveal the dependence structures among multivariate variables, offering valuable insight in various fields. However, it cannot incorporate the spatial heterogeneity that is typically present in…

Methodology · Statistics 2024-11-14 Yanxiu Jin , Tomoya Wakayama , Renhe Jiang , Shonosuke Sugasawa

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…

Methodology · Statistics 2019-06-14 Yunxiao Chen , Xiaoou Li , Siliang Zhang

In this paper we study the problem of learning from multiple modal data for purpose of document classification. In this problem, each document is composed two different modals of data, i.e., an image and a text. Cross-modal factor analysis…

Machine Learning · Computer Science 2015-08-19 Jingbin Wang , Yihua Zhou , Kanghong Duan , Jim Jing-Yan Wang , Halima Bensmail

Principal component analysis (PCA) is arguably the most widely used approach for large-dimensional factor analysis. While it is effective when the factors are sufficiently strong, it can be inconsistent when the factors are weak and/or the…

Methodology · Statistics 2025-08-22 Zhongyuan Lyu , Ming Yuan

Contribution of this paper lies in the formulation and estimation of a generalized model for stochastic frontier analysis (SFA) that nests virtually all forms used and includes some that have not been considered so far. The model is based…

Econometrics · Economics 2020-10-13 Kamil Makieła , Błażej Mazur

We consider identification, inference and validation of linear panel data models when both factors and factor loadings are accounted for by a nonparametric function. This general specification encompasses rather popular models such as the…

Econometrics · Economics 2025-06-13 Juan M. Rodriguez-Poo , Alexandra Soberon , Stefan Sperlich

Factor analysis is over a century old, but it is still problematic to choose the number of factors for a given data set. The scree test is popular but subjective. The best performing objective methods are recommended on the basis of…

Methodology · Statistics 2015-11-12 A. B. Owen , J. Wang

High-dimensional covariates often admit linear factor structure. To effectively screen correlated covariates in high-dimension, we propose a conditional variable screening test based on non-parametric regression using neural networks due to…

Econometrics · Economics 2024-08-21 Jianqing Fan , Weining Wang , Yue Zhao

Feature attribution is a fundamental task in both machine learning and data analysis, which involves determining the contribution of individual features or variables to a model's output. This process helps identify the most important…

Machine Learning · Computer Science 2023-10-26 Jinfeng Zhong , Elsa Negre

In modern biomedical research, it is ubiquitous to have multiple data sets measured on the same set of samples from different views (i.e., multi-view data). For example, in genetic studies, multiple genomic data sets at different molecular…

Methodology · Statistics 2017-03-20 Gen Li , Sungkyu Jung

This article establishes a new and comprehensive estimation and inference theory for principal component analysis (PCA) under the weak factor model that allow for cross-sectional dependent idiosyncratic components under the nearly minimal…

Methodology · Statistics 2024-10-02 Jianqing Fan , Yuling Yan , Yuheng Zheng

In modern scientific research, the objective is often to identify which variables are associated with an outcome among a large class of potential predictors. This goal can be achieved by selecting variables in a manner that controls the the…

Methodology · Statistics 2023-10-10 Yushu Shi , Michael Martens

Item factor analysis (IFA) refers to the factor models and statistical inference procedures for analyzing multivariate categorical data. IFA techniques are commonly used in social and behavioral sciences for analyzing item-level response…

Methodology · Statistics 2020-04-17 Yunxiao Chen , Siliang Zhang

High-dimensional data are crucial in biomedical research. Integrating such data from multiple studies is a critical process that relies on the choice of advanced statistical models, enhancing statistical power, reproducibility, and…

Applications · Statistics 2025-06-24 Mavis Liang , Blake Hansen , Alejandra Avalos-Pacheco , Roberta De Vito