Related papers: A Latent Factor Model for High-Dimensional Binary …
We consider the problem of identifying stable sets of mutually associated features in moderate or high-dimensional binary data. In this context we develop and investigate a method called Latent Association Mining for Binary Data (LAMB). The…
Longitudinal binary relational data can be better understood by implementing a latent space model for dynamic networks. This approach can be broadly extended to many types of weighted edges by using a link function to model the mean of the…
This work considers estimation and forecasting in a multivariate, possibly high-dimensional count time series model constructed from a transformation of a latent Gaussian dynamic factor series. The estimation of the latent model parameters…
Latent variable models with hidden binary units appear in various applications. Learning such models, in particular in the presence of noise, is a challenging computational problem. In this paper we propose a novel spectral approach to this…
High-dimensional data must be highly structured to be learnable. Although the compositional and hierarchical nature of data is often put forward to explain learnability, quantitative measurements establishing these properties are scarce.…
Modern time series forecasting methods, such as Transformer and its variants, have shown strong ability in sequential data modeling. To achieve high performance, they usually rely on redundant or unexplainable structures to model complex…
It has become increasingly common to collect high-dimensional binary response data; for example, with the emergence of new sampling techniques in ecology. In smaller dimensions, multivariate probit (MVP) models are routinely used for…
We consider modeling, inference, and computation for analyzing multivariate binary data. We propose a new model that consists of a low dimensional latent variable component and a sparse graphical component. Our study is motivated by…
We consider the problem of extracting a low-dimensional, linear latent variable structure from high-dimensional random variables. Specifically, we show that under mild conditions and when this structure manifests itself as a linear space…
Latent factor models are widely used in the social and behavioral science as scaling tools to map discrete multivariate outcomes into low dimensional, continuous scales. In political science, dynamic versions of classical factor models have…
Connectivity estimation is challenging in the context of high-dimensional data. A useful preprocessing step is to group variables into clusters, however, it is not always clear how to do so from the perspective of connectivity estimation.…
We consider likelihood-based two-step estimation of latent variable models, in which just the measurement model is estimated in the first step and the measurement parameters are then fixed at their estimated values in the second step where…
Latent feature modeling allows capturing the latent structure responsible for generating the observed properties of a set of objects. It is often used to make predictions either for new values of interest or missing information in the…
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…
In this work, we propose a novel probabilistic sequence model that excels at capturing high variability in time series data, both across sequences and within an individual sequence. Our method uses temporal latent variables to capture…
This paper introduces a general Bayesian non- parametric latent feature model suitable to per- form automatic exploratory analysis of heterogeneous datasets, where the attributes describing each object can be either discrete, continuous or…
Large tensor (multi-dimensional array) data are now routinely collected in a wide range of applications, due to modern data collection capabilities. Often such observations are taken over time, forming tensor time series. In this paper we…
The bifactor model and its extensions are multidimensional latent variable models, under which each item measures up to one subdimension on top of the primary dimension(s). Despite their wide applications to educational and psychological…
This paper develops an inferential theory for high-dimensional matrix-variate factor models with missing observations. We propose an easy-to-use all-purpose method that involves two straightforward steps. First, we perform principal…
Modern datasets are becoming heterogeneous. To this end, we present in this paper Mixed-Variate Restricted Boltzmann Machines for simultaneously modelling variables of multiple types and modalities, including binary and continuous…